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https://issues.apache.org/jira/browse/MATH-351?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
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Mark Thomas updated MATH-351:
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Attachment: SimplexFail.xlsx
TestSimplexFail.java
The JUnit test showing an example of a problem which fails with an
UnboundedSolutionException when using SimplexSolver and the Excel spreadsheet
containing the optimal solution. The two together prove (I believe) that there
is something wrong with SimplexSolver.
> SimplexSolver fails to solve feasible problem instance
> -------------------------------------------------------
>
> 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
> Attachments: SimplexFail.xlsx, TestSimplexFail.java
>
>
> 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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