[Help-glpk] Callbacks for column generation

[Javier Zambrano]

I would like to solve a problem with integer variables and column generation 
(it #39;s not branch and price in the strict meaning) . The idea is for a 
heuristic for a monthly problem when the weekly problem can be solve with an 
integer program, the monthly problem linear relaxation can be solve with a 
column generation technique, and the relation between weeks depends on a couple 
of variables. The idea is to solve the integer problem, adding columns in all 
the nodes for the first week with the rest of the weeks just as a column 
generation relaxation and then with the variables start solving the problem for 
the second week, etc. to have a good heuristic for the global integer problem.

What would happen if i add cols in a callback when the reason for calling the 
calback is GLP_IROWGEN, it would start adding columns to the global problem?.

Could you do something like this with CPLEX?

And for someone with experience, does this sound better or worse, than adding 
benders cuts and solve the slave problem with column generation?

Regards
Javier Zambrano
I would like to solve a problem with integer variables and column generation (it's not branch and price in the strict meaning) . The idea is for a heuristic for a monthly problem when the weekly problem can be solve with an integer program, the monthly problem linear relaxation can be solve with a column generation technique, and the relation between weeks depends on a couple of variables. The idea is to solve the integer problem, adding columns in all the nodes for the first week with the rest of the weeks just as a column generation relaxation and then with the variables start solving the problem for the second week, etc. to have a good heuristic for the global integer problem.

What would happen if i add cols in a callback when the reason for calling the calback is GLP_IROWGEN, it would start adding columns to the global problem?.

Could you do something like this with CPLEX?

And for someone with experience, does this sound better or worse, than adding benders cuts and solve the slave problem with column generation?

Regards
Javier Zambrano