Fan Zhang created MATH-1549:
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Summary: Simplex solver report unbounded solution when solvable
constraints scaling up
Key: MATH-1549
URL: https://issues.apache.org/jira/browse/MATH-1549
Project: Commons Math
Issue Type: Bug
Affects Versions: 3.6.1
Environment: macOS catalina
Reporter: Fan Zhang
Attachments: CommonsMathSimplexSolverTest.java
*scenario 1:*
{code:java}
min: x + y
x, y >= 0
9000x + y >= 0
10000x + y >= 2000
x >= 2{code}
*scenario 2:*
{code:java}
min: x + y
x, y >= 0
9.0E15x + 1.0E12y >= 0
1.1e16x + 1.0e12y >= 2.0e15
1.0e12x >= 2e12{code}
for scenario 1, it works out. but for scenario 2 whose constrains are just
scaled up by 1e12, the solver reports unbounded solution.
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