I've been thinking that my --tmlim settings are too short for a project I've
been working on, and I can't seem to be able to write the status of the
solution from within a mod file.
For example, I have a mathprog file that writes out the results;
/* can you write out the optimizer status??? */
printf "per.return,ann.return,per.variance,ann.stdev\n" > "ell-one-a-soln.csv";
printf: "%f,%f,%f,%f\n",
r_portfolio,
100.0*(((1+r_portfolio)^tdpy)-1.0),
sum {i in S, j in S} w[i]*w[j]*cov[i,j],
100.0 * sqrt( ( sum {i in S, j in S} w[i]*w[j]*cov[i,j]) ) /
sqrt(1/tdpy ) >> "ell-one-a-soln.csv";
and I would like to know if the solver obtained the optimal solution (and get
kkt conditions) or if it hit the time limit.
I can't find a keyword that allows me to access elements of the solver from
within the mod file.
I can obtain the solver status if I export the solution file (glpsol --write),
but I'd like to be able to write out the results from directly within the mod
file.
Is that possible in the current version?
Jeff.
Jeff Hamann, PhD
PO Box 1421
Corvallis, Oregon 97339-1421
541-754-2457
jeff.hamann[at]forestinformatics[dot]com
jeff.d.hamann[at]gmail[dot]com
http://www.forestinformatics.com
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