> Is it possible to termination LP after upper bound and lower bound
> within x%, or it returns a feasible solution after y seconds?
>  
> I didn't found any function has such kind of input.
>  
> The reason I need this is that we need to solve a LP with different
> parameters again and again to get some trade off curve of impact of
> different parameters. Each instance of the LP problem usually takes
> more than 3 mininutes even with Intel Xeon 2.4GHz. But I don't need
> the exact solution.

See http://lists.gnu.org/archive/html/help-glpk/2006-06/msg00006.html



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