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From "Thomas Neidhart (JIRA)" <j...@apache.org>
Subject [jira] [Commented] (MATH-1108) SimplexSolver returns TooManyIterationsException
Date Wed, 05 Mar 2014 08:50:44 GMT

    [ https://issues.apache.org/jira/browse/MATH-1108?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13920658#comment-13920658
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Thomas Neidhart commented on MATH-1108:
---------------------------------------

The problem with your original problem definition is that all the right hand sides for the
non-bounds constraints are 0.
This means that the min ratio test as implemented in our solver (and which is the standard
one) will have troubles finding the best way to improve the solution as all are equally likely.
The result is a very slow convergence.

Other solvers might handle this special case better, and we should also aim to improve here.
Could you tell me with which solvers you tried your problem and got better results?

> 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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