[BCP] Pricing and Dynamic cut generation in BPC
tle at purdue.edu
tle at purdue.edu
Sat May 10 17:09:13 EDT 2008
Hi,
Please help me!! I hope that someone had same problem before.
I am wondering whether my implementation work in BCP or not.
My problem is that after solving LP by column generation, i need to strengthen
my IP formulation by adding the dynamic cuts and then re-solve LP.
I plan to generate new variables by overriding "generate_vars_in_lp"
and "vars_to_cols()". It should be okay so far.
After finishing the LP, i have to generate the new cuts by overriding "generate
cuts() in BCP cg" or "generate cuts in lp()". This step require me to run "cuts
to rows()" to update constraints matrix.
But i am not sure whether BCP will work in this case or not.
I have the experience that we can not add the column and variables at the same
time in BCP before. So i doubt that my implementation will work.
Thanks
Tung Le
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