Originally posted by: SystemAdmin

I am having some troubles with getting the extreme ray of an unbounded problem. Is there a working example available or can anyone explain how to do this? Ideally, I would like to have the result represented in sparse matrix notation. What I found so far is the method getRay() which only delivers a NumExpr.
Unfortunately, even this does not work right now. It results in: "Concert exception caught: ilog.cplex.CpxException: CPLEX Error 1254: Unbounded solution required.", although the getStatus() method states that the problem is unbounded (presolve is disabled).
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Originally posted by: SystemAdmin

One possibility is that you have used the dual simplex to solve your unbounded problem. As far as I remember, you need to use the primal simplex to be able to get a primal ray.

Tobias
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Originally posted by: SystemAdmin

> Tobias Achterberg wrote:
> One possibility is that you have used the dual simplex to solve your unbounded problem. As far as I remember, you need to use the primal simplex to be able to get a primal ray.

Tobias, your memory is correct. Stefan, I blogged some details at http://orinanobworld.blogspot.com/2010/07/finding-extreme-rays-in-cplex.html.

/Paul

Mathematicians are like Frenchmen: whenever you say something to them, they translate it into their own language, and at once it is something entirely different. (Goethe)
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Originally posted by: SystemAdmin

Thank you very much for your responses. They helped a lot, especially the blog entry was very interesting and should support others avoiding typical problems/mistakes.
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