On 12.03.2014 20:38, Andrew Makhorin wrote:

I am trying to develop a column generation algorithm for a MIP problem

Please note that glpk mip solver does *not* support column generation.
Only rows (lazy constraints and/or cutting planes) can be added to
subproblems during the search.

However, is it possible at all to implement sooner or later column generation in glpk 4.x?



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