Is there a way to retrieve extreme rays for unbounded LPs and Farkas certificates ?

[Henri Lefebvre]

Hi everyone, 

My question is rather simple. 

Is there any way of getting an extreme ray for an unbounded LP ? If so, how?

Same question regarding infeasibility certificates. 

I am using the C API.

I've been trying to call the usual get_var_primalresult function on an unbounded problem without success. 

Thanks in advance, 

Henri.

[Manuel Muñoz Márquez]

Hi,

I don't know if lp_solve has that capabiity, but if the problem is unbounded, you can get a ray solution replacing the right hand side vector values with 0, and separating the solution from null vector.

The last can be done in ways, one is fixing the sum of all variables to 1, other is fixing one variable to a 1.

Manuel

El 12/9/22 a las 17:11, Henri Lefebvre escribió:

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