Extreme Rays from Gurobi
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Maximilian Hoffmann
Jul 6, 2023, 5:50:35 PM7/6/23
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Hello everyone,
I'm curious whether there's an option to retrieve extreme rays from Gurobi through Pyomo similar to the approach for accessing Dual Variables. Gurobi offers the option to return extreme rays in case of unboundedness (which is important for feasibility cuts using Benders decomposition) (see https://support.gurobi.com/hc/en-us/community/posts/360078072572-FarkasDual-and-FarkasProof), but I haven't find a way to pass them through Pyomo. Also the example to be found here https://github.com/Pyomo/pyomo/tree/main/examples/pyomo/benders seems to deal with optimality cuts only.
Any hint is much appreciated.
Best,
Max
I'm curious whether there's an option to retrieve extreme rays from Gurobi through Pyomo similar to the approach for accessing Dual Variables. Gurobi offers the option to return extreme rays in case of unboundedness (which is important for feasibility cuts using Benders decomposition) (see https://support.gurobi.com/hc/en-us/community/posts/360078072572-FarkasDual-and-FarkasProof), but I haven't find a way to pass them through Pyomo. Also the example to be found here https://github.com/Pyomo/pyomo/tree/main/examples/pyomo/benders seems to deal with optimality cuts only.
Any hint is much appreciated.
Best,
Max
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