commons-issues mailing list archives

Site index · List index
Message view « Date » · « Thread »
Top « Date » · « Thread »
From "Thomas Neidhart (JIRA)" <j...@apache.org>
Subject [jira] [Commented] (MATH-781) SimplexSolver gives bad results
Date Wed, 02 May 2012 08:08:55 GMT

    [ https://issues.apache.org/jira/browse/MATH-781?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13266419#comment-13266419
] 

Thomas Neidhart commented on MATH-781:
--------------------------------------

The algorithm flow is as follows:

 * perform phase 1:
 ** iterate while !optimal
 ** isOptimal uses epsilon
 * after phase 1, drop phase 1 objective function
 ** drop columns using the same criteria as in isOptimal but with ulp instead of epsilon
 * perform phase 2
 ** ..

After finishing phase 1, we end up dropping columns based on a different epsilon (ulp) as
in the convergence check of the iteration for phase 1.
                
> SimplexSolver gives bad results
> -------------------------------
>
>                 Key: MATH-781
>                 URL: https://issues.apache.org/jira/browse/MATH-781
>             Project: Commons Math
>          Issue Type: Bug
>    Affects Versions: 3.0
>         Environment: Windows 7 (64), jdk1.7.0_03
>            Reporter: Scheiber Ernő
>         Attachments: LinearProgCM.java, LinearProgCM2.java
>
>
> Methode SimplexSolver.optimeze(...) gives bad results with commons-math3-3.0
> in a simple test problem. It works well in commons-math-2.2. 

--
This message is automatically generated by JIRA.
If you think it was sent incorrectly, please contact your JIRA administrators: https://issues.apache.org/jira/secure/ContactAdministrators!default.jspa
For more information on JIRA, see: http://www.atlassian.com/software/jira

       

Mime
View raw message