[Coin-bcpdiscuss] Column generation

[Rastislav Galia]

Dear all

I would like to ask you a question about  column generation with
Bcp. Now, I am to focus only on the task of solving the root node's
full master problem by means of the column generation methodology.

Traditionally LP relaxation of each restricted master problem (at each
iteration of colgen) is solved to optimality.

However, cutting plane methods of non-differential optimization can be
used to improve the convergence. That means, instead of solving
lp to optimality at each iteration of colgen, one can (with respect to
the current set of columns, i.e. cuts ni dual space) choose more
"central" dual variables as a query point for pricing
subproblem. Typical representatives of this approach are bundle
methods and ACCPM.

Can this approaches be used within Bcp framework ? Or does Bcp require
solving LP to optimality at each colgen iteration ?

        /Rastislav Galia