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https://issues.apache.org/jira/browse/MATH-288?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=12747167#action_12747167
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Benjamin McCann commented on MATH-288:
--------------------------------------
Thanks for the bug report. I've confirmed this is an issue.
Here's a slightly smaller version of the problem that causes the same bug,
which might be easier for debugging:
MAX 7 a + 3 b
s.t.
3 a -5 c <= 0
2 a -5 d <= 0
3 b -5 d <= 0
a <= 1
b <= 1
LinearObjectiveFunction f = new LinearObjectiveFunction(new double[] {
7, 3, 0, 0 }, 0 );
Collection<LinearConstraint> constraints = new
ArrayList<LinearConstraint>();
constraints.add(new LinearConstraint(new double[] { 3, 0, -5, 0 },
Relationship.LEQ, 0.0));
constraints.add(new LinearConstraint(new double[] { 2, 0, 0, -5 },
Relationship.LEQ, 0.0));
constraints.add(new LinearConstraint(new double[] { 0, 3, 0, -5 },
Relationship.LEQ, 0.0));
constraints.add(new LinearConstraint(new double[] { 1, 0, 0, 0 },
Relationship.LEQ, 1.0));
constraints.add(new LinearConstraint(new double[] { 0, 1, 0, 0 },
Relationship.LEQ, 1.0));
SimplexSolver solver = new SimplexSolver();
RealPointValuePair solution = solver.optimize(f, constraints,
GoalType.MAXIMIZE, true);
assertEquals(10.0, solution.getValue(), .0000001);
> SimplexSolver not working as expected 2
> ---------------------------------------
>
> Key: MATH-288
> URL: https://issues.apache.org/jira/browse/MATH-288
> Project: Commons Math
> Issue Type: Bug
> Affects Versions: 2.1
> Environment: Java 1.6.0_13 on Windows XP 32-bit
> Reporter: Stefan Radacovsky
> Original Estimate: 8h
> Remaining Estimate: 8h
>
> SimplexSolver didn't find the optimal solution.
> Program for Lpsolve:
> =====================
> /* Objective function */
> max: 7 a 3 b;
> /* Constraints */
> R1: +3 a -5 c <= 0;
> R2: +2 a -5 d <= 0;
> R3: +2 b -5 c <= 0;
> R4: +3 b -5 d <= 0;
> R5: +3 a +2 b <= 5;
> R6: +2 a +3 b <= 5;
> /* Variable bounds */
> a <= 1;
> b <= 1;
> =====================
> Results(correct): a = 1, b = 1, value = 10
> Program for SimplexSolve:
> =====================
> LinearObjectiveFunction kritFcia = new LinearObjectiveFunction(new
> double[]{7, 3, 0, 0}, 0);
> Collection<LinearConstraint> podmienky = new ArrayList<LinearConstraint>();
> podmienky.add(new LinearConstraint(new double[]{1, 0, 0, 0},
> Relationship.LEQ, 1));
> podmienky.add(new LinearConstraint(new double[]{0, 1, 0, 0},
> Relationship.LEQ, 1));
> podmienky.add(new LinearConstraint(new double[]{3, 0, -5, 0},
> Relationship.LEQ, 0));
> podmienky.add(new LinearConstraint(new double[]{2, 0, 0, -5},
> Relationship.LEQ, 0));
> podmienky.add(new LinearConstraint(new double[]{0, 2, -5, 0},
> Relationship.LEQ, 0));
> podmienky.add(new LinearConstraint(new double[]{0, 3, 0, -5},
> Relationship.LEQ, 0));
> podmienky.add(new LinearConstraint(new double[]{3, 2, 0, 0},
> Relationship.LEQ, 5));
> podmienky.add(new LinearConstraint(new double[]{2, 3, 0, 0},
> Relationship.LEQ, 5));
> SimplexSolver solver = new SimplexSolver();
> RealPointValuePair result = solver.optimize(kritFcia, podmienky,
> GoalType.MAXIMIZE, true);
> =====================
> Results(incorrect): a = 1, b = 0.5, value = 8.5
> P.S. I used the latest software from the repository (including MATH-286 fix).
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