This is an advanced version of setColBndGLPK.
  Here, j can be an integer vector, obj_coef
  can be a numeric vector.
setObjCoefsGLPK(lp, j, obj_coef)NULL
An object of class "glpkPtr" as returned by
    initProbGLPK. This is basically a pointer to a GLPK problem
    object.
Vector of column numbers.
Vector of objective coefficients.
Gabriel Gelius-Dietrich <geliudie@uni-duesseldorf.de>
Maintainer: Mayo Roettger <mayo.roettger@hhu.de>
Interface to the C function setObjCoefs which calls the
  GLPK function glp_set_obj_coef.
Based on the package glpk by Lopaka Lee.
The GNU GLPK home page at http://www.gnu.org/software/glpk/glpk.html.