Hi, I am currently using winglpk to detect if a small integer inequality system is feasible. No objective function just feasibility. If the system is found to be feasible then I call glpk for each condition in the system with that condition removed and instead specified as the objective function.
So for example if one of my conditions is a - b + c >= 3 then I remove that condition and have an objective function of a - b + c and find its minimum. If it's minimum is >= 3 I conclude the condition is redundant and remove it (it wasn't limiting the problem). If redundant the condition is removed and the attempts at reduction continue. I do this in a program with a very large number of systems. I currently rebuild the problem from scratch for each condition (glp_erase_prob first). I want to improve the performance of this. I would like to have some input on what might be the best way to do this. I can see I could delete rows, update the objective and optimize again. I would have to tracks the rows used. Is there a way to use something like glp_analyze_bound to obtain information I could use for this? I am calling glpk from 256 threads concurrently. This seems to work just fine but the documentation suggests it's not thread safe. I am assuming this is for sharing a lp program between threads rather than having a problem per thread? I only change things relating to a problem (glp_prob* type calls). Thanks. Neill.
