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Graceful termination when getPrimalRays is not implemented #265

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kibaekkim opened this issue May 16, 2023 · 0 comments
Open

Graceful termination when getPrimalRays is not implemented #265

kibaekkim opened this issue May 16, 2023 · 0 comments

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@kibaekkim
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kibaekkim commented May 16, 2023

When some subproblem is dual infeasible, DSP tries to use an extreme ray. However, getPrimalRays is not implemented in most solvers in Osi (except for Cplex as far as I checked).

std::vector<double*> rays = osi_[s]->si_->getPrimalRays(1);

If getPrimalRays is implemented, a bundle cut may be generated by using the extreme ray of the dual infeasible subproblem. Otherwise, we would better return a message and terminate DSP gracefully.

Originally posted by @hideakiv in #211 (comment)

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