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From "Raghu Rangarajan (JIRA)" <j...@apache.org>
Subject [jira] [Reopened] (MATH-813) SimplexSolver bug?
Date Tue, 10 Jul 2012 20:00:47 GMT

     [ https://issues.apache.org/jira/browse/MATH-813?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
]

Raghu Rangarajan reopened MATH-813:
-----------------------------------

    
> 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());
>   }
> }
> ----------------------------------

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