Re: [Help-glpk] how to compute dual extreme ray

[Andrew Makhorin]

> I try to use  #39;glpk #39; to find  #39;certificate of primal
> infeasibility #39; as outlined in the paper

> Safe bounds in linear and mixed-integer programming


> (http://www.optimization-online.org/DB_HTML/2002/06/494.html)


> Section 4, eq.(12), (13), (14).



> I found some discussion about this (for ex.
> http://www.mail-archive.com/address@hidden/msg02179.html)
> But it is still not clear for me how to use the API to get the dual
> extreme ray as needed by eq.(14).

> Could anyone explain in some more details how to compute the dual
> (extreme) ray by using glpk  #39;API #39; ?

You can use the same technique as for column generation in case of
primal infeasible basic solution. Please see:
http://lists.gnu.org/archive/html/help-glpk/2009-05/msg00056.html .