Finding Unbounded Ray for LP

I am trying to implement the L-Shaped method for two stage stochastic programs with recourse. A sub-problem that arises is to find the unbounded ray if an LP is unbounded. Is there a smart way to detect unboundedness and return the unbounded ray? Thanks!

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도움말 센터File Exchange에서 Linear Programming and Mixed-Integer Linear Programming에 대해 자세히 알아보기

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2016년 3월 10일

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