Decision Optimization

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How to Retrieve Extreme Rays

  • 1.  How to Retrieve Extreme Rays

    Posted Mon May 04, 2020 02:44 AM
    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
     



    ------------------------------
    Bahman Bornay
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  • 2.  RE: How to Retrieve Extreme Rays

    Posted Mon May 04, 2020 02:52 AM
    How exactly are you solving these problems? With the IDE or oplrun? In these two cases I'm afraid there is no way to get at the rays. However, if you are solving the problems from a programming API then you can get a reference to the IloCplex instance that solved your problem and the call IloCplex.getRay() to get an exterme ray.

    ------------------------------
    Daniel Junglas
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  • 3.  RE: How to Retrieve Extreme Rays

    Posted Mon May 04, 2020 03:10 AM

    Dear Daniel, 


    I appreciate your reply, and I would say that since the problem is very simple, I was solving it using IDE. 


    Sincerely,

    BMB



    ------------------------------
    Bahman Bornay
    ------------------------------



  • 4.  RE: How to Retrieve Extreme Rays

    Posted Mon May 04, 2020 04:10 AM
    But is your column generation framework also running in the IDE? You cannot get the ray from the IDE but maybe your column generation framework in which you ultimately need the ray is not running in the IDE?

    ------------------------------
    Daniel Junglas
    ------------------------------