Decision Optimization

Decision Optimization

Delivers prescriptive analytics capabilities and decision intelligence to improve decision-making.


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  • 1.  Column Generation coding using Cplex and Java

    Posted 02/13/08 09:56 AM

    Originally posted by: SystemAdmin


    [Jaya said:]

    Hello sir/madam,

    how can I do the coding of Column generation (Branch& price) method ? Is it possible to apply Column generation using Cplex7.5 & Java? Any one have an idea abt this topic plz let me know...

    Thanks&Best Regards,
    Jaya
    #CPLEXOptimizers
    #DecisionOptimization


  • 2.  Re: Column Generation coding using Cplex and Java

    Posted 02/20/08 01:43 AM

    Originally posted by: SystemAdmin


    [EdKlotz said:]

    > how can I do the coding of Column generation (Branch& price) method ? Is it > possible to apply Column generation using Cplex7.5 & Java? Any one have an
    > idea abt this topic plz let me know...

    CPLEX allows you to add columns to a previously optimized model in any of
    its APIs, including Java.  Refer to the CutStock.java program that comes with your distribution, regardless of version number.  The IloColumn class is the
    key to implementing this. 

    However, Branch and Price is a more specialized version of column generation that often involves dynamically adding columns to individual node LPs.  If you
    wish to do that, CPLEX does not directly support it.  You would need to essentially maintain your own branch and bound tree, then use CPLEX to solve the node subproblems you create and maintain.
    #CPLEXOptimizers
    #DecisionOptimization


  • 3.  Re: Column Generation coding using Cplex and Java

    Posted 05/06/09 12:23 AM

    Originally posted by: SystemAdmin


    [danielamaral said:]

    Hello,

    The last reply on this thread is from Feb. 2008. I'm wondering if the newer versions of CPLEX allow for the Branch and Price (dynamically adding columns to individual node LPs).

    Thanks!
    #CPLEXOptimizers
    #DecisionOptimization


  • 4.  Re: Column Generation coding using Cplex and Java

    Posted 05/08/09 08:15 PM

    Originally posted by: SystemAdmin


    [prubin said:]

    Not as of version 11 -- don't know if it's planned for version 12 or not.  Two of the COIN-OR projects (Bcp and Symphony) provide frameworks that can do branch-cut-and-price, and both can use CPLEX as the LP solver.  I think MINTO would be another option.

    /Paul
    #CPLEXOptimizers
    #DecisionOptimization


  • 5.  Re: Column Generation coding using Cplex and Java

    Posted 05/11/09 12:54 AM

    Originally posted by: SystemAdmin


    [danielamaral said:]

    Thanks for the pointers to COIN-OR, wish I had heard of it sooner. After reading up on BCP and Symphony, I've decided to give the second one a try. If I have interesting results I'll ping back.
    #CPLEXOptimizers
    #DecisionOptimization