Concert Technology offers facilities for exploiting column generation. In particular, you can design the model of your problem (one or more instances of the class IloModel) in terms of columns (instances of IloNumVar, IloNumVarArray, IloNumColumn, or IloNumColumnArray). For example, instances of IloNumColumn represent columns, and you can use operator() in the classes IloObjective and IloRange to create terms in column expressions. In practice, the column serves as a place holder for a variable in other extractable objects (such as a range constraint or an objective) when your application needs to declare or use those other extractable objects before it can actually know the value of a variable appearing in them.

Furthermore, an instance of IloCplex provides a way to solve the master linear problem, while other Concert Technology algorithms (that is, instances of IloCP, of IloCplex itself, or of other subclasses of IloAlgorithm,for example) lend themselves to other parts of the problem by specifying which variables to consider next (and thus which columns to generate).

In the Reference Manual of the C++ API, the concept Column-Wise Modeling provides more detail about this topic and offers simple examples of its use.