Issue created! https://issues.apache.org/jira/browse/MATH-966
9 apr 2013 kl. 08:36 skrev Thomas Neidhart <[email protected]>: > On 04/09/2013 08:23 AM, Alexander Sehlström wrote: >> Thomas, >> >> After writing the pice of code you were asking for I found the error; The >> max iteration exception was thrown, but swallowed by some part of my code, >> hence not showing up. So by increasing from maximum 100 to 1000 iterations >> the SimplexSolver returns a result. >> >> It is quite slow however and do not come near the computation time I need >> solving the same problem in Matlab with linprog. Suggestions of other Apache >> Commons Math classes that are solving the same type of problems as the >> SimplexSolver do are gratefully accepted. > > Hi Alexander, > > good that your example works. The reason its slow is most likely related > to your problem setup. > > The SimplexSolver currently does not support lower/upper bounds for the > variables, thus you had to create separate constraints for each variable > as suggested before. This makes the calculation quite slow I guess, so > we should add direct support for such bounds (similar to matlab or octave). > > This can be done with the original tableau (see > http://homepages.rpi.edu/~mitchj/handouts/upperbounds/). > > It would be nice to have your example as performance test, so you could > add a feature request to the issue tracker yourself. > > Thomas > > --------------------------------------------------------------------- > To unsubscribe, e-mail: [email protected] > For additional commands, e-mail: [email protected] > --------------------------------------------------------------------- To unsubscribe, e-mail: [email protected] For additional commands, e-mail: [email protected]
