[SCIP] GCG: Specify initial columns

[Christopher G]

Dear SCIP and GCG community:

I applied a pre-defined decomposition onto my problem and want to add a set of initial columns such that the MP becomes feasible and Farkas pricing can be skipped. 


1) I can either add artificial columns not representing a "plan" or "pattern" of my PP to the MP that have a high penalty when selected as part of a basis; or I can use heuristics tailored to the underlying problem that produce a feasible solution and add columns that actually represent a valid plan / solution of a PP. Both seem like a reasonable thing to do, but maybe the first idea has drawbacks I am not aware of right know. 


2) How would one add such initial columns? Of course, I could hijack the pricing solver, but this seems very tedious and also error-prone.


Best,
Christopher G