SimplexSolver not working as expected?
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Key: MATH-286
URL: https://issues.apache.org/jira/browse/MATH-286
Project: Commons Math
Issue Type: Bug
Affects Versions: 2.0
Environment: Java 1.6.0_13 on Windows XP 32-bit
Reporter: Andrea
I guess (but I could be wrong) that SimplexSolver does not always return the
optimal solution, nor satisfies all the constraints...
Consider this LP:
max: 0.8 x0 + 0.2 x1 + 0.7 x2 + 0.3 x3 + 0.6 x4 + 0.4 x5;
r1: x0 + x2 + x4 = 23.0;
r2: x1 + x3 + x5 = 23.0;
r3: x0 >= 10.0;
r4: x2 >= 8.0;
r5: x4 >= 5.0;
LPSolve returns 25.8, with x0 = 10.0, x1 = 0.0, x2 = 8.0, x3 = 0.0, x4 = 5.0,
x5 = 23.0;
The same LP expressed in Apache commons math is:
LinearObjectiveFunction f = new LinearObjectiveFunction(new double[] { 0.8,
0.2, 0.7, 0.3, 0.6, 0.4 }, 0 );
Collection<LinearConstraint> constraints = new ArrayList<LinearConstraint>();
constraints.add(new LinearConstraint(new double[] { 1, 0, 1, 0, 1, 0 },
Relationship.EQ, 23.0));
constraints.add(new LinearConstraint(new double[] { 0, 1, 0, 1, 0, 1 },
Relationship.EQ, 23.0));
constraints.add(new LinearConstraint(new double[] { 1, 0, 0, 0, 0, 0 },
Relationship.GEQ, 10.0));
constraints.add(new LinearConstraint(new double[] { 0, 0, 1, 0, 0, 0 },
Relationship.GEQ, 8.0));
constraints.add(new LinearConstraint(new double[] { 0, 0, 0, 0, 1, 0 },
Relationship.GEQ, 5.0));
RealPointValuePair solution = new SimplexSolver().optimize(f, constraints,
GoalType.MAXIMIZE, true);
that returns 22.20, with x0 = 15.0, x1 = 23.0, x2 = 8.0, x3 = 0.0, x4 = 0.0, x5
= 0.0;
Is it possible SimplexSolver is buggy that way? The returned value is 22.20
instead of 25.8, and the last constraint (x4 >= 5.0) is not satisfied...
Am I using the interface wrongly?
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