Column generation has a reputation for poor convergence. We report numerical experiments conducted with large multisectoral models having price-sensitive technical coefficients. Surprisingly, we did not observe tail convergence problems or experience other difficulties that are typically ascribed to problems that contain similar columns.
['Jacqueline Boucher', 'Yves Smeers']
Using Column Generation Techniques for Treating Dynamic Multisectoral Models with Price-Dependent Coefficients