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From "Thomas Neidhart (JIRA)" <j...@apache.org>
Subject [jira] [Updated] (MATH-966) Native support for upper and lower bound for SimplexSolver
Date Tue, 18 Feb 2014 18:32:23 GMT

     [ https://issues.apache.org/jira/browse/MATH-966?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
]

Thomas Neidhart updated MATH-966:
---------------------------------

    Assignee:     (was: Thomas Neidhart)

> Native support for upper and lower bound for SimplexSolver
> ----------------------------------------------------------
>
>                 Key: MATH-966
>                 URL: https://issues.apache.org/jira/browse/MATH-966
>             Project: Commons Math
>          Issue Type: Improvement
>    Affects Versions: 4.0, 3.1.1
>            Reporter: Alexander Sehlström
>            Priority: Minor
>         Attachments: simplextest.java
>
>
> The SimplexSolver (import org.apache.commons.math3.optim.linear.SimplexSolver) do not
support lower and upper bounds as input arguments. It would be convenient to have this support
since this would be very helpful when dealing with unconstrained problems (no Ax = c present)
that has bounds on x (x_l <= x <= x_u).
> Attached is a piece of code in need for such a feature where a lot of fiddeling is needed
in order to convert the bounds (x_l <= x <= x_u) to constraints (Ax = c).



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