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]
Gilles commented on MATH828:

Lines 7478 in {{SimplexSolver}} look strange:
{code}
if (Precision.compareTo(entry, minValue, maxUlps) < 0) {
minValue = entry;
minPos = i;
}
{code}
Its seems like the "minValue" will not really be most negative negative coefficient, as claimed
in the doc.
The larger "maxUlps", the most likely it will not be, in line with what you observe...
> 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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