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https://issues.apache.org/jira/browse/MATH-819?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
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Thomas Neidhart resolved MATH-819.
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Resolution: Implemented
Fix Version/s: 3.2
In MATH-930, an additional cutOff parameter has been added to the SimplexSolver
constructor in the reorganized optim package, allowing to zero-out very small
numbers.
With the following values, the problem can be reliably solved:
{noformat}
new SimplexSolver(1e-6, 10, 1e-5)
{noformat}
By default the cutoff is set to 1e-12, but to get valid solutions in this case,
a larger value is needed.
> 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
> Assignee: Thomas Neidhart
> Fix For: 3.2
>
> 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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