Originally posted by: bob3333
I'd like to solve it with column generation with this very typical heuristic procedure to find good solutions to very large MIPs with column generation :
1. Set up initial LP.
2. Solve with dual simplex.
3. Query dual solution and find new columns with pricing method. If nothing found, goto 7.
4. Add new columns to LP.
5. Solve with primal simplex.
6. Goto 3.
7. Install 'ctype' vector to declare all or some of the variables to be integer constrained.
8. Solve problem as MIP.
thanks again
#DecisionOptimization#OPLusingCPLEXOptimizer