SimplexSolver fails to solve feasible problem instance
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Key: MATH-351
URL: https://issues.apache.org/jira/browse/MATH-351
Project: Commons Math
Issue Type: Bug
Affects Versions: 2.0
Environment: Windows Vista Home Premium Version 6.0 Service Pack 1,
Build 6001
Reporter: Mark Thomas
SimplexSolver throws an UnboundedSolutionException on a problem instance I can
optimally solve with Excel's Solver. I've kept the parameters between the two
programs the same as far as I can tell (i.e. both have a precision/epsilon
value of 1e-6 and a maxIterations value of 1000). I will attach a JUnit test
with an example problem on which SimplexSolver fails. I will also attach an
Excel spreadsheet wtih the same data and successful Solver setup in place.
I don't know a whole lot about linear programming or Simplex, but the problem
I'm attempting to solve does appear to have a fairly sparse coefficient matrix,
which may be part of the problem.
It's surprisingly difficult to find a Java-based linear programming library, so
I was ecstatic when I found this. Let me know how I can help!
Thanks!
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