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Re: [Help-glpk] infeasible ray


From: Andrew Makhorin
Subject: Re: [Help-glpk] infeasible ray
Date: Thu, 23 Oct 2008 03:33:53 +0300

> I would like to generate a dual ray when the first phase of the
> primal simplex algorithm cannot reach the zero objective value. The
> auxiliary optimization problem's dual solution is exactly an
> infeasible ray (dual unbounded ray), but I do not know, how can I
> retrieve it in glpk. Could you advice some solution?

You may call the dual simplex:

   glp_smcp parm;
   parm.meth = GLP_DUAL;
   glp_simplex(lp, &parm);

and then check the solution status with glp_get_status. If it is
GLP_NOFEAS, you may determine a basic variable which causes dual
unboundedness with the routine lpx_get_ray_info. For detail please
see the reference manual.





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