Allow Dual ray extraction for infeasible LPs when solved using primal simplex in GLOP (via Mathopt)
What language and solver does this apply to? I tried doing this in C++ and python. In both cases, I used Mathopt with GLOP solver.
Describe the problem you are trying to solve. I wanted to test Farkas pricing method for initialization in column generation. I tried to use GLOP, but it only gives me dual ray for infeasible LPs if I use dual simplex method. I would prefer to use primal simplex to solve the master LP when using column generation. With primal simplex, I can extract dual values when the LP is feasible, but not dual rays when LP is infeasible.
Describe the solution you'd like Allow dual ray extraction when the LP is infeasible and solved using primal simplex.
Describe alternatives you've considered Alternative is for me to use dual simplex, which makes the column generation process quite slow.
Additional context Sample test python files to reproduce the issue.
Source: google/or-tools