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https://issues.apache.org/jira/browse/MATH-286?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=12752986#action_12752986
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Luc Maisonobe commented on MATH-286:
------------------------------------
The patch from 2009-09-08 has been applied in subversion repository as of
r812831.
After the patch, an existing test
(SimplexTableauTest.testdiscardArtificialVariables) failed, so I had to update
the expected matrix to prevent this failure. *This should be validated* as I
really don't know if the failure were expected after the change or if something
wrong occurred. Ben, could you have a look at this ?
This time, I'm not marking the issue as resolved, Andrea I'll wait until you
consider it solved by yourself.
Thanks to everybody for their time on this issue, I'm sure we are gradually
improving things.
> SimplexSolver not working as expected?
> --------------------------------------
>
> 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
> Fix For: 2.1
>
> Attachments: patch.zip, simplex.txt, SimplexSolver.patch,
> SimplexSolverTest.patch, SimplexSolverTest.patch, SimplexTableau.patch,
> SimplexTableau.patch
>
>
> 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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