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. Patrik Dufresne On Tue, Aug 7, 2012 at 12:26 PM, Patrik Dufresne <[email protected]> wrote: > Hi, > > Is there any way to solve a linear model and get optimal for multiple > linear hierarchical objectives ? With my little knowledge about GLPK, here > how I do it : > > 1. I'm solving the first objective > 2. I get the value of the objective > 3. I set it as a constraint. > 4. Got to step 1 with the next objective. > > Doing so achieve the result I want, but each time the solver takes time to > solve the problem. Is there any way, maybe with a callback function to let > GLPK compute the objective value for each of my 86 objectives at once ? > > Thanks > > Patrik Dufresne >
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