[Help-glpk] Multiple LP problem solving

[Dorian Tourin-Lebret]

Hi,

I'm evaluating GLPK in my C code to solve a multiple LP problem. I'm trying to minimize C.x - d, where C is a real n x m matrix, d is a known n-dimensional vector and x is the unknown m-dimensional vector I'd like to get. The constraints deal with bounds for every variable.

I understand I can minimize one _expression_ like z = a.x1 + b.x2 + ... (documentation p14), but how should I write the n expressions:

z1 = a1.x1 + b1.x2 + ...

z2 = a2.x1 + b2.x2 + ...

z3 = a3.x1 + b3.x2 + ...

...

so that the variables x1, x2, ... are shares by every _expression_?

Thanks for your help!

Dorian.