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From Alexander Sehlström <alexan...@sehlstrom.se>
Subject Re: [Math] Limitations of the SimplexSolver class?
Date Tue, 09 Apr 2013 07:52:56 GMT
Issue created!

https://issues.apache.org/jira/browse/MATH-966


9 apr 2013 kl. 08:36 skrev Thomas Neidhart <thomas.neidhart@gmail.com>:

> On 04/09/2013 08:23 AM, Alexander Sehlström wrote:
>> Thomas,
>> 
>> After writing the pice of code you were asking for I found the error; The max iteration
exception was thrown, but swallowed by some part of my code, hence not showing up. So by increasing
from maximum 100 to 1000 iterations the SimplexSolver returns a result.
>> 
>> It is quite slow however and do not come near the computation time I need solving
the same problem in Matlab with linprog. Suggestions of other Apache Commons Math classes
that are solving the same type of problems as the SimplexSolver do are gratefully accepted.
> 
> Hi Alexander,
> 
> good that your example works. The reason its slow is most likely related
> to your problem setup.
> 
> The SimplexSolver currently does not support lower/upper bounds for the
> variables, thus you had to create separate constraints for each variable
> as suggested before. This makes the calculation quite slow I guess, so
> we should add direct support for such bounds (similar to matlab or octave).
> 
> This can be done with the original tableau (see
> http://homepages.rpi.edu/~mitchj/handouts/upperbounds/).
> 
> It would be nice to have your example as performance test, so you could
> add a feature request to the issue tracker yourself.
> 
> Thomas
> 
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