I am interested in running glpk from a multithreaded program. The goal is not to have GLPK itself parallel but instead to have glpk used many times by different threads for solving many different linear programs.
As is well known glpk is not thread safe and my question is about alternative solution to that problem. Here are some possibilities: A) One is to have to run glpsol standalone by running it as external program with the input file generated by the thread and then read by the thread. But this solution has its costs in terms of runtime. It is easy to program. B) Have one thread that does only call glpk. It is adequate in single threaded performance but potentially expensive since some thread may wait. Relatively easy to program. C) Use shared memory to exchange data. That is multiple number of individual programs running glpk and getting their data from shared memory. Any other solution? Is there any implementation that you would recommend? Mathieu
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