Obtaining the extreme directions for LP in GAMS Topic is solved

[diabolik]

Hello everyone!

Is it possible to obtain all extreme directions of a Linear Program in GAMS by using any of its solvers?

Best wishes.

[bussieck]

This is possible only for toy problems. GAMS and its solver farm is for large scale optimization, so no luck. For a MIP though you can produce all feasible solutions, see e.g. https://www.gams.com/latest/docs/S_CPLE ... _SOLUTIONS (still might take a very very long time). There is great academic software to analyze the underlying polyhedron of an LP, see e.g. https://polymake.org/doku.php.

Good luck,
-Michael