Alexey Slepov created MATH828:

Summary: 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
Priority: Blocker
Fix For: 3.0
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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