ILOG CPLEX .NET Reference Manual

Cplex.DualFarkas Method 

This is an advanced method.

public virtual double DualFarkas(
   IConstraint[] rng,
   double[] y
);

Parameters

rng
Array of length getNrows where constraints corresponding to the values in y are returned.
y
array of length getNrows.

Return Value

The value of y'b - y'A z for vector z defined such that z[j] = ub[j] if y'A[j] > 0 and z[j] = lb[j] if y'A[j] < 0 for all variables j.

Remarks

Important:

Advanced methods typically demand a profound understanding of the algorithms used by ILOG CPLEX. Thus they incur a higher risk of incorrect behavior in your application, behavior that can be difficult to debug. Therefore, ILOG encourages you to consider carefully whether you can accomplish the same task by means of other methods instead.

This method returns a Farkas proof of infeasibility for the active LP model after it has been proven to be infeasible by one of the simplex optimizers. For every constraint i of the active LP this method computes a value y[i] such that y'A >= y'b, where A denotes the constraint matrix. For more detailed information about the Farkas proof of infeasibility, see the C function CPXdualfarkas, documented in the reference manual of the Callable Library.

See Also

Cplex Class | ILOG.CPLEX Namespace