Good evening.
I am trying to write a function in ANCI C programming language. The aim of this function is to get some input arguments from the main C program, then solve a MIP problem and return the value of objective function along with the values of structural variables back to the C main program.
The issue is that the MIP problem I am about to solve via glpk has a quite large number of variables. So, I am not able to hard-code them. Hence, I came across the idea to use MathProg language, as it is very easy to code my model.
The question is, how to do this? Is it possible to incorporate MathProg code inside a C language function? Please note that I am aware of how to write a C program that calls API routines of glpk in order to solve a simple model, but here I am not referring to this case.
Any suggestion of a site, pdf or relevant document will be very helpful.
Thanks in advance to any one who is willing to help me.
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Dr. Ioannis X. Tassopoulos, MSc., Ph.D.