On Sat, Apr 09, 2011 at 07:20:48PM -0000, [email protected] wrote:
> Author: luc
> Date: Sat Apr 9 19:20:47 2011
> New Revision: 1090656
>
> URL: http://svn.apache.org/viewvc?rev=1090656&view=rev
> Log:
> Fixed two errors in simplex solver when entries are close together or
> when variables are not restricted to non-negative.
>
> Jira: MATH-434
>
> Modified:
> commons/proper/math/trunk/pom.xml
>
> commons/proper/math/trunk/src/main/java/org/apache/commons/math/optimization/linear/SimplexSolver.java
>
> commons/proper/math/trunk/src/main/java/org/apache/commons/math/optimization/linear/SimplexTableau.java
> commons/proper/math/trunk/src/site/xdoc/changes.xml
>
> commons/proper/math/trunk/src/test/java/org/apache/commons/math/optimization/linear/SimplexSolverTest.java
>
> Modified: commons/proper/math/trunk/pom.xml
> URL:
> http://svn.apache.org/viewvc/commons/proper/math/trunk/pom.xml?rev=1090656&r1=1090655&r2=1090656&view=diff
> ==============================================================================
> --- commons/proper/math/trunk/pom.xml (original)
> +++ commons/proper/math/trunk/pom.xml Sat Apr 9 19:20:47 2011
> @@ -187,6 +187,9 @@
> <name>J. Lewis Muir</name>
> </contributor>
> <contributor>
> + <name>Thomas Neidhart</name>
> + </contributor>
> + <contributor>
> <name>Fredrik Norin</name>
> </contributor>
> <contributor>
>
> Modified:
> commons/proper/math/trunk/src/main/java/org/apache/commons/math/optimization/linear/SimplexSolver.java
> URL:
> http://svn.apache.org/viewvc/commons/proper/math/trunk/src/main/java/org/apache/commons/math/optimization/linear/SimplexSolver.java?rev=1090656&r1=1090655&r2=1090656&view=diff
> ==============================================================================
> ---
> commons/proper/math/trunk/src/main/java/org/apache/commons/math/optimization/linear/SimplexSolver.java
> (original)
> +++
> commons/proper/math/trunk/src/main/java/org/apache/commons/math/optimization/linear/SimplexSolver.java
> Sat Apr 9 19:20:47 2011
> @@ -22,6 +22,7 @@ import java.util.List;
>
> import org.apache.commons.math.optimization.OptimizationException;
> import org.apache.commons.math.optimization.RealPointValuePair;
> +import org.apache.commons.math.util.FastMath;
> import org.apache.commons.math.util.MathUtils;
>
>
> @@ -31,26 +32,34 @@ import org.apache.commons.math.util.Math
> * @since 2.0
> */
> public class SimplexSolver extends AbstractLinearOptimizer {
> -
> - /** Default amount of error to accept in floating point comparisons. */
> +
> + /** Default amount of error to accept for algorithm convergence. */
> private static final double DEFAULT_EPSILON = 1.0e-6;
> -
> - /** Amount of error to accept in floating point comparisons. */
> +
> + /** Amount of error to accept for algorithm convergence. */
> protected final double epsilon;
>
> + /** Default amount of error to accept in floating point comparisons (as
> ulps). */
> + private static final int DEFAULT_ULPS = 10;
> +
> + /** Amount of error to accept in floating point comparisons (as ulps). */
> + protected final int maxUlps;
> +
> /**
> * Build a simplex solver with default settings.
> */
> public SimplexSolver() {
> - this(DEFAULT_EPSILON);
> + this(DEFAULT_EPSILON, DEFAULT_ULPS);
> }
>
> /**
> * Build a simplex solver with a specified accepted amount of error
> - * @param epsilon the amount of error to accept in floating point
> comparisons
> + * @param epsilon the amount of error to accept for algorithm convergence
> + * @param maxUlps amount of error to accept in floating point
> comparisons
> */
> - public SimplexSolver(final double epsilon) {
> + public SimplexSolver(final double epsilon, final int maxUlps) {
> this.epsilon = epsilon;
> + this.maxUlps = maxUlps;
> }
>
> /**
> @@ -62,8 +71,9 @@ public class SimplexSolver extends Abstr
> double minValue = 0;
> Integer minPos = null;
> for (int i = tableau.getNumObjectiveFunctions(); i <
> tableau.getWidth() - 1; i++) {
> - if (MathUtils.compareTo(tableau.getEntry(0, i), minValue,
> epsilon) < 0) {
> - minValue = tableau.getEntry(0, i);
> + final double entry = tableau.getEntry(0, i);
> + if (MathUtils.compareTo(entry, minValue, getEpsilon(entry)) < 0)
> {
^^^^^^^^^^^^^^^^^^
I thought that Thomas agreed that "MathUtils.equals(double,double,int)"
should be used instead of "getEpsilon".
Gilles
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