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I am trying to get an extreme ray in a Benders decomposition when the primal subproblem is infeasible (so, the dual is unbounded). CPLEX below propose some function but no one works.

  1. 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)
  2. 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)
  3. 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)
  4. 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)
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    $\begingroup$ Please elaborate "but no one works". $\endgroup$
    – Henrik Alsing Friberg
    Commented Jul 8 at 12:59
  • $\begingroup$ Are you using CPLEX's automatic Benders decomposition, or are you doing it yourself (creating and solving the subproblems in your C code)? $\endgroup$
    – prubin ♦
    Commented Jul 8 at 15:14

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