I am trying to get an extreme ray in a Benders decomposition when the primal slave problemsubproblem is infeasible (so, the dual is unbounded). CPLEX below propose some function but no one works.
- If you are using the primal simplex optimizer and the model is primal unbounded (thus dual infeasible), you can use: o the routine CPXgetray in the Callable Library (C API)
- If you are using the dual simplex optimizer and the model is dual infeasible and primal unbounded, you can use: o the routine CPXgetray in the Callable Library (C API)
- If you are using the primal simplex optimizer and the model is primal infeasible and dual unbounded, you can obtain the extreme ray for the dual problem through: o the routine CPXgetpi in the Callable Library (C API)
- If you are using dual simplex optimizer and the model is dual unbounded (thus primal infeasible), you can obtain the dual unbounded direction with: o the routine CPXdualfarkas in the Callable Library (C API)