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Re: [Help-glpk] how to compute dual extreme ray

From: Andrew Makhorin
Subject: Re: [Help-glpk] how to compute dual extreme ray
Date: Fri, 21 Aug 2009 01:07:50 +0400

> 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

> (

> Section 4, eq.(12), (13), (14).

> I found some discussion about this (for ex.
> 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: .

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