Matrix's "OutOfBoundException" in SimplexSolver
-----------------------------------------------
Key: MATH-293
URL: https://issues.apache.org/jira/browse/MATH-293
Project: Commons Math
Issue Type: Bug
Affects Versions: Nightly Builds
Environment: java 1.6 on Windows XP 32-Bit
Reporter: Andrea
Hi all,
This bug is somehow related to incident MATH-286, but not necessarily...
Let's say I have an LP and I solve it using SimplexSolver. Then I create a
second LP similar to the first one, but with "stronger" constraints. The second
LP has the following properties:
* the only point in the feasible region for the second LP is the solution
returned for the first LP
* the solution returned for the first LP is also the (only possible) solution
to the second LP
This shows the problem:
{code:borderStyle=solid}
LinearObjectiveFunction f = new LinearObjectiveFunction(new double[] { 0.8,
0.2, 0.7, 0.3, 0.4, 0.6}, 0 );
Collection<LinearConstraint> constraints = new ArrayList<LinearConstraint>();
constraints.add(new LinearConstraint(new double[] { 1, 0, 1, 0, 1, 0 },
Relationship.EQ, 30.0));
constraints.add(new LinearConstraint(new double[] { 0, 1, 0, 1, 0, 1 },
Relationship.EQ, 30.0));
constraints.add(new LinearConstraint(new double[] { 0.8, 0.2, 0.0, 0.0, 0.0,
0.0 }, Relationship.GEQ, 10.0));
constraints.add(new LinearConstraint(new double[] { 0.0, 0.0, 0.7, 0.3, 0.0,
0.0 }, Relationship.GEQ, 10.0));
constraints.add(new LinearConstraint(new double[] { 0.0, 0.0, 0.0, 0.0, 0.4,
0.6 }, Relationship.GEQ, 10.0));
RealPointValuePair solution = new SimplexSolver().optimize(f, constraints,
GoalType.MAXIMIZE, true);
double valA = 0.8 * solution.getPoint()[0] + 0.2 * solution.getPoint()[1];
double valB = 0.7 * solution.getPoint()[2] + 0.3 * solution.getPoint()[3];
double valC = 0.4 * solution.getPoint()[4] + 0.6 * solution.getPoint()[5];
f = new LinearObjectiveFunction(new double[] { 0.8, 0.2, 0.7, 0.3, 0.4, 0.6}, 0
);
constraints = new ArrayList<LinearConstraint>();
constraints.add(new LinearConstraint(new double[] { 1, 0, 1, 0, 1, 0 },
Relationship.EQ, 30.0));
constraints.add(new LinearConstraint(new double[] { 0, 1, 0, 1, 0, 1 },
Relationship.EQ, 30.0));
constraints.add(new LinearConstraint(new double[] { 0.8, 0.2, 0.0, 0.0, 0.0,
0.0 }, Relationship.GEQ, valA));
constraints.add(new LinearConstraint(new double[] { 0.0, 0.0, 0.7, 0.3, 0.0,
0.0 }, Relationship.GEQ, valB));
constraints.add(new LinearConstraint(new double[] { 0.0, 0.0, 0.0, 0.0, 0.4,
0.6 }, Relationship.GEQ, valC));
solution = new SimplexSolver().optimize(f, constraints, GoalType.MAXIMIZE,
true);
{code}
Instead of returning the solution, SimplexSolver throws an Exception:
{noformat} Exception in thread "main"
org.apache.commons.math.linear.MatrixIndexException: no entry at indices (0, 7)
in a 6x7 matrix
at
org.apache.commons.math.linear.Array2DRowRealMatrix.getEntry(Array2DRowRealMatrix.java:356)
at
org.apache.commons.math.optimization.linear.SimplexTableau.getEntry(SimplexTableau.java:408)
at
org.apache.commons.math.optimization.linear.SimplexTableau.getBasicRow(SimplexTableau.java:258)
at
org.apache.commons.math.optimization.linear.SimplexTableau.getSolution(SimplexTableau.java:336)
at
org.apache.commons.math.optimization.linear.SimplexSolver.doOptimize(SimplexSolver.java:182)
at
org.apache.commons.math.optimization.linear.AbstractLinearOptimizer.optimize(AbstractLinearOptimizer.java:106){noformat}
I was too optimistic with the bug MATH-286 ;-)
--
This message is automatically generated by JIRA.
-
You can reply to this email to add a comment to the issue online.
