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From "Mark Thomas (JIRA)" <j...@apache.org>
Subject [jira] Created: (MATH-351) SimplexSolver fails to solve feasible problem instance
Date Wed, 10 Mar 2010 02:48:27 GMT
SimplexSolver fails to solve feasible problem instance 
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                 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


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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