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From Michał Skrzypczak (Created) (JIRA) <j...@apache.org>
Subject [jira] [Created] (MATH-713) Negative value with restrictNonNegative
Date Fri, 25 Nov 2011 16:35:39 GMT
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: Michał Skrzypczak


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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