Hello Everyone, I am solving a very simple LP, which, as was expected should return minus infinity (infeasible).
On the course of solving a simple LP through column generation, I need to retrieve extreme rays, but I do not know how to do it in OPL CPLEX.
dvar float+ x1;
dvar float+ x2;
minimize -100 - 299 * x1 - 399 * x2;
subject to {
ct1: -x1 + 4 * x2 <= 8;
ct2: x2 >= 2;
}
execute DISPLAY_RESULT {
writeln("Obj Value of SP= " + cplex.getObjValue());
writeln("x1 = " + x1);
writeln("x2 = " + x2);
writeln("dual of ct1 = " + ct1.dual);
writeln("dual of ct2 = " + ct2.dual);
}
It is to mention that the extreme rays that I am looking for are r1 = [1,0] & r2 = [4,1].
I would appreciate if you could share your ideas.
Regards
BMb
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Bahman Bornay
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#DecisionOptimization