Decision Optimization

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Dual rays from an infeasible primal

  • 1.  Dual rays from an infeasible primal

    Posted Sun February 07, 2010 03:54 AM

    Originally posted by: SystemAdmin


    Hi Everybody,

    I am wondering whether there is any trick in ILOG Concert for the following:

    "I have a problem for which I know if it is infeasible then the dual is unbounded. The dual is an ugly model which I don't like touch it.
    I would rather find a way to extract the rays from the infeasible primal model."

    Does any one has an idea for that?

    kind regards,
    #DecisionOptimization
    #MathematicalProgramming-General


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