How to retrieve the LP dual variables when a model is infeasible ?

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Amet Vikram

• 2024年12月01日 01:58

Hello 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.

1

• 

  Riley Clement

  Gurobi Staff

  • 2024年12月01日 12:05

  Hi Amet,

  I think what you are looking for is FarkasDual.

  - Riley

  1
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  Amet Vikram

  • 2024年12月01日 19:33
  • 編集済み

  

  

  Hello Riley,
  
  I read upon "FarkasDual" and I believe this is the attribute which I required. Thank you for your answer.
  
  - Amet

  0

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