Topic
  • 2 replies
  • Latest Post - ‏2013-01-17T08:39:18Z by SystemAdmin
SystemAdmin
SystemAdmin
7929 Posts

Pinned topic Obtaining extreme ray and certificate of infeasibility of an LP

‏2013-01-16T23:56:57Z |
Hello
I have been trying to extract information for extreme ray for an unbounded primal Linear Program and certificate of infeasibility for an infeasible primal Linear Program, from CPLEX callable in GAMS without success.
I have looked at the GAMS solver manual but can't seem to get any of such information.
Can anybody direct me on how to obtain such information (i mean the codes in GAMS)in CPLEX run in GAMS?
Additionally I am equally using MATLAB. So If it's not possible in GAMS, then I was wondering if I can at least get these information from MATLAB (code in matlab) calling CPLEX.
I need this help please!

Thanks
Updated on 2013-01-17T08:39:18Z at 2013-01-17T08:39:18Z by SystemAdmin
  • SystemAdmin
    SystemAdmin
    7929 Posts

    Re: Obtaining extreme ray and certificate of infeasibility of an LP

    ‏2013-01-17T07:02:15Z  
    I don't know about GAMS but a frequent problem with getting such a ray is that the model is blatantly infeasible and infeasibility is already proven in presolve. In that case no ray is available. Can you please disable presolve and see if the problem persists?
  • SystemAdmin
    SystemAdmin
    7929 Posts

    Re: Obtaining extreme ray and certificate of infeasibility of an LP

    ‏2013-01-17T08:39:18Z  
    I don't know about GAMS but a frequent problem with getting such a ray is that the model is blatantly infeasible and infeasibility is already proven in presolve. In that case no ray is available. Can you please disable presolve and see if the problem persists?
    Thanks DanielJunglas. Yes it was actually infeasible after turning off presolve.Well the problem is part of an algorithm and so can be infeasible or unbounded.