At 9:53am -0500 Tue, 10 Aug 2010, xiaomi wrote:
For example, I have 3 objectives to minimize: X,Y,Z. I want to first
minimize X, then substitute some value of the solution(like X) into the
original LP file to solve minimum Y. Then subustitute other value of
solution to solve minimum Z. Is this feasible?

Your goal is not exactly clear. If you're asking "is this 'feasible'?" in the mathematical optimization sense, then you tell us; it's your model. If you mean "feasible" in the "what tools do I need?" sense, then yes, it's possible. Almost any tool you'd like, from Python or Perl spitting out an LP file and reading the GLPK -o or -w outputs, or from a more tailored tool, like Sandia's COOPR Pyomo project:

https://software.sandia.gov/trac/coopr/

https://software.sandia.gov/trac/coopr/wiki/Pyomo

You can also do similar with more proprietary systems like AMPL, but I leave the non-open source tools for you to figure out.

Kevin

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