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https://issues.apache.org/jira/browse/MATH-302?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=12765952#action_12765952
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Christian Winter commented on MATH-302:
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Alright. It works with the version from SVN.
Thanks.
> Bugs in Simplex Implementation
> ------------------------------
>
> Key: MATH-302
> URL: https://issues.apache.org/jira/browse/MATH-302
> Project: Commons Math
> Issue Type: Bug
> Affects Versions: 2.0
> Reporter: Christian Winter
>
> Simplex routine may return infeasible solution:
> {code:title=Bug1.java|borderstyle=solid}
> import java.util.ArrayList;
> import org.apache.commons.math.linear.ArrayRealVector;
> import org.apache.commons.math.optimization.GoalType;
> import org.apache.commons.math.optimization.OptimizationException;
> import org.apache.commons.math.optimization.linear.*;
> public class Bug1 {
>
> public static void main(String[] args) throws OptimizationException {
>
> LinearObjectiveFunction c = new LinearObjectiveFunction(new
> double[7], 0.0d);
>
> ArrayList<LinearConstraint> cnsts = new
> ArrayList<LinearConstraint>(5);
> LinearConstraint cnst;
> cnst = new LinearConstraint(new double[] {1.00d, 1.00d, 0.00d, 0.00d,
> 0.0d, 0.00d, 0.00d}, Relationship.EQ, 1.0d);
> cnsts.add(cnst);
> cnst = new LinearConstraint(new double[] {0.00d, 0.00d, 1.00d, 1.00d,
> 1.0d, 0.00d, 0.00d}, Relationship.EQ, 1.0d);
> cnsts.add(cnst);
> cnst = new LinearConstraint(new double[] {0.00d, 0.00d, 0.00d, 0.00d,
> 0.0d, 1.00d, 1.00d}, Relationship.EQ, 1.0d);
> cnsts.add(cnst);
> cnst = new LinearConstraint(new double[] {0.54d, 0.00d, 0.34d, 0.00d,
> 0.0d, 0.12d, 0.00d}, Relationship.EQ, 0.54d);
> cnsts.add(cnst);
> cnst = new LinearConstraint(new double[] {0.00d, 0.54d, 0.00d, 0.34d,
> 0.0d, 0.00d, 0.12d}, Relationship.EQ, 0.34d);
> cnsts.add(cnst);
> System.out.println("Constraints:");
> for(LinearConstraint con : cnsts) {
> System.out.println(con.getCoefficients().toString() + " " +
> con.getRelationship() + " " + con.getValue());
> }
>
> SimplexSolver simplex = new SimplexSolver();
> double[] sol = simplex.optimize(c, cnsts, GoalType.MINIMIZE,
> true).getPointRef();
> System.out.println("Solution:\n" + new ArrayRealVector(sol));
> System.out.println("Third constraint is violated!");
> }
> }
> {code}
> or may find no solution where some exist:
> {code:title=Bug1.java|borderstyle=solid}
> import java.util.ArrayList;
> import org.apache.commons.math.linear.ArrayRealVector;
> import org.apache.commons.math.optimization.GoalType;
> import org.apache.commons.math.optimization.OptimizationException;
> import org.apache.commons.math.optimization.linear.*;
> public class Bug2 {
>
> public static void main(String[] args) throws OptimizationException {
>
> LinearObjectiveFunction c = new LinearObjectiveFunction(new
> double[13], 0.0d);
>
> ArrayList<LinearConstraint> cnsts = new
> ArrayList<LinearConstraint>(5);
> LinearConstraint cnst;
> cnst = new LinearConstraint(new double[] {1.00d, 1.00d, 1.0d, 0.00d,
> 0.00d, 0.00d, 0.0d, 0.0d, 0.0d, 0.0d, 0.00d, 0.00d, 0.0d}, Relationship.EQ,
> 1.0d);
> cnsts.add(cnst);
> cnst = new LinearConstraint(new double[] {0.00d, 0.00d, 0.0d, 1.00d,
> 1.00d, 1.00d, 1.0d, 0.0d, 0.0d, 0.0d, 0.00d, 0.00d, 0.0d}, Relationship.EQ,
> 1.0d);
> cnsts.add(cnst);
> cnst = new LinearConstraint(new double[] {0.00d, 0.00d, 0.0d, 0.00d,
> 0.00d, 0.00d, 0.0d, 1.0d, 1.0d, 1.0d, 0.00d, 0.00d, 0.0d}, Relationship.EQ,
> 1.0d);
> cnsts.add(cnst);
> cnst = new LinearConstraint(new double[] {0.00d, 0.00d, 0.0d, 0.00d,
> 0.00d, 0.00d, 0.0d, 0.0d, 0.0d, 0.0d, 1.00d, 1.00d, 1.0d}, Relationship.EQ,
> 1.0d);
> cnsts.add(cnst);
> cnst = new LinearConstraint(new double[] {0.54d, 0.00d, 0.0d, 0.32d,
> 0.00d, 0.00d, 0.0d, 0.1d, 0.0d, 0.0d, 0.02d, 0.00d, 0.0d}, Relationship.EQ,
> 0.54d);
> cnsts.add(cnst);
> cnst = new LinearConstraint(new double[] {0.00d, 0.54d, 0.0d, 0.00d,
> 0.32d, 0.00d, 0.0d, 0.0d, 0.1d, 0.0d, 0.00d, 0.02d, 0.0d}, Relationship.EQ,
> 0.32d);
> cnsts.add(cnst);
> cnst = new LinearConstraint(new double[] {0.00d, 0.00d, 0.0d, 0.00d,
> 0.00d, 0.32d, 0.0d, 0.0d, 0.0d, 0.0d, 0.00d, 0.00d, 0.0d}, Relationship.EQ,
> 0.1d);
> cnsts.add(cnst);
> System.out.println("Constraints:");
> for(LinearConstraint con : cnsts) {
> System.out.println(con.getCoefficients().toString() + " " +
> con.getRelationship() + " " + con.getValue());
> }
>
> System.out.println("verifying a known solution:");
> ArrayRealVector sol = new ArrayRealVector(new double[] {4.0d/9.0d,
> 5.0d/9.0d, 0.0d, 11.0d/16.0d, 0.0d, 5.0d/16.0d, 0.0d, 4.0d/5.0d, 0.0d,
> 1.0d/5.0d, 0.0d, 1.0d, 0.0d});
> System.out.println("sol = " + sol);
> for(LinearConstraint con : cnsts) {
> System.out.println(sol.dotProduct(con.getCoefficients()) + " = "
> + con.getValue());
> }
>
> SimplexSolver simplex = new SimplexSolver();
> double[] newsol = simplex.optimize(c, cnsts, GoalType.MINIMIZE,
> true).getPointRef();
> System.out.println("Solution:\n" + new ArrayRealVector(newsol));
> }
> }
> {code}
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