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https://issues.apache.org/jira/browse/MATH-819?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13413107#comment-13413107
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Thomas Neidhart commented on MATH-819:
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I looked further into it, and I am not sure anymore that it is related to
unrestricted variables. In fact the defined problem is over-constrained with
constraints containing very large coefficients / values. If you disable them
you will get a valid solution.
Now, the solver should find a solution anyway, but I guess the large
coefficients lead to numerical stability problems, which would also explain the
odd behavior when disabling the last constraint: disabling the constraint
alters the tableau which changes the selection of pivot columns/rows.
I need to do more research on such cases where there are very large
coefficients.
> SimplexSolver - InfeasibleSolution when feasible
> ------------------------------------------------
>
> Key: MATH-819
> URL: https://issues.apache.org/jira/browse/MATH-819
> Project: Commons Math
> Issue Type: Bug
> Affects Versions: 3.1
> Environment: Windows 7, JDK 1.7.0_03
> Reporter: Raghu Rangarajan
> Attachments: CommonsSolver2.java
>
>
> I am seeing an odd behavior with the latest code in the main trunk (Directory
> revision: 1358535). The solver throws "NoFeasibleSolutionException" for a
> problem which has a feasible solution. Just by commenting out the last
> constraint, we get a feasible solution. And for that solution, the constraint
> in question does not seem to be playing a role.
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