ERGO-Code / HiGHS

Linear optimization software
MIT License
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Forces calculation of primal/dual ray and computed dual objective #1984

Closed jajhall closed 1 month ago

jajhall commented 1 month ago

Now saving primal/dual ray when computed, and exploiting this knowledge. Computes a dual ray by solving an LP with zero objective, if necessary. Written Highs::getDualUnboundednessDirection and Highs::getPrimalUnboundednessDirection. Computes a dual ray for (the relaxation of) a MIP.