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[Help-glpk] Black box Solver


From: Andrew Whyte
Subject: [Help-glpk] Black box Solver
Date: Wed, 06 Sep 2006 18:06:24 +0100

Hi!

I'm trying to implement the GLPK simplex solver into an application,
however my objective function isn't expressible in a suitable form for
the input.  
Instead, as the gnumeric team have done, I'd like to treat the objective
function as a black box that supplies a number to GLPK based on the
coefficients that GLPK requests.  I assume an iterative procedure is
used until GLPK returns a "solution found" code.
I've tried to work through the gnumeric code but it has been abstracted
to work with lp_solver as well - so I'm finding it very hard to figure
out how it actually works!
Could anyone explain which API calls are involved (I'm quite new to
linear programming but I've worked through quite a lot of documentation
on the basic principles, and the GLPK RefMan).

Thanks in advance,

Andrew

ps. I'll be using the JNI implmentation to talk to GLPK but I think all
of the API calls are included so that (hopefully) shouldn't matter...





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