Hi, I am a beginner and Iam trying to solve a VRPTW model on cplex but the model that I have contains only a reduced subset of tours (columns) and a setpartitioning formulation is used because requests must be served exactly once. in this case do i need to generate a subproblem and use the column generation methode with cplex? asked 27 Feb '15, 05:19 dadad 
If the initial collection of tours is sufficient robust that a feasible solution exists using them, and if you are content to settle for the best solution using only those tours, then I do not think you will need to do column generation. On the other hand, if you are looking for the best overall solution, and you have no assurance that the initial collection of tours includes all tours from the optimal solution, then you probably will need to use column generation. As an aside, CPLEX is not designed for column generation, in the sense that you cannot alter a model (add columns) while it is being solved. Using one of the programming APIs, you can write code that iterates back and forth between a master model and a subproblem, adding tours to the master problem and then solving it (again) before switching back to the subproblem, etc., ad nauseum. You might also get some mileage out of one of the projects at COINOR (in the "Optimization deterministic linear discrete" section), some of which I believe can use CPLEX as the LP solver. answered 27 Feb '15, 16:49 Paul Rubin ♦♦ 2
adding to what @Paul says: column generation is one thing, but obtaining integer solutions is another, and CPLEX (not even the APIs) is made for this. For true branchandprice, go for COINOR or (I prefer) SCIP.
(27 Feb '15, 18:18)
Marco Luebbecke ♦

Hello, Back to Paul answer, in the case of trying column generation with CPLEX, as you mentioned repeting the steps  Solve RMP  Solve subproblem  Add new columns if possible and restart until an stopping criteria is met Can be done with CPLEX? and you are referring with your answer that a B&P cannot be done, right? On the other hand, I am implemeting my first column generation, and I wonder once the column generation is over and I can have a fractional solution and I require an integer one, what to do you advice in that case, use for example cplex conversion command, to redefine the variables associated to the columns that can be real value, would that be a good option, or what do you advice Thanks!! P.S: Any further advice for a really interested selflearner would be very good welcome! answered 18 Apr '15, 11:44 thinkOR 