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https://issues.apache.org/jira/browse/MATH-828?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13418591#comment-13418591
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Thomas Neidhart commented on MATH-828:
--------------------------------------
Hi Alexey,
I have looked at your updated test case, and my observation is as follows:
You create lots of constraints (L >= 0) that are unnecessary as the solver is
already configured to restrict variables to non-negative values.
I also think you use the objective function in a wrong way. It is defined as:
{noformat}
c1*x1 + ... cn*xn + d
{noformat}
so at index 0 you have the coefficient for the first variable, .... and the
last index is for the constant term. Now you use something called theta, which
you put on index 0 which is wrong imho.
If I remove all the unnecessary constraints, and move the theta variable to the
end of the objective function vector, the tests run through successfully.
Thomas
> Not expected UnboundedSolutionException
> ---------------------------------------
>
> Key: MATH-828
> URL: https://issues.apache.org/jira/browse/MATH-828
> Project: Commons Math
> Issue Type: Bug
> Affects Versions: 3.0
> Environment: Intel Core i5-2300 Windows XP SP3
> Reporter: Alexey Slepov
> Labels: linear, math, programming
> Fix For: 3.0
>
> Attachments: ApacheSimplexWrapper.java,
> ApacheSimplexWrapperTest.java, Entity.java, commons-math3-3.0.jar
>
>
> SimplexSolver throws UnboundedSolutionException when trying to solve
> minimization linear programming problem. The number of exception thrown
> depends on the number of variables.
> In order to see that behavior of SimplexSolver first try to run JUnit test
> setting a final variable ENTITIES_COUNT = 2 and that will give almost good
> result and then set it to 15 and you'll get a massive of unbounded exceptions.
> First iteration is runned with predefined set of input data with which the
> Solver gives back an appropriate result.
> The problem itself is well tested by it's authors (mathematicians who I
> believe know what they developed) using Matlab 10 with no unbounded solutions
> on the same rules of creatnig random variables values.
> What is strange to me is the dependence of the number of
> UnboundedSolutionException exceptions on the number of variables in the
> problem.
> The problem is formulated as
> min(1*t + 0*L) (for every r-th subject)
> s.t.
> -q(r) + QL >= 0
> x(r)t - XL >= 0
> L >= 0
> where
> r = 1..R,
> L = {l(1), l(2), ..., l(R)} (vector of R rows and 1 column),
> Q - coefficients matrix MxR
> X - coefficients matrix NxR
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