Column Generation in Gurobi

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Andreas Wierz

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Jul 12, 2013, 8:29:19 AM7/12/13
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Hi, I couldn't find anything good on this topic yet.

Is it possible to do column generation using Gurobi without stopping and restarting the model over and over again?
If I try to add variables via a callback, the solver segmentation faults as soon as it leaves the callback.
I tryed adding the variables via:
GRBVar y = _mip->addVar(0.0, 1.0, 0.0, GRB_BINARY, name);
during GRB_CB_MIPSOL.

I use Gurobi 5.5.

thanks in advance,
Andreas

Ed Rothberg

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Jul 12, 2013, 9:55:48 AM7/12/13
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Sorry, you can't modify the model from within a callback.

Ed



Hugh Medal

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Jun 12, 2014, 8:28:44 PM6/12/14
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So if we want to do branch-and-price, would you recommend coding it from scratch? Or is there a way to utilize the Gurobi framework?

Stuart Mitchell

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Jun 12, 2014, 10:17:17 PM6/12/14
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you could try DIP https://projects.coin-or.org/Dip

and its python interface DIPpy if you want, but they don't use gurobi.

STu


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Stuart Mitchell
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