Finding Unbounded Ray for LP

2016 3 月 10
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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!

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Shashank
Shashank
2016 年 3 月 10 日

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