[Top][All Lists]

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
## Re: [Help-glpk] Multiple LP problem solving

**From**: |
Andrew Makhorin |

**Subject**: |
Re: [Help-glpk] Multiple LP problem solving |

**Date**: |
Wed, 08 Jun 2011 13:10:01 +0400 |

>* I'm evaluating GLPK in my C code to solve a multiple LP problem. I'm*
>* trying to minimize C.x - d, where C is a real n x m matrix, d is a*
>* known n-dimensional vector and x is the unknown m-dimensional vector*
>* I'd like to get. The constraints deal with bounds for every variable.*
>* I understand I can minimize one expression like z = a.x1 + b.x2 + ...*
>* (documentation p14), but how should I write the n expressions:*
>* z1 = a1.x1 + b1.x2 + ...*
>* z2 = a2.x1 + b2.x2 + ...*
>* z3 = a3.x1 + b3.x2 + ...*
>* ...*
>* so that the variables x1, x2, ... are shares by every expression?*
Your question is unclear. Do you mean that you have several objective
functions within one lp, or that you have several lp's with the same
coefficient matrix, or what?