[Help-glpk] [Fwd: Adding constraints.]

[Andrew Makhorin]

-------- Forwarded Message --------
From: Fernando Garcia <address@hidden>
To: address@hidden
Subject: Adding constraints.
Date: Tue, 3 Nov 2015 14:07:23 +0100

Good evening,


First at all, congratulations for the development of this solver.


Here is my problem:
I am trying to solve a Benders Decomposition problem, but it is too
complex to solve it with GAMS so we have decided to use GLPK. For that,
we have created two different ".lp" files with the objective function
and constraints of the Master Problem and Subproblem respectively, so
now we want to apply the loop to solve it with this method.


For that, we have to send some information (in form of variables
calculated in the Master Problem, make them fix in the Subproblem) from
Master Problem to Subproblem. We have thought about saving the value of
the variables calculated in the Master Problem in one parameter (â), and
then add some constraints (rows) in the Subproblem fixing the variables
in the Subproblem (a) to this parameter (â). We have 14 different
variables to send, so 14 news rows are created (glp_add_rows(lp3,14);)
Now is when we want to fix the value of this set of "a" to "â". How
should they be written? We thought about fixing the bounds of the row
(glp_set_row_bnds), but we do not know how to call this "a" be equal to
this value "â".


Thanks in advance,


Fernando