[BCP] Column generation

[Laszlo Ladanyi]

The former does it within the LP process the latter sends the dual 
solution off to a separate process and then receives back the new 
columns. Spawning a seperate VG process is useful only if you are 
generating multiple columns in each round AND there is a good chance 
that column generation may find a new column then go on for a long 
time without finding anything. In such cases the LP process will time 
out and go back to solving the LP relaxation. I would say it is very 
rare that you'd want to generate columns (or cuts for that matter) 
outside of the LP process.

--Laci

On Fri, 20 Mar 2009, António Duarte wrote:

> Hello,
>
> I'm trying to solve a problem that involves column generation and I have a
> question: what's the difference between generating the new columns with
> generate_vars_in_lp() and deriving a BCP_vg_user class and generate the
> columns there?
>
> Best regards,
> António Duarte
>
>
>
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