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About Farkas Dual in Benders Decomposition

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2 comments

  • Thomas Opfer
    Thought Leader
    Gurobi-versary

    1. The returned vector is the Farkas Dual of the problem where it is returned from. (Obviously.)

    2./3. Do you have variables with non-trivial bounds? If yes, please read this (including the comments) in order to find out the differences between Farkas Dual and the dual ray.

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  • Fan YANG
    Gurobi-versary
    Conversationalist
    First Question

    Hi Thomas, 

    Thanks for your reply, I am trying read and learn that page.

    Best.

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