Re: [Help-glpk] infeasible ray

[Balazs Dezso]

And what about, when the problem is primal-dual infeasible. Then there is a 
primal ray and also a dual ray, however there is not feasible solution for 
both problems. I have a function, which computes the ray, if glpk finds  out 
the problem is unbounded in the second phase, but I looking for a solution, 
when I can build the ray without building a new problem object or modify the 
current, if the first phase failed. I have an idea, but I do not know if it is 
realizable. I think the failed first phase gives back a primal solution, which 
violations are minimized, and the basis remain the same as the end of the first 
phase. I think with some API function it is possible to calculate a dual 
solution from the primal one. Do you think, is it possible or not?

Best, Balazs 

On Thursday 23 October 2008 02:33:53 Andrew Makhorin wrote:
> > 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.