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# library(colgen)

Column generation library [more]

## Predicates

> ColgenInstance:(?X $= ?Y)
>   Constrains X to be equal to Y.
> ColgenInstance:(?X $=< ?Y)
>   Constrains X to be less than or equal to Y.
> ColgenInstance:(?X $>= ?Y)
>   Constrains X to be greater than or equal to Y.
> ColgenInstance:cg_subproblem_solution(++Value)
>   Posts new subproblem solution(s) to the colgen instance ColgenInstance.
> colgen_instance(++ColgenInstance)
>   Initialises the colgen instance ColgenInstance.
> ColgenInstance:get(++What, -Value)
>   Obtain global problem information.
> ColgenInstance:identified_constraint(+Cstr, ?Id)
>   Post an identified constraint to the colgen instance ColgenInstance.
> ColgenInstance:minimize(+SolveSubProblem, +Obj, -ObjVal)
>   Minimizes the problem associated with the colgen instance ColgenInstance.
> ColgenInstance:set(+What,++Value)
>   Set parameters for column generation instance.
> ColgenInstance:solver_setup(+SolveSubProblem, +Obj)
>   Define subproblem and objective for ColgenInstance.
> ColgenInstance:solver_setup(+SolveSubProblem, +Obj, +Options)
>   Define subproblem, objective and options for ColgenInstance.
> ColgenInstance:var_get(+Var, ++What, -Value)
>   Obtain information for an individual solver problem variable Var.

## Reexports

> reexport colgen_
>   except var_dual1 / 7, get_dual1 / 3, get_coeff1 / 3, get_idx1 / 3, get_rhs1 / 3, always_set_dual1 / 3, set_dual1 / 3, bp_solve1 / 2, cg_solver_setup / 3, cg_solver_setup / 4, cg_integers1 / 2, add_cg_pool_constraint / 3, cg_eq / 3, cg_ge / 3, cg_le / 3, cg_sp_count1 / 2, cg_sp_sol / 2, cg_valid_columns1 / 2, cg_sp_rc_sum / 2, cg_optimal_rc1 / 2, cg_minimize / 4, cg_minimize / 5, cg_var_get1 / 4, cg_get1 / 3

## Description

This library lets you use hybrid column generation. Partial linear constraints are posted to a solver and further variables added to them during search as they become profitable. The generated variables will have a column of coefficients in the constraints of the colgen instance associated with them corresponding to particular instantiations of the variables of a subproblem. The predicate to find profitable subproblem variable instantiations is supplied by the user. When a user-defined branching predicate is provided, the library can also be used for hybrid branch-and-price.

The library uses the eplex library to solve LP master problems, from which dual values are used to create cost functions for the user-defined subproblem. Solution of master and subproblems will iterate until no further subproblem solutions are posted to the colgen instance.

## About

- Status: prototype
- Author: Andrew Eremin
- Copyright © Cisco Systems, Inc.
- Date: $Date: 2012/07/31 02:17:06 $

Generated from colgen.eci on 2022-09-03 14:26