How to retrieve the LP dual variables when a model is infeasible ?
AnsweredHello all, I am trying to model the below algorithm in the image, I have modeled the convex combination problem part in python, but I need to find the dual of the LP when a given point is not a convex combination i.e when model is infeasible. Is there any way to extract the LP dual variables when the model is infeasible ? I believe when the model is infeasible the LP of the dual variables provides the certificate/witness vector for that point such that it maximizes.
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Hi Amet,
I think what you are looking for is FarkasDual.
- Riley
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Hello Riley,
I read upon "FarkasDual" and I believe this is the attribute which I required. Thank you for your answer.
- Amet0
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