[Coin-lpsolver] Column Generation

[Kyle Ellrott]

Hi, I've used integer programming in the past, but am by no means an  
expert.  I am trying to solve a problem that involves a matrix that  
is "long and short".  In some situations, Cbc dies because of a lack  
of memory (I think it's in Clp before there has been any branching).   
I've heard about column generating methods.  And given the number of  
a column, I can quickly calculate the values in the matrix.  Is there  
an easy way for me to implement a column generating solution?  I've  
played around with implementing a sifting based approach, just to  
solve the linear problem (other people studying the problem say that  
the linear solution should be composed of integers in about 98% of  
cases) but haven't had any luck with that yet.  I'm looking for the  
path of least resistance.  Any suggestions?

Kyle Ellrott