Rays in an unbounded MIP or LP

[Archiver]

Dear all,

This is only recently I am switched to GAMS as CPLEX interface.
1. I am facing with an unbounded sub problem dual in benders
decomposition and could not find out how to extract the unbounded rays
in GAMS.
To the best of my knwoledge it is not documented in manuals of GAMS.

In ILOG Concert one can easily catch such rays using the existing
functionalities. Is there any equvalent in GAMS?

2. Second problem is concerning the export of a model to a LP file.
I have tried different combination of the commands but It never worked
for me.
Does any one know what is the exact command for that.
option lp=convert, option mip=convert what is that exactly?

Thank you for your help.

Shahin

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[Archiver]

Shahin,

1) In case the model is unbounded (check with (if (mymodel.modelstat=3
or mymodel.modelstat=18,...)), you could set a lower or upper bound on
the objective variable (depending on the direction) and resolve. This
model will be solved to optimality and the primal solution is your
unbounded ray. Instead of resolving you could set from the very
beginning a lower/upper bound that in case of a bounded solution could
not be reached. If you can do that, you would not have to do a
"resolve". You can check for "unboundedness" by checking the value of
your objective variable reaching the bound.

2) Before the "solve mymodel min obj using lp;" statement, you add an
option statement:

option lp=convert;

If you solve a different model type exchange lp by the appropriate
model type. Instead of solving your model, the convert "solver" is
called and that produces a scalar version of the model usually send to
the solver. By default, convert creates a scalar GAMS model
(gams.gms). If you want a different format, create an option file
'convert.opt' and add a line e.g. 'cplexmps xxx.mps'. Now, you need to
tell convert to actually read the option file by adding

mymodel.optfile = 1;

before the solve statement.

Hope this helps,
Michael Bussieck - GAMSWorld Coordinator

On Nov 30, 2:54 am, "Shahin Gelareh" wrote:
> > Dear all,
> >
> > This is only recently I am switched to GAMS as CPLEX interface.
> > 1. I am facing with an unbounded sub problem dual in benders
> > decomposition and could not find out how to extract the unbounded rays
> > in GAMS.
> > To the best of my knwoledge it is not documented in manuals of GAMS.
> >
> > In ILOG Concert one can easily catch such rays using the existing
> > functionalities. Is there any equvalent in GAMS?
> >
> > 2. Second problem is concerning the export of a model to a LP file.
> > I have tried different combination of the commands but It never worked
> > for me.
> > Does any one know what is the exact command for that.
> > option lp=convert, option mip=convert what is that exactly?
> >
> > Thank you for your help.
> >
> > Shahin
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