Decision Optimization

Decision Optimization

Delivers prescriptive analytics capabilities and decision intelligence to improve decision-making.

 View Only

  • 1.  Unbounded dual ray from infeasible LP

    Posted Fri May 11, 2012 04:25 PM

    Originally posted by: MichaelPoss


    Hi,

    I need to solve a LP which is sometimes unfeasible.
    When it is unfeasible, I know that there exists an unbounded extreme ray in the dual (because the dual is always feasible).
    Is it possible to extract such a ray ?

    (To expain my situation, I'm coding a Benders decomposition using Cplex 12.1 concert technology with JAVA and I implemented the primal version of my separation problem.)

    Best,

    Michael.
    #CPLEXOptimizers
    #DecisionOptimization


  • 2.  Re: Unbounded dual ray from infeasible LP

    Posted Fri May 11, 2012 09:04 PM

    Originally posted by: T_O


    Yes, this is possible. See
    https://www-304.ibm.com/support/docview.wss?q1=aix&rs=0&uid=swg21400058&context=SSSA5P&cs=utf-8&lang=&loc=en_US

    See also
    http://orinanobworld.blogspot.com/2011/07/farkas-certificates-in-cplex.html
    (including the comments)

    Best regards,
    Thomas
    #CPLEXOptimizers
    #DecisionOptimization


  • 3.  Re: Unbounded dual ray from infeasible LP

    Posted Wed May 16, 2012 07:12 AM

    Originally posted by: MichaelPoss


    Thank's a lot,

    Michael.
    #CPLEXOptimizers
    #DecisionOptimization