Unbounded Ray

回答済み

Mina Valaei

2023年11月06日 18:36

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Hello,

I have a problem and I am using Bender's Decomposition to solve it. This is my subproblem which gets unbounded:

I want to get the unboundedness ray to add it to the master problem's feasibility cut as below:

Note that I = 238, J = 19, K = 15. So I have 4522 q(ij)s, 4522 p(ij)s, and 19 r(j)s. (Totally 9063 variables)

I am using UnbdRay function as below:

InfUnbdInfo = 1

a = np.array(sp1.UnbdRay)

 

The dimension of a vector is 1 * 9063, which I think is the sum of all decision variables of my subproblem (q, p and r). I do not know how to use this function to add the unbounded ray to the feasibility cut to my master problem. Can you help me with the way of using this function?

 

Thanks,

Mina

 

 

関連

• Unbounded
• Bender's

0

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  Mario Ruthmair

  • Gurobi Staff

  2023年11月09日 11:32

  Hi Mina,

  I guess your question is how to obtain the unbounded ray for one particular variable, right?
  You can access the UnbdRay attribute directly for each variable via

  var.UnbdRay

  In your code, it seems you want to access the UnbdRay attribute for the whole variable array (sp1?) in one step.
  How did you create your variables? If you created them via addVars() like

  r = model.addVars(J, ...)
  p = model.addVars(I, J, ...)
  q = model.addVars(I, J, ...)

  with I and J being the index sets for your constraints, then you can access the attribute via

  q[i,j].UnbdRay

  for one particular index i and index j. With this, you can build your feasibility cut.

  Best regards,
  Mario

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