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From "Jurgen Tas (JIRA)" <j...@apache.org>
Subject [jira] Commented: (MATH-351) SimplexSolver fails to solve feasible problem instance
Date Wed, 31 Mar 2010 08:42:27 GMT

    [ https://issues.apache.org/jira/browse/MATH-351?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=12851777#action_12851777
] 

Jurgen Tas commented on MATH-351:
---------------------------------

To put it simply, you have defined a problem of the following form:

max (0*x1 + 0*x2 + 0*x3 +...) subject to the following constraints:

x1 + x2 + ... >= some number

x2 + x3 + ... >= some number

etc...(you have defined inequalities of a similar form)

x1>=0, x2>=0,....

Ofcourse such a problem is unbounded; i.e. the solution is x1 = infinitiy, x2 = infinity,....
etc..
Maybe I don't understand the problem well, but to me it seems that the Excel program gives
a wrong answer.

Jurgen


> SimplexSolver fails to solve feasible problem instance 
> -------------------------------------------------------
>
>                 Key: MATH-351
>                 URL: https://issues.apache.org/jira/browse/MATH-351
>             Project: Commons Math
>          Issue Type: Bug
>    Affects Versions: 2.0
>         Environment: Windows Vista Home Premium Version 6.0 Service Pack 1, Build 6001
>            Reporter: Mark Thomas
>             Fix For: 2.1
>
>         Attachments: SimplexFail.xlsx, TestSimplexFail.java
>
>
> SimplexSolver throws an UnboundedSolutionException on a problem instance I can optimally
solve with Excel's Solver. I've kept the parameters between the two programs the same as far
as I can tell  (i.e. both have a precision/epsilon value of 1e-6 and a maxIterations value
of 1000). I will attach a JUnit test  with an example problem on which SimplexSolver fails.
I will also attach an Excel spreadsheet wtih the same data and successful Solver setup in
place.
> I don't know a whole lot about linear programming or Simplex, but the problem I'm attempting
to solve does appear to have a fairly sparse coefficient matrix, which may be part of the
problem.
> It's surprisingly difficult to find a Java-based linear programming library, so I was
ecstatic when I found this. Let me know how I can help!
> Thanks!

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