> Why would you forbid all primal heuristics, e.g. the feasibility pump, to be > used in conjunction with row generation? > The result of the feasibility pump could be valid in which case the callback > would not add any lazy constraint. >
As I understand you suggest to apply primal heuristics only when all rows have been generated, right? There is a technical point that only rows violated within a tolerance for *current* LP relaxation can be added, so applying a heuristic may result in a wrong solution. Another, probably better way could be passing a solution found by a heuristic to the callback to accept or reject it. _______________________________________________ Help-glpk mailing list [email protected] https://lists.gnu.org/mailman/listinfo/help-glpk
