Dear all, I have implemented a mixed integer linear programming (MIP) problem using GNU MathProg, which is expected to be included as a part of Matlab program (m-file). It means that while the Matlab program is running, the MIP will be continuously called, and the result of MIP given by GLPSOL will be an input data for Matlab program.
Is there any way or interface that allows a matlab program (m-file) to call and run an optimization model was implemented using GNU MathProg? Also, I found GLPKMEX at http://glpkmex.sourceforge.net/, is a Matlab MEX interface for GLPK library. However, GLPKMEX is not well documented and I do not know how to install and use this software for my problem. Please give me any advice. Thank you so much!
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