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From Luc Maisonobe <>
Subject Re: [math]
Date Thu, 14 Oct 2010 18:01:52 GMT
Le 12/10/2010 17:10, LEONID ILYEVSKY a écrit :
> Hi,

Hi Leonid,

> I have two questions.
> I was going through the code, tried to understand every line 
> of it. In the dropPhase1Objective() method I was puzzled a little bit, maybe you 
> can explain.
> You are dropping positive cost non-artificial variables, which means that some 
> original decision variable may be dropped in the process. However, that decision 
> variable may be 
> still there in the main objective Z and the constraints. Or is it now 
> substituted by a basic artificial variable?
> Also, according to the getSolution() code, I see that the dropped variable will 
> be assumed to have zero value. Again, I don't quite understand how that is going 
> to work.

Do you have some explicit example that show some weird behavior ?

> I would understand if in dropPhase1Objective()  you would examine the positive 
> cost of the variable regarding the main Z objective, but you do it for the 
> phase1 W objective (row # 0):
> // positive cost non-artificial variables
> for (int i = getNumObjectiveFunctions(); i < getArtificialVariableOffset(); i++) 
> {
> if (MathUtils.compareTo(tableau.getEntry(0, i), 0, epsilon) > 0) {
> columnsToDrop.add(i);
> }
> }
> Another question. I actually need to solve the quadratic optimization, which is 
> done by modified simplex method. This is why I was studying the code. Are there 
> any plans to add it in the apache.commons.math?

This would probably be a good addition to [math]. We don't currently
have plans on this feature, but if you want to contribute it, you're
welcome to do so. The best thing would be to discuss a bit about it on
this list before to make sure everybody agree on the way it would better
fit in the library.


> I saw a few free implementations, but each of them uses there own libraries for 
> basic matrix/vector math, and I would really prefer to stick with apache. So I 
> was thinking of doing it myself based on your current code.
> Thanks,
> Leonid

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