HiGHS
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Option to force primal/dual ray
One thing that would be useful is an option like https://www.gurobi.com/documentation/current/refman/infunbdinfo.html, which would force HiGHS to return a primal or dual unbounded ray.
Currently, if presolve
is on, Highs_getDualRay
can fail.
I'm updating JuMP's Benders tutorial, and I've had to hack at this by disabling presolve: https://github.com/jump-dev/JuMP.jl/pull/3833/files#diff-6594e4c942d86ae07c08096952141d68928e081a4118923c2332e75123742f2cR452