> Hi, we are trying to solve a bilevel problem with glpk. Our best > aproach is to use a branch-and-cut method. We´ve seen that glpk have a > specific API for this kind of problems is there any sample code?.
You can look at an example application to solve the linear ordering problem; see attachment to the following message: http://lists.gnu.org/archive/html/help-glpk/2010-01/msg00117.html Though that code demonstrates generating lazy constraints, cutting planes can be generated in the same way; for more details please see the reference manual included in the glpk distribution. _______________________________________________ Help-glpk mailing list [email protected] http://lists.gnu.org/mailman/listinfo/help-glpk
