Questions tagged [unboundedness]

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3 votes
3 answers
732 views

Unbounded master problem in Benders decomposition

After a few iterations, my master problem with optimality cuts is still unbounded. I wonder if it's possible in theory? If it's possible, how to deal with the unbounded master problem?
htam_ujn's user avatar
3 votes
1 answer
3k views

How to find out which constraint causes problems in Pyomo

I have a Pyomo model with many constraints and variables. When solving it with Gurobi, I get the message "Model is infeasible or unbounded". Now I would like to find out which constraints ...
PeterBe's user avatar
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2 votes
1 answer
211 views

How to detect unbounded problems

How can I algorithmically detect whether an (MI)NLP problem is unbounded or not? Finding a source for this has proven tricky, because people in the literature seem to talk a lot about what to do if ...
Nikos Kazazakis's user avatar
9 votes
1 answer
261 views

Extreme rays in polymake

I am trying to find extreme rays of a polyhedral cone using polymake. My understanding is that in a cone, every feasible solution is also a ray and an extreme ray is a ray that cannot be written as ...
Florian Pommerening's user avatar
12 votes
2 answers
1k views

Generating all extreme rays

I am trying to understand a problem and would like to generate all extreme rays for a given set of linear constraints. With the Python interface of CPLEX, I was able to generate a single ray (not sure ...
Florian Pommerening's user avatar