When I am implementing the column generation with Java. I found addColumn in Cplex is quite time consuming. I used the function in LPMatrix addCols(IloNumVar[] var, int[][] indices, double[][] values) to add columns. But I found the time used to add columns reached up to half of the total time. Indeed, I have limited the number of columns added each time, but the time is still quite high.
Can anyone share some experience or suggestions for this problem? Which function do you usually use to build the model by columns? Thank you for your sharing.
The answer is not to use the LPMatrix in column generation. LPMatrix is not suitable to iteratively build model.
I suggest to use the "traditional" Callable Library instead of Concert Technology.
Dear Marco Antonio Boschetti,
Thank you very much for your suggestion. Callable library is indeed much more efficient.
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