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https://issues.apache.org/jira/browse/MATH-246?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=12689736#action_12689736
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Luc Maisonobe commented on MATH-246:
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The contribution has been checked in subversion repository as of r758920.
I'm not sure I have done it right, in fact I suspect either I blew something or
did not understand the meaning of the output value of the solver.
I thought it returned both the optimal point (x1, x2 ..., xn) and the value of
the objective function at this point. While adapting signatures and
organization to be consistent with the rest of the optimization framework, I
had the value of the objective function computed directly by the new method
LinearObjectiveFunction.getValue().
The SimplexSolverTest.testLargeModel failed when checking this value. Before
all my changes it returned 7518, after my changes it returns 13366. However,
the values of all variables are good and if I compute the value in the old code
as in the new code, I also get 13366. So I don't understand what this 7518
meant. One puzzling fact is that for some toy problem with two variables and
two inequality constraints, both computation methods (the old one and the new
one) gave identical results.
Could you check this and explain what I blew ?
> Simplex Method Implementation
> -----------------------------
>
> Key: MATH-246
> URL: https://issues.apache.org/jira/browse/MATH-246
> Project: Commons Math
> Issue Type: New Feature
> Reporter: Benjamin McCann
> Assignee: Luc Maisonobe
> Fix For: 2.0
>
> Attachments: newfiles.zip
>
>
> I've created an implementation of the Simplex algorithm for optimizing
> systems of constrained linear equations that I'd like to contribute.
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