Alexey Slepov created MATH-828: ---------------------------------- Summary: Not expected UnboundedSolutionException Key: MATH-828 URL: https://issues.apache.org/jira/browse/MATH-828 Project: Commons Math Issue Type: Bug Affects Versions: 3.0 Environment: Intel Core i5-2300 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 r-th 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 -- 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