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From "Luc Maisonobe (JIRA)" <j...@apache.org>
Subject [jira] Commented: (MATH-246) Simplex Method Implementation
Date Thu, 26 Mar 2009 23:38:50 GMT

    [ https://issues.apache.org/jira/browse/MATH-246?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=12689736#action_12689736
] 

Luc Maisonobe commented on MATH-246:
------------------------------------

The contribution has been checked in subversion repository as of r758920.
I'm not sure I have done it right, in fact I suspect either I blew something or did not understand
the meaning of the output value of the solver.

I thought it returned both the optimal point (x1, x2 ..., xn) and the value of the objective
function at this point. While adapting signatures and organization to be consistent with the
rest of the optimization framework, I had the value of the objective function computed directly
by the new method LinearObjectiveFunction.getValue().

The SimplexSolverTest.testLargeModel failed when checking this value. Before all my changes
it returned 7518, after my changes it returns 13366. However, the values of all variables
are good and if I compute the value in the old code as in the new code, I also get 13366.
So I don't understand what this 7518 meant. One puzzling fact is that for some toy problem
with two variables and two inequality constraints, both computation methods (the old one and
the new one) gave identical results.

Could you check this and explain what I blew ?

> Simplex Method Implementation
> -----------------------------
>
>                 Key: MATH-246
>                 URL: https://issues.apache.org/jira/browse/MATH-246
>             Project: Commons Math
>          Issue Type: New Feature
>            Reporter: Benjamin McCann
>            Assignee: Luc Maisonobe
>             Fix For: 2.0
>
>         Attachments: newfiles.zip
>
>
> I've created an implementation of the Simplex algorithm for optimizing systems of constrained
linear equations that I'd like to contribute.

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