> The problem is to use glpk to solve a large-scale LP problem, the size
> of constraint matrix is huge, like 500000 row and 1000000 column. The
> examples in glpk manual only deal with 5 or 6 variables (in which case
> the MPS file or MathProg file can be manually inputted) and hence is
> not very helpful for large-scale problem. Any suggestions?
> Specifically, it there any way to automatically generate MPS or
> MathProg file for large-scale LP problem.

Your question is unclear. In which form do you have the "large input
data"? Is it a data file?



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