SimplexSolver returns no feasible solution
------------------------------------------
Key: MATH-299
URL: https://issues.apache.org/jira/browse/MATH-299
Project: Commons Math
Issue Type: Bug
Affects Versions: 2.0
Environment: Windows XP commons Math 2.0 jre 1.6.0.16
Reporter: David
I am trying to optimize this:
maximize: v
v <= a1*p1 + a2*p2 + a3*p3 + a4*p4
v <= b1*p1 + b2*p2 + b3*p3 + b4*p4
v <= c1*p1 + c2*p2 + c3*p3 + c4*p4
v <= d1*p1 + d2*p2 + d3*p3 + d4*p4
p1 + p2 + p3 + p4 = 1
where a1-d4 are constant specified below by the code (i didn't want to copy and
paste them up here. you can look below to see what they are in the objective
function).
LinearObjectiveFunction f = new LinearObjectiveFunction(
new double[] { 1,
0,
0, 0, 0}, 0 );
Collection<LinearConstraint> constraints = new
ArrayList<LinearConstraint> ();
constraints.add(new LinearConstraint(new double[] { -1,
1.7316145027890766,
1.3584341412980305,
0.9305633063383639,
1.687117394945513
},
Relationship.GEQ, 0));
constraints.add(new LinearConstraint(new double[] { -1,
0.6617060079461883,
1.4862459822191323,
0.7692647272328988,
0.7329140944025636
},
Relationship.GEQ, 0));
constraints.add(new LinearConstraint(new double[] { -1,
1.3255966888982322,
286.21607948837584,
1.135907611434458,
0.9803367440299271
},
Relationship.GEQ, 0));
constraints.add(new LinearConstraint(new double[] { -1,
0.5428682596573682,
1.5745685116536952,
1.4834419186882808,
1.2884923232048968
},
Relationship.GEQ, 0));
constraints.add(new LinearConstraint(new double[] {0, 1, 1, 1,
1},
Relationship.EQ, 1));
RealPointValuePair solution = null;
try {
solution = new SimplexSolver().optimize(f, constraints,
GoalType.MAXIMIZE, true);
}
catch (OptimizationException e) {
e.printStackTrace();
}
I get this error back from the SimplexSolver.
org.apache.commons.math.optimization.linear.NoFeasibleSolutionException: no
feasible solution
at
org.apache.commons.math.optimization.linear.SimplexSolver.solvePhase1(SimplexSolver.java:177)
at
org.apache.commons.math.optimization.linear.SimplexSolver.doOptimize(SimplexSolver.java:187)
at
org.apache.commons.math.optimization.linear.AbstractLinearOptimizer.optimize(AbstractLinearOptimizer.java:106)
at Runner.main(Runner.java:101)
One interesting thing to note is that if you round all the numbers to the
nearest 100's place, it works. If you keep it with the floating point precision
shown here, it doesn't.
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