Re: [Help-glpk] Callbacks for column generation

[Andrew Makhorin]

> 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?.

Currently glpk mip solver does not allow adding columns to the
current subproblem, i.e. using column generation; glp_add_cols checks
that and raises the fatal error "operation not allowed". All columns
should be added to the mip instance before a call to glp_integer.

> Could you do something like this with CPLEX?

AFAIK, cplex also does not allow generating columns during the
mip solution process. But I can mistake, so it'd be better to ask this
qusetion on a cplex forum.