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https://issues.apache.org/jira/browse/MATH-819?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13414504#comment-13414504
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Thomas Neidhart commented on MATH-819:
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Hi Raghu,
I tried to check if glpk would be able to solve the very same problem that you
formulated using commons-math. This seems to fail too. I think the additional
bounds are not necessary and lead to the problems that we have seen. By
default, the variables may take values in the range [0, infinity), or better:
number which can be represented as double, and you only need such bounds if you
want to limit this to smaller numbers. Such high bounds seem to lead to
numerical problems (especially when setting the restrictToNonNegative to false)
which need to be further investigated, but may not be solved easily.
Now, I do not know what glpsol does internally and which problem it formulates
based on your input, but my guess would be that the bounds are treated
differently (not as explicit constraints).
Thomas
> 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, lp-octave.txt, test.log, test.mod,
> test.out
>
>
> 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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