The notion of Shared Risk Resource Groups (SRRG) has been introduced to capture survivability issues when a set of resources may fail simultaneously. Applied to Wavelength Division Multiplexing Network (WDM), it expresses that some links and nodes may fail simultaneously. The reliability of a connection therefore depends on the number of SRRGs through which it is routed. Consequently, this number has to be minimized. This problem has been proved NP-complete and hard to approximate in general, even when routing a single request. Some heuristics using shortest paths have already been designed, however the cost (the usual routing cost, not in term of SRRG) was not part of the objective. In this paper we study the problem of minimizing a linear combination of the average number of SRRG per paths and the cost of the routing. The main result of our work is a column generation formulation that allows to solve the problem of maximizing the reliability of a set of connection requests in MPLS/WDM mesh networks with SRRGs while keeping the cost of the routing low.