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https://issues.apache.org/jira/browse/MATH-299?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
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Luc Maisonobe resolved MATH-299.
--------------------------------
Resolution: Fixed
Fix Version/s: 2.1
already fixed in subversion by previous changes
> 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
> Fix For: 2.1
>
> Original Estimate: 8h
> Remaining Estimate: 8h
>
> 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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