Add Feasibility Cuts for Bender's Decomposition by var.UnbdRay
AnsweredHello, I'm trying to established a benders decomposition algorithm for my MISOCP, and for now, my sub problem is already a SOCP without any integer variables, but it's unbounded durning the iteration.
I found that gurobi can provide a extreme ray for the feasible cut, but var.UnbdRay does not work in my code , with the error: "AttributeError: Unable to retrieve attribute 'UnbdRay'"
I'm already set the parameter
"Dual_model.params.InfUnbdInfo = 1"
"Dual_model.params.DualReductions =0"
How can I fix it, thanks.
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Uunbounded ray information is only supported for continuous linear models with no integer variables.
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I’m already found the problem, because the socp constraints can’t return a valid extreme ray, thanks for your help, have a good day.
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