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Thomas Neidhart commented on MATH1108:

Hi Alexander,
your problem looks more like a leastsquares problem with bounds to me.
The constraints defined for the simplex solver are quite tight, i.e. all constraint rows have
a right hand side of = 0.
I would rather relax this criteria like this:
constraints.add(new LinearConstraint(vector, Relationship.LEQ, 1e6));
constraints.add(new LinearConstraint(vector, Relationship.GEQ, 1e6));
So you try to find a solution for  s * v  <= 1e6
With this (and testing with the latest trunk version) I get a solution that is consistent
with all constraints: 0.17108682266
but it takes some time, as the problem is quite large, and the implemented simplex algorithm
is not using the faster revised method yet.
I would suggest that you describe your problem in more detail and ask on the user mailinglist
as there maybe a better way to solve your problem and there are several experts for different
optimization methods reading there that can give advise.
> SimplexSolver returns TooManyIterationsException
> 
>
> Key: MATH1108
> URL: https://issues.apache.org/jira/browse/MATH1108
> 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 1e3). But solver always throws TooManyIterationsException (and work very slow).

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