[ https://issues.apache.org/jira/browse/MATH351?page=com.atlassian.jira.plugin.system.issuetabpanels:alltabpanel
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Jurgen Tas updated MATH351:

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You are welcome!
I am using the trunk version of the code. I also found that 2.0 contained some errors. In
the new versions I have not found anything strange.
Interesting to me is the use of epsilon. I have found that the default value of 1e6 works
fine for most problems. However, consider the following problem:
The answer to this problem is trivial to find; i.e. and . However, for the case when we
get a wrong answer; i.e. for we find that and (the second constraint is not satisfied),
and even for no feasible solution could be found.
Too me the results of this very simple problem are obvious. But how do you determine the threshold
for epsilon for general problems? Do you analyze the condition number of the constraints matrix?
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: 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 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!

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