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. _______________________________________________ Help-glpk mailing list [email protected] http://lists.gnu.org/mailman/listinfo/help-glpk
