[ https://issues.apache.org/jira/browse/MATH351?page=com.atlassian.jira.plugin.system.issuetabpanels:commenttabpanel&focusedCommentId=12851777#action_12851777
]
Jurgen Tas commented on MATH351:

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: MATH351
> URL: https://issues.apache.org/jira/browse/MATH351
> 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 1e6 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 Javabased linear programming library, so I was
ecstatic when I found this. Let me know how I can help!
> Thanks!

This message is automatically generated by JIRA.

You can reply to this email to add a comment to the issue online.
