In this paper, we consider a new weapon-target allocation problem with the objective of minimizing the overall firing cost. The problem is formulated as a nonlinear integer programming model, but it can be transformed into a linear integer programming model. We present a branch-and-price algorithm for the problem employing the disaggregated formulation, which has exponentially many columns denoting the feasible allocations of weapon systems to each target. A greedy-style heuristic is used to get some initial columns to start the column generation. A branching strategy compatible with the pricing problem is also proposed. Computational results using randomly generated data show this approach is promising for the targeting problem. (c) 2007 Wiley Periodicals, Inc.