I wanted to run the simple code of an unbounded problem in Cplex using python API:
import docplex.mp.model as cpx from docplex.util.status import JobSolveStatus
my_bdrex_SP=cpx.Model('My Benders Model Sub Problem')
Adding variables:
v_1=my_bdrex_SP.continuous_var(name='v_1', lb=0)
v_2=my_bdrex_SP.continuous_var(name='v_2', lb=0)
Defining the objective function
objective_SP=0v_1-6v_2
Adding constraints
my_bdrex_SP.add_constraint(4v_1+2v_2>=2)
my_bdrex_SP.add_constraint(-2v_1+3v_2>=-3)
my_bdrex_SP.add_constraint(3v_1-1v_2>=1)
Solving the problem
my_bdrex_SP.minimize(objective_SP)
my_bdrex_SP.solve()
my_bdrex_SP.print_solution()
print(my_bdrex_SP.get_solve_status())
This problem is unbounded and Cplex gives the results as "unbounded or infeasible". To obtain the feasibility cut, I need an extreme ray. For that, I am using the following line
ray = my_bdrex_SP.get_engine().get_cplex().solution.advanced.get_ray()
But unfortunately I am receiving error like cplex.exceptions.errors.CplexSolverError: CPLEX Error 1217: No solution exists.
I request here to the community to help me to obtain the extreme ray of unbounded problem.
Thanks........