-------- Forwarded Message -------- From: Fernando Garcia <[email protected]> To: [email protected] Subject: Adding constraints. Date: Tue, 3 Nov 2015 14:07:23 +0100
Good evening, First at all, congratulations for the development of this solver. Here is my problem: I am trying to solve a Benders Decomposition problem, but it is too complex to solve it with GAMS so we have decided to use GLPK. For that, we have created two different ".lp" files with the objective function and constraints of the Master Problem and Subproblem respectively, so now we want to apply the loop to solve it with this method. For that, we have to send some information (in form of variables calculated in the Master Problem, make them fix in the Subproblem) from Master Problem to Subproblem. We have thought about saving the value of the variables calculated in the Master Problem in one parameter (â), and then add some constraints (rows) in the Subproblem fixing the variables in the Subproblem (a) to this parameter (â). We have 14 different variables to send, so 14 news rows are created (glp_add_rows(lp3,14);) Now is when we want to fix the value of this set of "a" to "â". How should they be written? We thought about fixing the bounds of the row (glp_set_row_bnds), but we do not know how to call this "a" be equal to this value "â". Thanks in advance, Fernando _______________________________________________ Help-glpk mailing list [email protected] https://lists.gnu.org/mailman/listinfo/help-glpk
