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From "Thomas Neidhart (Updated) (JIRA)" <j...@apache.org>
Subject [jira] [Updated] (MATH-713) Negative value with restrictNonNegative
Date Mon, 28 Nov 2011 15:39:39 GMT

     [ https://issues.apache.org/jira/browse/MATH-713?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
]

Thomas Neidhart updated MATH-713:
---------------------------------

    Attachment: MATH-713.patch

I have tested this problem with the latest trunk, and the problem still remains.

The attached patch handles the case of unconstrained variables that still occur in the objective
function. I have also added a unit test.
                
> Negative value with restrictNonNegative
> ---------------------------------------
>
>                 Key: MATH-713
>                 URL: https://issues.apache.org/jira/browse/MATH-713
>             Project: Commons Math
>          Issue Type: Bug
>    Affects Versions: 2.2
>         Environment: commons-math-2.2
>            Reporter: MichaƂ Skrzypczak
>              Labels: nonnegative, simplex, solver
>         Attachments: MATH-713.patch
>
>   Original Estimate: 3h
>  Remaining Estimate: 3h
>
> Problem: commons-math-2.2 SimplexSolver.
> A variable with 0 coefficient may be assigned a negative value nevertheless restrictToNonnegative
flag in call:
> SimplexSolver.optimize(function, constraints, GoalType.MINIMIZE, true);
> Function
> 1 * x + 1 * y + 0
> Constraints:
> 1 * x + 0 * y = 1
> Result:
> x = 1; y = -1;
> Probably variables with 0 coefficients are omitted at some point of computation and because
of that the restrictions do not affect their values.

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