Finding Unbounded Ray for LP

I am trying to implement the L-Shaped method for two stage stochastic programs with recourse. A sub-problem that arises is to find the unbounded ray if an LP is unbounded. Is there a smart way to detect unboundedness and return the unbounded ray? Thanks!

Réponses (0)

Catégories

En savoir plus sur Linear Programming and Mixed-Integer Linear Programming dans Centre d'aide et File Exchange

Question posée :

le 10 Mar 2016

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by