Minimize the partial linear expression Obj for the problem associated with the colgen instance ColgenInstance, using the user-defined predicate SolveSubProblem to provide profitable variables during solution. The optimal solution cost is unified with ObjVal.
The first argument of the subproblem solution predicate must be a subproblem structure:
sp_prob(master_pool, cutoff, cost, coeff_vars, aux, module)
where and master_pool will be unified with the colgen
instance ColgenInstance so that solutions can be posted to
it from within the solution predicate, cutoff is a minimum
acceptable value for the cost of subproblem solutions that will be
updated before calling the predicate, cost is the variable
occurring in the implicit sum term of obj (if any)
representing the contribution of new subproblem solutions to the
master problem solution cost, coeff_vars is a list of all
subproblem variables occurring in the implicit sum terms of master
problem constraints, and module is the module in which the
solution predicate should be called.