[Top][All Lists]
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
[Help-glpk] Callbacks for column generation
From: |
Javier Zambrano |
Subject: |
[Help-glpk] Callbacks for column generation |
Date: |
Thu, 10 Dec 2009 03:38:48 +0300 |
I would like to solve a problem with integer variables and column generation
(it #39;s not branch and price in the strict meaning) . The idea is for a
heuristic for a monthly problem when the weekly problem can be solve with an
integer program, the monthly problem linear relaxation can be solve with a
column generation technique, and the relation between weeks depends on a couple
of variables. The idea is to solve the integer problem, adding columns in all
the nodes for the first week with the rest of the weeks just as a column
generation relaxation and then with the variables start solving the problem for
the second week, etc. to have a good heuristic for the global integer problem.
What would happen if i add cols in a callback when the reason for calling the
calback is GLP_IROWGEN, it would start adding columns to the global problem?.
Could you do something like this with CPLEX?
And for someone with experience, does this sound better or worse, than adding
benders cuts and solve the slave problem with column generation?
Regards
Javier Zambrano
I would like to solve a problem with integer variables and column generation (it's not branch and price in the strict meaning) . The idea is for a heuristic for a monthly problem when the weekly problem can be solve with an integer program, the monthly problem linear relaxation can be solve with a column generation technique, and the relation between weeks depends on a couple of variables. The idea is to solve the integer problem, adding columns in all the nodes for the first week with the rest of the weeks just as a column generation relaxation and then with the variables start solving the problem for the second week, etc. to have a good heuristic for the global integer problem.
What would happen if i add cols in a callback when the reason for calling the calback is GLP_IROWGEN, it would start adding columns to the global problem?.
Could you do something like this with CPLEX?
And for someone with experience, does this sound better or worse, than adding benders cuts and solve the slave problem with column generation?
Regards
Javier Zambrano
- [Help-glpk] Callbacks for column generation,
Javier Zambrano <=