We investigate the resource allocation problem, including time slot allocation, channel allocation, and power adaptation, in a centralized millimeter Wave (mmWave) network with multiple transmission links, multiple channels, and a PicoNet Coordinator (PNC). Each link has a video session to transmit from the transmitter to the receiver. The objective is to minimize the number of time slots to finish the video sessions of all links by jointly optimizing channel allocation and time slot allocation for links, while considering the possible interference between different links on the same channel. The optimal solution for the formulated problem is computationally prohibitive to obtain due to the exponential complexity. We developed a column generation based method to reformulate the original problem into a main problem along with a series of sub-problems, with greatly reduced complexity. We prove that the optimal solution for the reformulated problem converges to the optimal solution of the original problem, and we derived a lower bound for the performance of the reformulated problem at each iteration, which will finally converge to the global optimal solution. The proposed scheme is validated with simulations with its superior performance over existing work observed.