> I watched your attached file : if I have correctly understood, it
>  transforms a GLPK problem into a Cplex problem, solves it with Cplex
>  and gets the optimal solution. 

Perfectly correct.

> I also find in the CointUtils project
>  the method CoinMpsIO::readGMPL which converts a GLPK problem into a
>  Coin problem (I think it corresponds to what you evoke when you said
>  "both Coin and Symphony allow using the glpk model translator").

Yes, CoinMpsIO::readGMPL calls the glpk model translator.

> 
> Finally, I think it would be much easier for me to use the write/read
>  methods of glpk. Maybe it will be less efficient than using
>  CoinMpsIO::readGMPL but I won't have to modify a large part of my code !
> 

I would suggest to export the solution from the external solver in the
format suitable for glp_read_sol/glp_read_mip. This would significantly
simplify importing it into the glpk problem object. Moreover, in this
case you could use the stand-alone solver glpsol for generating the data
file as well as for importing the solution (with --read option) to
process it in your MathProg model.


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