Hello Haroldo,
in GMPL it is only possible to solve a single MIP or LP problem.
Using the GLPK-API it is possible to implement heuristics like the one
you describe.
Another approach is to use a data base for storage of partial solutions
and a scripting language to call glpsol for different problems.
Commercial linear solvers provide there own scripting languages, e.g.
ILOG OPL Studio, Xpress Mosel
If you want to stick with GLPK consider using Python with package PyMathProg
http://pymprog.sourceforge.net/
An interesting example how PyMathProg can be used for implementing a
heuristic is
http://pymprog.sourceforge.net/subtour.html
Best regards
Xypron
Haroldo Santos wrote:
I'm interested in something similar, I'm not quite sure if it is
possible to do in GMPL, but it would certainly be nice:
Consider that you have a problem to solve, which is too hard
considering MIP capabilities.
I would like to do, in GMPL, some (heuristic) like:
Split problem P into P1, P2 ... Pn
Solve P1
Solve P2
....
Solve Pn
merge solution of P1 ... Pn to provide a solution to P
Is there any way to do it ?
Thanks,
Haroldo
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