[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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