> I would use the GLPK API to implement a column generation approach. >
Please note that glpk mip solver does not allow column generation; only row/cut generation is allowed. That is, all variables should be included in the mip instance before solving it with glp_intopt. However, it is allowed to add rows and columns to the lp instance before reoptimizing it with glp_simplex. _______________________________________________ Help-glpk mailing list [email protected] http://lists.gnu.org/mailman/listinfo/help-glpk
