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From "Thomas Neidhart (JIRA)" <j...@apache.org>
Subject [jira] [Updated] (MATH-1230) SimplexSolver returning wrong answer from optimize
Date Tue, 09 Jun 2015 17:53:01 GMT

     [ https://issues.apache.org/jira/browse/MATH-1230?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
]

Thomas Neidhart updated MATH-1230:
----------------------------------
    Fix Version/s: 4.0

> SimplexSolver returning wrong answer from optimize
> --------------------------------------------------
>
>                 Key: MATH-1230
>                 URL: https://issues.apache.org/jira/browse/MATH-1230
>             Project: Commons Math
>          Issue Type: Bug
>    Affects Versions: 3.5
>            Reporter: David Kopp
>             Fix For: 4.0
>
>
> SimplexSolver fails for the following linear program:
> min 2x1 +15x2 +18x3
> Subject to
>   -x1 +2x2  -6x3 <=-10
>             x2  +2x3 <= 6
>    2x1      +10x3 <= 19
>     -x1  +x2       <= -2
>     x1,x2,x3 >= 0
> Solution should be
> x1 = 7
> x2 = 0
> x3 = 1/2
> Objective function = 23
> Instead, it is returning
> x1 = 9.5
> x2 = 1/8
> x3 = 0
> Objective function = 20.875
> Constraint number 1 is violated by this answer



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