Re: [Help-glpk] Multiple-linear hirarchical objectives

[Patrik Dufresne]

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 <address@hidden> 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