[Scip] How to update separators/constraint handlers in a branch and cut and price?

[Marco Luebbecke]

gamrath> You are right. Cutting plane separation complicates the
gamrath> column generation process in most cases.

Actually, the contrary is true. Cutting planes (at least those which
are in the current base of knowledge in B&P&C) have a complicating
impact on the pricing only in a few cases. You "only" have to know how
to do this, that is, which types of cutting planes to separate. Try
picking up something on "cutting planes on the original variables"
(that is the same theme as "branching on original
variables"). "Original" variables are those variables which are still
present in the pricing problem (the variables of the model on which DW
Dantzig-Wolfe decomposition was applied to obtain your master
problem). When you formulate cuts in these variables, and
Dantzig-Wolfe reformulate them to add them to the master problem, the
only thing that changes in the pricing is its objective function.

Best,
Marco