Re: [Help-glpk] Interface between GLPK and Matlab

[Nigel Galloway]

GAMS may provide what you need. Your model is written in mathprog, but glpk will convert it to mps for you. GAMS has a utility mps2gams which will convert it to GAMS. GAMS has the sort of connectivity you describe and may be what you are looking for, and can use glpk as the solver if desired.

 

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Nigel Galloway

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On Mon, Feb 23, 2015, at 06:33 AM, Le Van Duc wrote:

Dear all,

 

I have implemented a mixed integer linear programming (MIP) problem using GNU MathProg, which is expected to be included as a part of Matlab program (m-file).

It means that while the Matlab program is running, the MIP will be continuously called, and the result of MIP given by GLPSOL will be an input data for Matlab program.

 

Is there any way or interface that allows a matlab program (m-file) to call and run an optimization model was implemented using GNU MathProg?

 

Also, I found GLPKMEX at http://glpkmex.sourceforge.net/, is a Matlab MEX interface for GLPK library. However, GLPKMEX is not well documented and I do not know how to install

and use this software for my problem.

 

Please give me any advice. Thank you so much!

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