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https://issues.apache.org/jira/browse/MATH-842?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
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Thomas Neidhart resolved MATH-842.
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Resolution: Fixed
Fix Version/s: 3.3
Added PivotSelectionRule in r1550975.
The SimplexSolver now supports two rules:
* Dantzig, default
* Bland: prevent cycles but may be slower to find a optimal solution
> Investigate why Bland's rule in Simplex Solver still creates cycles
> -------------------------------------------------------------------
>
> Key: MATH-842
> URL: https://issues.apache.org/jira/browse/MATH-842
> Project: Commons Math
> Issue Type: Improvement
> Affects Versions: 3.1
> Reporter: Thomas Neidhart
> Assignee: Thomas Neidhart
> Fix For: 3.3
>
> Attachments: MATH-842.patch
>
>
> As a consequence of MATH-828, Bland's rule has been introduced to prevent
> cycling. Now there are cases where cycles can still occur (see
> testMath828Cycle in SimplexSolverTest). These cases have for now been solved
> with a simple heuristic:
> * after maxIterations / 2 -> ignore Bland's rule
> This issue has been created to further investigate the problem and come up
> with a cleaner solution.
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