[ https://issues.apache.org/jira/browse/MATH828?page=com.atlassian.jira.plugin.system.issuetabpanels:commenttabpanel&focusedCommentId=13424762#comment13424762
]
Alexey Slepov commented on MATH828:

Thank you very much, Thomas! Now it works well!
5 entities, 4 input arguments, 3 output arguments, epsilon = 1.0E6, maxUlps = 10
0 unbounded solutions of 1024 iterations ( = 0.0 of 1)
0 nofeasible solutions of 1024 iterations ( = 0.0 of 1)
0 maxcount exceeded exception of 1024 iterations ( = 0.0 of 1)
Total 0.0 failures of 1024 iterations ( = 0.0 of 1)
10 entities, 4 input arguments, 3 output arguments, epsilon = 1.0E6, maxUlps = 10
0 unbounded solutions of 1024 iterations ( = 0.0 of 1)
0 nofeasible solutions of 1024 iterations ( = 0.0 of 1)
0 maxcount exceeded exception of 1024 iterations ( = 0.0 of 1)
Total 0.0 failures of 1024 iterations ( = 0.0 of 1)
15 entities, 4 input arguments, 3 output arguments, epsilon = 1.0E6, maxUlps = 10
0 unbounded solutions of 1024 iterations ( = 0.0 of 1)
0 nofeasible solutions of 1024 iterations ( = 0.0 of 1)
0 maxcount exceeded exception of 1024 iterations ( = 0.0 of 1)
Total 0.0 failures of 1024 iterations ( = 0.0 of 1)
20 entities, 4 input arguments, 3 output arguments, epsilon = 1.0E6, maxUlps = 10
0 unbounded solutions of 1024 iterations ( = 0.0 of 1)
0 nofeasible solutions of 1024 iterations ( = 0.0 of 1)
2 maxcount exceeded exception of 1024 iterations ( = 0.001953125 of 1)
Total 2.0 failures of 1024 iterations ( = 0.001953125 of 1)
25 entities, 4 input arguments, 3 output arguments, epsilon = 1.0E6, maxUlps = 10
0 unbounded solutions of 1024 iterations ( = 0.0 of 1)
0 nofeasible solutions of 1024 iterations ( = 0.0 of 1)
2 maxcount exceeded exception of 1024 iterations ( = 0.001953125 of 1)
Total 2.0 failures of 1024 iterations ( = 0.001953125 of 1)
30 entities, 4 input arguments, 3 output arguments, epsilon = 1.0E6, maxUlps = 10
0 unbounded solutions of 1024 iterations ( = 0.0 of 1)
0 nofeasible solutions of 1024 iterations ( = 0.0 of 1)
3 maxcount exceeded exception of 1024 iterations ( = 0.0029296875 of 1)
Total 3.0 failures of 1024 iterations ( = 0.0029296875 of 1)
https://repository.apache.org/content/repositories/snapshots/org/apache/commons/commonsmath3/3.1SNAPSHOT/commonsmath33.120120729.124827157.jar
> Not expected UnboundedSolutionException
> 
>
> Key: MATH828
> URL: https://issues.apache.org/jira/browse/MATH828
> Project: Commons Math
> Issue Type: Bug
> Affects Versions: 3.0
> Environment: Intel Core i52300 Windows XP SP3
> Reporter: Alexey Slepov
> Assignee: Thomas Neidhart
> Labels: linear, math, programming
> Fix For: 3.1
>
> Attachments: ApacheSimplexWrapper.java, ApacheSimplexWrapperTest.java, Entity.java,
commonsmath33.0.jar
>
>
> SimplexSolver throws UnboundedSolutionException when trying to solve minimization linear
programming problem. The number of exception thrown depends on the number of variables.
> In order to see that behavior of SimplexSolver first try to run JUnit test setting a
final variable ENTITIES_COUNT = 2 and that will give almost good result and then set it to
15 and you'll get a massive of unbounded exceptions.
> First iteration is runned with predefined set of input data with which the Solver gives
back an appropriate result.
> The problem itself is well tested by it's authors (mathematicians who I believe know
what they developed) using Matlab 10 with no unbounded solutions on the same rules of creatnig
random variables values.
> What is strange to me is the dependence of the number of UnboundedSolutionException exceptions
on the number of variables in the problem.
> The problem is formulated as
> min(1*t + 0*L) (for every rth subject)
> s.t.
> q(r) + QL >= 0
> x(r)t  XL >= 0
> L >= 0
> where
> r = 1..R,
> L = {l(1), l(2), ..., l(R)} (vector of R rows and 1 column),
> Q  coefficients matrix MxR
> X  coefficients matrix NxR

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