[SCIP] Question regarding column generation

[Hewitt, Michael]

I am using the SCIP framework to implement a column generation algorithm for a MIP defined on a network in which I generate variables for each arc in the network by solving a pricing problem. Does it matter which of the following I do:


  1.  For each arc, solve the pricing problem and add variables with negative reduced costs via SCIPcreateVar and SCIPaddPricedVar

Or

  1.  Solve the pricing problem for each arc, then after all arcs have been priced add the variables with negative reduced costs via SCIPcreateVar and SCIPaddPricedVar

Thanks, Mike

Mike Hewitt
Professor
Quinlan School of Business, Loyola University Chicago
mhewitt3 at luc.edu<mailto:mhewitt3 at luc.edu>
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