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From "Mark Thomas (JIRA)" <j...@apache.org>
Subject [jira] Commented: (MATH-351) SimplexSolver fails to solve feasible problem instance
Date Thu, 01 Apr 2010 20:39:27 GMT

    [ https://issues.apache.org/jira/browse/MATH-351?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=12852538#action_12852538
] 

Mark Thomas commented on MATH-351:
----------------------------------

I haven't had a chance yet to verify for myself that this works on 2.1, but if it works for
you, Luc and you consider the epsilon discussion a separate issue, I'm happy with closing
this as invalid (especially if it will lead to an earlier release of 2.1 =).

For other readers, it appears that there were bug fixes for Simplex which weren't in 2.0,
but have been incorporated into the trunk (see: http://issues.apache.org/jira/browse/MATH-302).
If this is so, we'll want to leave this link in.

Thanks guys and sorry for the mix up.
Mark

> 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: image001.wmz, image017.gif, image018.wmz, image019.gif, image020.wmz,
image021.gif, image022.wmz, image023.gif, image024.wmz, image025.gif, image026.wmz, image027.gif,
image028.wmz, image029.gif, image030.wmz, image031.gif, oledata.mso, 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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