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From "Andrea (JIRA)" <j...@apache.org>
Subject [jira] Commented: (MATH-293) Matrix's "OutOfBoundException" in SimplexSolver
Date Wed, 09 Sep 2009 19:00:59 GMT

    [ https://issues.apache.org/jira/browse/MATH-293?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=12753213#action_12753213
] 

Andrea commented on MATH-293:
-----------------------------

Hi Ben,
Just to be clear, the first LP is solved correctly with the following solution:

Value: 40.57142857142857

x0: 15.714285714285714
x1: 0.0
x2: 14.285714285714286
x3: 0.0
x4: 0.0
x5: 30.0

Then I create new constraints that are satisfied by the solution here above:
c3: 0.8 * x0 + 0.2 * x1 >= 0.8 * 15.714285714285714 ( = 12.571428571428571)
c4: 0.7 * x2 + 0.3 * x3 >= 0.7 * 14.285714285714286 ( = 10.0)
c5: 0.4 * x4 + 0.6 * x5 >= 0.6 * 30.0 ( = 18.0)

Note that by its construction, the solution above satisfies the constraints c3, c4, and c5.

If I try to solve the new LP, a "OutOfBoundException" is thrown...

> Matrix's "OutOfBoundException" in SimplexSolver
> -----------------------------------------------
>
>                 Key: MATH-293
>                 URL: https://issues.apache.org/jira/browse/MATH-293
>             Project: Commons Math
>          Issue Type: Bug
>    Affects Versions: Nightly Builds
>         Environment: java 1.6 on Windows XP 32-Bit
>            Reporter: Andrea
>
> Hi all,
> This bug is somehow related to incident MATH-286, but not necessarily...
> Let's say I have an LP and I solve it using SimplexSolver. Then I create a second LP
similar to the first one, but with "stronger" constraints. The second LP has the following
properties:
> * the only point in the feasible region for the second LP is the solution returned for
the first LP
> * the solution returned for the first LP is also the (only possible) solution to the
second LP
> This shows the problem:
> {code:borderStyle=solid}
> LinearObjectiveFunction f = new LinearObjectiveFunction(new double[] { 0.8, 0.2, 0.7,
0.3, 0.4, 0.6}, 0 );
> Collection<LinearConstraint> constraints = new ArrayList<LinearConstraint>();
> constraints.add(new LinearConstraint(new double[] { 1, 0, 1, 0, 1, 0 }, Relationship.EQ,
30.0));
> constraints.add(new LinearConstraint(new double[] { 0, 1, 0, 1, 0, 1 }, Relationship.EQ,
30.0));
> constraints.add(new LinearConstraint(new double[] { 0.8, 0.2, 0.0, 0.0, 0.0, 0.0 }, Relationship.GEQ,
10.0));
> constraints.add(new LinearConstraint(new double[] { 0.0, 0.0, 0.7, 0.3, 0.0, 0.0 }, Relationship.GEQ,
10.0));
> constraints.add(new LinearConstraint(new double[] { 0.0, 0.0, 0.0, 0.0, 0.4, 0.6 }, Relationship.GEQ,
10.0));
> RealPointValuePair solution = new SimplexSolver().optimize(f, constraints, GoalType.MAXIMIZE,
true);
> double valA = 0.8 * solution.getPoint()[0] + 0.2 * solution.getPoint()[1];
> double valB = 0.7 * solution.getPoint()[2] + 0.3 * solution.getPoint()[3];
> double valC = 0.4 * solution.getPoint()[4] + 0.6 * solution.getPoint()[5];
> f = new LinearObjectiveFunction(new double[] { 0.8, 0.2, 0.7, 0.3, 0.4, 0.6}, 0 );
> constraints = new ArrayList<LinearConstraint>();
> constraints.add(new LinearConstraint(new double[] { 1, 0, 1, 0, 1, 0 }, Relationship.EQ,
30.0));
> constraints.add(new LinearConstraint(new double[] { 0, 1, 0, 1, 0, 1 }, Relationship.EQ,
30.0));
> constraints.add(new LinearConstraint(new double[] { 0.8, 0.2, 0.0, 0.0, 0.0, 0.0 }, Relationship.GEQ,
valA));
> constraints.add(new LinearConstraint(new double[] { 0.0, 0.0, 0.7, 0.3, 0.0, 0.0 }, Relationship.GEQ,
valB));
> constraints.add(new LinearConstraint(new double[] { 0.0, 0.0, 0.0, 0.0, 0.4, 0.6 }, Relationship.GEQ,
valC));
> solution = new SimplexSolver().optimize(f, constraints, GoalType.MAXIMIZE, true);
> {code} 
> Instead of returning the solution, SimplexSolver throws an Exception:
> {noformat} Exception in thread "main" org.apache.commons.math.linear.MatrixIndexException:
no entry at indices (0, 7) in a 6x7 matrix
> 	at org.apache.commons.math.linear.Array2DRowRealMatrix.getEntry(Array2DRowRealMatrix.java:356)
> 	at org.apache.commons.math.optimization.linear.SimplexTableau.getEntry(SimplexTableau.java:408)
> 	at org.apache.commons.math.optimization.linear.SimplexTableau.getBasicRow(SimplexTableau.java:258)
> 	at org.apache.commons.math.optimization.linear.SimplexTableau.getSolution(SimplexTableau.java:336)
> 	at org.apache.commons.math.optimization.linear.SimplexSolver.doOptimize(SimplexSolver.java:182)
> 	at org.apache.commons.math.optimization.linear.AbstractLinearOptimizer.optimize(AbstractLinearOptimizer.java:106){noformat}

> I was too optimistic with the bug MATH-286 ;-)

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