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[Help-glpk] Parallel runs of glpk

From: Mathieu Dutour
Subject: [Help-glpk] Parallel runs of glpk
Date: Wed, 14 Dec 2016 15:06:32 +0100

I am interested in running glpk from a multithreaded program.
The goal is not to have GLPK itself parallel but instead to
have glpk used many times by different threads for solving
many different linear programs.

As is well known glpk is not thread safe and my question
is about alternative solution to that problem. Here are some

A) One is to have to run glpsol standalone by running it
as external program with the input file generated by the thread
and then read by the thread. But this solution has its costs
in terms of runtime. It is easy to program.

B) Have one thread that does only call glpk. It is adequate
in single threaded performance but potentially expensive 
since some thread may wait. Relatively easy to program.

C) Use shared memory to exchange data. That is multiple
number of individual programs running glpk and getting their
data from shared memory.

Any other solution? Is there any implementation that you
would recommend?


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