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[Help-glpk] [Fwd: Converting AMPL Bender's Decomposition code to GLPK]


From: Andrew Makhorin
Subject: [Help-glpk] [Fwd: Converting AMPL Bender's Decomposition code to GLPK]
Date: Thu, 08 Nov 2012 11:15:39 +0400

-------- Forwarded Message --------
From: Steven G <address@hidden>
To: address@hidden
Subject: Converting AMPL Bender's Decomposition code to GLPK
Date: Thu, 8 Nov 2012 00:45:51 -0500

Hello,


I am trying to convert the following .data .mod and .run files from APML
to GLPK. The reason for this is that I have to solve a Bender's
Decomposition in GLPK, and I have an AMPL example of a Bender's problem
so I am trying to learn from that.


I release that GLPK only allows to use the solve statement once;
however, in Bender's decomposition you need to solve a Subproblem and a
master problem simultaneously (as seen in the .run file), so I am very
confused on how to do this with one solve statement.


I know there isn't a run file in GLPK and I will need to combine
the .mod and .run files for GLPK.


If you could help me to convert this code into GLPK to look at or have a
similar example or can give me any advice on the matter it will be
greatly apprieciated. 


Thank you.

Attachment: stoch1.run
Description: Binary data

Attachment: stoch1.mod
Description: Binary data

Attachment: stoch.dat
Description: Binary data


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