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From "Buharov Alexander (JIRA)" <j...@apache.org>
Subject [jira] [Commented] (MATH-1108) SimplexSolver returns TooManyIterationsException
Date Wed, 05 Mar 2014 08:13:42 GMT
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[ https://issues.apache.org/jira/browse/MATH-1108?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13920637#comment-13920637
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Buharov Alexander commented on MATH-1108:
-----------------------------------------

Hi Thomas,

I really got solution, after changing criteria ( for case | s * v | <= 1e-6 ).  I can't
set lower bounds as 0. Because this example is only one situation ( in common case: bounds
for different variables are differed).

But now I can calculate solution (though need around 10 minutes). It already is good.
There are solvers which can calculate my problem faster, but I sought just java - lib. Thank
you for help!

> SimplexSolver returns TooManyIterationsException
> ------------------------------------------------
>
>                 Key: MATH-1108
>                 URL: https://issues.apache.org/jira/browse/MATH-1108
>             Project: Commons Math
>          Issue Type: Bug
>    Affects Versions: 3.2, 3.1.1
>            Reporter: Buharov Alexander
>         Attachments: Problem.zip
>
>
> We have vector v and matrix s (from file S.txt)
> v - vector ( size: 1*649 )
> s - matrix ( size: 554*649 )
> We want solve linear problem:
>          *     max (v[31])
>          *     Bounds:
>          *          s*v = 0
>          *          -1 <= v[i] <= 1 for i=0,..., 648
> We changed  MaxIter parameter (from 100 to 1e+6). And we changed epsilon ( set default
value and 1e-3).  But solver always throws TooManyIterationsException (and work very slow).

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