Operations Research, Optimization, Algorithms, Programming, Hands On Tutorials.
the current vector of dual variables duals. def solve_knapsack(W, w, duals): return linprog( -duals, A_ub=np.atleast_2d(w), b_ub=np.atleast_1d(W), bounds=(0, np.inf), integrality=1, ) In the main loop, for each solution to the restricted master problem, we will use the linprog function from scipy.