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https://issues.apache.org/jira/browse/MATH-966?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
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Alexander Sehlström updated MATH-966:
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Attachment: simplextest.java
Test file.
> Native support for upper and lower bound for SimplexSolver
> ----------------------------------------------------------
>
> Key: MATH-966
> URL: https://issues.apache.org/jira/browse/MATH-966
> Project: Commons Math
> Issue Type: Improvement
> Affects Versions: 4.0, 3.1.1
> Reporter: Alexander Sehlström
> Priority: Minor
> Attachments: simplextest.java
>
>
> The SimplexSolver (import
> org.apache.commons.math3.optim.linear.SimplexSolver) do not support lower and
> upper bounds as input arguments. It would be convenient to have this support
> since this would be very helpful when dealing with unconstrained problems (no
> Ax = c present) that has bounds on x (x_l <= x <= x_u).
> Attached is a piece of code in need for such a feature where a lot of
> fiddeling is needed in order to convert the bounds (x_l <= x <= x_u) to
> constraints (Ax = c).
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