pub fn column_generation<F, P>(
problem: &P,
config: &ColumnGenerationConfig,
) -> OptimizeResult<ColumnGenerationResult<F>>where
F: Float + FromPrimitive + Debug + Clone + AddAssign + MulAssign,
P: ColumnGenerationProblem<F>,Expand description
Run column generation on a structured LP.
§Type Parameters
F– floating-point type.P– pricing subproblem implementingColumnGenerationProblem.
§Arguments
problem– pricing oracle and initial columns.config– algorithm configuration.
§Returns
ColumnGenerationResult with the optimal dual variables, objective, and
primal solution of the restricted master LP.