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Benjamin McCann commented on MATH286:

Yes, there is still an error with this example. The bug for the smaller example was fixed, but there's something still affecting the larger one. I haven't been able to figure it out yet, but here's another smaller example that is also failing:
@Test
public void testMath286Reopened() throws OptimizationException {
LinearObjectiveFunction f = new LinearObjectiveFunction(new double[] { 0.8, 0.7 }, 0 );
Collection constraints = new ArrayList();
constraints.add(new LinearConstraint(new double[] { 1, 1 }, Relationship.LEQ, 18.0));
constraints.add(new LinearConstraint(new double[] { 1, 0 }, Relationship.GEQ, 10.0));
constraints.add(new LinearConstraint(new double[] { 0, 1 }, Relationship.GEQ, 8.0));
SimplexSolver solver = new SimplexSolver();
RealPointValuePair solution = solver.optimize(f, constraints, GoalType.MAXIMIZE, true);
assertEquals(13.6, solution.getValue(), .0000001);
}
> SimplexSolver not working as expected?
> 
>
> Key: MATH286
> URL: https://issues.apache.org/jira/browse/MATH286
> Project: Commons Math
> Issue Type: Bug
> Affects Versions: 2.0
> Environment: Java 1.6.0_13 on Windows XP 32bit
> Reporter: Andrea
> Attachments: SimplexSolverTest.patch, SimplexTableau.patch
>
>
> I guess (but I could be wrong) that SimplexSolver does not always return the optimal solution, nor satisfies all the constraints...
> Consider this LP:
> max: 0.8 x0 + 0.2 x1 + 0.7 x2 + 0.3 x3 + 0.6 x4 + 0.4 x5;
> r1: x0 + x2 + x4 = 23.0;
> r2: x1 + x3 + x5 = 23.0;
> r3: x0 >= 10.0;
> r4: x2 >= 8.0;
> r5: x4 >= 5.0;
> LPSolve returns 25.8, with x0 = 10.0, x1 = 0.0, x2 = 8.0, x3 = 0.0, x4 = 5.0, x5 = 23.0;
> The same LP expressed in Apache commons math is:
> LinearObjectiveFunction f = new LinearObjectiveFunction(new double[] { 0.8, 0.2, 0.7, 0.3, 0.6, 0.4 }, 0 );
> Collection constraints = new ArrayList();
> constraints.add(new LinearConstraint(new double[] { 1, 0, 1, 0, 1, 0 }, Relationship.EQ, 23.0));
> constraints.add(new LinearConstraint(new double[] { 0, 1, 0, 1, 0, 1 }, Relationship.EQ, 23.0));
> constraints.add(new LinearConstraint(new double[] { 1, 0, 0, 0, 0, 0 }, Relationship.GEQ, 10.0));
> constraints.add(new LinearConstraint(new double[] { 0, 0, 1, 0, 0, 0 }, Relationship.GEQ, 8.0));
> constraints.add(new LinearConstraint(new double[] { 0, 0, 0, 0, 1, 0 }, Relationship.GEQ, 5.0));
> RealPointValuePair solution = new SimplexSolver().optimize(f, constraints, GoalType.MAXIMIZE, true);
> that returns 22.20, with x0 = 15.0, x1 = 23.0, x2 = 8.0, x3 = 0.0, x4 = 0.0, x5 = 0.0;
> Is it possible SimplexSolver is buggy that way? The returned value is 22.20 instead of 25.8, and the last constraint (x4 >= 5.0) is not satisfied...
> Am I using the interface wrongly?

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