[BCP] BCP column generation

George Tzallas-Regas george.tzallas-regas at imperial.ac.uk
Mon Feb 22 13:36:30 EST 2010


Dear all,

I am still trying to understand how to implement column generation
using BCP and use MCF-1 as an example. I have a problem with function
select_branching_candidates. Will this function be called if we have
generated columns but the computed lower bound is greater than
or equal to the best known upper bound?

There is a check which makes understanding of

    select_branching_candidates

a bit complicated.  It is the check that returns BCP_DoNotBranch_Fathomed.
This value is returned if

    lpres.objval () > upper_bound () - 1.e-6

But is this not checked before select_branching_candidates is called? 
Actually
I have run MCF-1 and noticed that when the bound returned by 
compute_lower_bound
is greater than upper_bound (), irrespective of whether we have 
generated columns
or not is not called, which make sense to me. But then what is the use 
of this check in select_branching_candidates? Is it just a precaution?

Kindest regards

George



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