[Coin-discuss] Dual rays in (osi)glpk

[Joerg Herbers]

I'm using glpk 4.3 together with OSI and BCP of COIN-OR for a
branch-and-price implementation. In the course of column generation,
the problem sometimes becomes primal infeasible which seems to be due
to numerical problems. In such cases, BCP recommends to restore
feasibility using dual rays obtained from the LP solver. However, this
feature is not yet implemented in OsiGlpk, and I did not find any
functions in the glpk API which carry out this task.

Can anybody give me pointers how to implement this feature? I know
that primal rays can be obtained from glpk via lpx_get_ray_info. Is
there a way to switch to the dual and obtain the rays from the dual in
case of primal infeasibility? Any help would be appreciated!

Thanks in advance,
Jörg