> Reading this article http://en.wikibooks.org/wiki/GLPK/API_usage, I
> notice it's possible to sets a prescribe start. Is this the right way
> to solve multiple-linear hierarchical objective ? 

> I forgot to mention, my problem is MIP and I'm using GLPK through
> Java.

In case of mip it is generally impossible to reoptimize starting from 
an integer feasible solution, that is, every time you have changed the
instance, you need to start the search from the very beginning.



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