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column_generation

Function column_generation 

Source
pub fn column_generation<F, P>(
    problem: &P,
    config: &ColumnGenerationConfig,
) -> OptimizeResult<ColumnGenerationResult<F>>
Expand description

Run column generation on a structured LP.

§Type Parameters

§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.