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From "Thomas Neidhart (JIRA)" <j...@apache.org>
Subject [jira] [Commented] (MATH-1108) SimplexSolver returns TooManyIterationsException
Date Wed, 05 Mar 2014 09:14:44 GMT

    [ https://issues.apache.org/jira/browse/MATH-1108?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13920680#comment-13920680
] 

Thomas Neidhart commented on MATH-1108:
---------------------------------------

btw. on my computer it runs in ~ 20s, but I used the latest trunk version (3.3-SNAPSHOT) which
has several performance improvements.

> 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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