[ https://issues.apache.org/jira/browse/MATH-813?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13410751#comment-13410751
]
Raghu Rangarajan commented on MATH-813:
---------------------------------------
Hi Thomas,
I too am able to get the right results with the latest trunk code. Thanks for looking into
this.
Raghu
> SimplexSolver bug?
> ------------------
>
> Key: MATH-813
> URL: https://issues.apache.org/jira/browse/MATH-813
> Project: Commons Math
> Issue Type: Bug
> Affects Versions: 3.0
> Environment: Windows 7, JDK 1.7.0_03
> Reporter: Raghu Rangarajan
> Fix For: Nightly Builds
>
> Attachments: Commons_Solver.java
>
>
> I am trying to use the SimplexSolver in commons-math3-3.0 and am getting unpredictable
results. I am pasting the problem code below. Basically swapping the sequence of the last
two constraints results in two different results (of which one is pure sub-optimal). Am I
not using the solver correctly?
> ------------------------------
> import java.util.ArrayList;
> import java.util.Collection;
> import org.apache.commons.math3.optimization.*;
> import org.apache.commons.math3.optimization.linear.*;
> public class Commons_Solver {
> public static void main(String[] args) {
> // describe the optimization problem
>
> LinearObjectiveFunction f = new LinearObjectiveFunction(new double[] { 1, 1, 1, 1,
1, 1, 0, 0 }, 0);
> Collection <LinearConstraint>constraints = new ArrayList<LinearConstraint>();
>
> //variables upper bounds
> constraints.add(new LinearConstraint(new double[] { 1, 0, 0, 0, 0, 0, 0, 0 }, Relationship.LEQ,
38));
> constraints.add(new LinearConstraint(new double[] { 0, 1, 0, 0, 0, 0, 0, 0 }, Relationship.LEQ,
34));
> constraints.add(new LinearConstraint(new double[] { 0, 0, 1, 0, 0, 0, 0, 0 }, Relationship.LEQ,
1));
> constraints.add(new LinearConstraint(new double[] { 0, 0, 0, 1, 0, 0, 0, 0 }, Relationship.LEQ,
6));
> constraints.add(new LinearConstraint(new double[] { 0, 0, 0, 0, 1, 0, 0, 0 }, Relationship.LEQ,
17));
> constraints.add(new LinearConstraint(new double[] { 0, 0, 0, 0, 0, 1, 0, 0 }, Relationship.LEQ,
11));
> constraints.add(new LinearConstraint(new double[] { 0, 0, 0, 0, 0, 0, 1, 0 }, Relationship.LEQ,
101));
> constraints.add(new LinearConstraint(new double[] { 0, 0, 0, 0, 0, 0, 0, 1 }, Relationship.LEQ,
1e10));
> //variables lower bounds
> constraints.add(new LinearConstraint(new double[] { 1, 0, 0, 0, 0, 0, 0, 0 }, Relationship.GEQ,
0));
> constraints.add(new LinearConstraint(new double[] { 0, 1, 0, 0, 0, 0, 0, 0 }, Relationship.GEQ,
0));
> constraints.add(new LinearConstraint(new double[] { 0, 0, 1, 0, 0, 0, 0, 0 }, Relationship.GEQ,
0));
> constraints.add(new LinearConstraint(new double[] { 0, 0, 0, 1, 0, 0, 0, 0 }, Relationship.GEQ,
0));
> constraints.add(new LinearConstraint(new double[] { 0, 0, 0, 0, 1, 0, 0, 0 }, Relationship.GEQ,
0));
> constraints.add(new LinearConstraint(new double[] { 0, 0, 0, 0, 0, 1, 0, 0 }, Relationship.GEQ,
0));
> constraints.add(new LinearConstraint(new double[] { 0, 0, 0, 0, 0, 0, 1, 0 }, Relationship.GEQ,
0));
> constraints.add(new LinearConstraint(new double[] { 0, 0, 0, 0, 0, 0, 0, 1 }, Relationship.GEQ,
0));
> constraints.add(new LinearConstraint(new double[] { -1,-1, -1, -1, -1, -1, 1, 0 },
Relationship.EQ, 0));
> constraints.add(new LinearConstraint(new double[] { -1, -1, -1, -1, -1, -1,0 , 1
}, Relationship.EQ, 0));
> constraints.add(new LinearConstraint(new double[] { 1, 0, 0, 0, 0, 0, 0, -0.2841121495327103
}, Relationship.GEQ, 0));
> constraints.add(new LinearConstraint(new double[] { 0, 1, 0, 0, 0, 0, 0, -0.25420560747663556
}, Relationship.GEQ, 0));
> constraints.add(new LinearConstraint(new double[] { 0, 0, 0, 1, 0, 0, 0, -0.04485981308411215
}, Relationship.GEQ, 0));
>
> /*---------------
> Swapping the sequence of the below two constraints produces two different results
> ------------------*/
> constraints.add(new LinearConstraint(new double[] { 0, 0, 0, 0, 1, 0, 0, -0.12710280373831778
}, Relationship.GEQ, 0));
> constraints.add(new LinearConstraint(new double[] { 0, 0, 0, 0, 0, 1, 0, -0.08224299065420561
}, Relationship.GEQ, 0));
> /*------------------*/
>
> PointValuePair solution = new SimplexSolver().optimize(f, constraints, GoalType.MAXIMIZE,
false);
> // get the solution
> for (int i = 0 ; i < solution.getPoint().length; i++)
> System.out.println("x[" + i + "] = " + solution.getPoint()[i]);
>
> System.out.println("value = " + solution.getValue());
> }
> }
> ----------------------------------
--
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
|