Hello Everyone, I am solving a very simple LP, as part of a column generation, where the primal problem is unbounded (i.e. the dual is infeasible), for which I have to retrieve the direction of unboundedness a.k.a. extreme rays.
The extreme rays I am looking for are r1 = (1,0) & r2 = (4,1).The model is as follows:
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);
}
I would appreciate if you could kindly help me with obtaining the extreme rays in this simple LP.
Regards
BMB
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Bahman Bornay
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#DecisionOptimization