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IBMDecisionOptimization / Decision-Optimization-with-CPLEX-samples

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Finding extreme rays in an LP #6

Closed amirvaez closed 3 years ago

amirvaez commented 3 years ago

Hello,

I am writing a code for Benders' algorithm and in one part, I need to know what are the extreme rays of the problem ( directions or answers which may result in unbounded solution). Is there any prompt, command or sample code to find such direction in IBM doclpex?

I would really appreciate if you could help me in this regards,

Best, Amir

PhilippeCouronne commented 3 years ago

Hello,

Here is a simple code which extracts unbounded rays from an infeasible model. unbounded_ray.zip

Regards.

Philippe
amirvaez commented 3 years ago

Thank you Philliope for your prompt response. I will write this code according to my model and will get back to you if I have questions.

Thank you very much,

Best,

Amir

Amirhossein Vaeztehrani, Ph.D. candidate,

Department of Management Sciences,

University of Waterloo

From: PhilippeCouronne @.> Sent: Monday, March 22, 2021 12:03 PM To: IBMDecisionOptimization/Decision-Optimization-with-CPLEX-samples @.> Cc: Amir Vaeztehrani @.>; Author @.> Subject: Re: [IBMDecisionOptimization/Decision-Optimization-with-CPLEX-samples] Finding extreme rays in an LP (#6)

Hello,

Here is a simple code which extracts unbounded rays from an infeasible model. unbounded_ray.ziphttps://github.com/IBMDecisionOptimization/Decision-Optimization-with-CPLEX-samples/files/6183599/unbounded_ray.zip

Regards.

Philippe

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