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Re: [Help-glpk] how to compute dual extreme ray
From: |
Andrew Makhorin |
Subject: |
Re: [Help-glpk] how to compute dual extreme ray |
Date: |
Fri, 21 Aug 2009 01:07:50 +0400 |
> I try to use #39;glpk #39; to find #39;certificate of primal
> infeasibility #39; as outlined in the paper
> Safe bounds in linear and mixed-integer programming
> (http://www.optimization-online.org/DB_HTML/2002/06/494.html)
> Section 4, eq.(12), (13), (14).
> I found some discussion about this (for ex.
> http://www.mail-archive.com/address@hidden/msg02179.html)
> But it is still not clear for me how to use the API to get the dual
> extreme ray as needed by eq.(14).
> Could anyone explain in some more details how to compute the dual
> (extreme) ray by using glpk #39;API #39; ?
You can use the same technique as for column generation in case of
primal infeasible basic solution. Please see:
http://lists.gnu.org/archive/html/help-glpk/2009-05/msg00056.html .