[Scip] deleting variables in column generation

[Marco Lübbecke]

2013/10/1 Alessia Violin <aviolin at ulb.ac.be>

> So, I was wondering from where this increase comes from. In theory as I
> delete columns the Master is smaller, so it should be quicker to solve.


Hi Alessia,

this "smaller = faster" is true if "smaller" means less rows. In column
generation it is my experience (however, I tried to delete vars last time
some 12 years ago...) that it is detrimental to performance if you delete
TOO MANY variables (like: all except the current basis). The "Montreal
gangsters" (J.Desrosiers etc.) claim that they keep about 2-3 times the
number of rows. The selection of which to keep is according to age and
reduced cost.

Maybe this helps, even though it does not explain the effect
Marco
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