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https://issues.apache.org/jira/browse/MATH-351?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=12852538#action_12852538
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Mark Thomas commented on MATH-351:
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I haven't had a chance yet to verify for myself that this works on 2.1, but if
it works for you, Luc and you consider the epsilon discussion a separate issue,
I'm happy with closing this as invalid (especially if it will lead to an
earlier release of 2.1 =).
For other readers, it appears that there were bug fixes for Simplex which
weren't in 2.0, but have been incorporated into the trunk (see:
http://issues.apache.org/jira/browse/MATH-302). If this is so, we'll want to
leave this link in.
Thanks guys and sorry for the mix up.
Mark
> 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
> Fix For: 2.1
>
> Attachments: image001.wmz, image017.gif, image018.wmz, image019.gif,
> image020.wmz, image021.gif, image022.wmz, image023.gif, image024.wmz,
> image025.gif, image026.wmz, image027.gif, image028.wmz, image029.gif,
> image030.wmz, image031.gif, oledata.mso, 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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