[Cbc] CBC - when to add new columns in branching tree

Niklaus Eggenberg niklaus_11 at yahoo.fr
Mon May 25 04:35:34 EDT 2020


Hi to the CBC community,

I'm digging out my 10-year old research to solve some MIP problems using 
Column Generation. Back then, I used both BCP and CBC.

Until now, I was mainly just solving the pricing at the root node via 
ClpSimplex, which was generating resonable results. For my current 
problem, this is no longer working so I wanted to do pricing at node 
levels as well.

The key question is - if I use CBC, is it at all possible and, if so, 
WHERE should I add new columns? What about prices - if I use cut 
generators and/or logical fixing, row elimination and so on - what would 
the dual prices become?

Is there an example out there where something similar is done? Or mayben 
this is a definite NOGO - use BCP instead? Any advice here would be very 
much appreciated.

Kind regards,

Nik



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