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