Hi all, I need to implement a way to recover some important information from SimplexSolver's final tableau. I'll start by the shadow price, which seems very straight forward. If I understand it correctly, I must: 1- Store the original LinearConstraints in the same order as the normalized constraints. The LinearConstraintSet stores the constraints in a HashSet, so care must be taken to ensure ordering. 2- After the optimization, given a constraint, I must determine the tableau's column relative to the constraint's slack variable and return the value on the objective function row. The column index should be getSlackVariableOffset() plus the number of LEQ and GEQ constraints present in the original constraints list before the given constraint.
I'm kinda new to the Simplex method, so this may be wrong too. Looking at the code, I think that the logic in (2) should be implemented in SimplexSolver, but I'm not sure about (1), since: A- SimplexSolver doesn't store the SimplexTableau instance used during optimization. Since SS is immutable, it really shouldn't. So I must return the shadow price of every constraint along the optimal PointValuePair, creating another overload of the doOptimize method (or some other new method). B- I'm not confident enough that iterating a HashSet is fully deterministic, nothing in the contracts says so. If it's really not deterministic, then I'd have to copy the original constraints in the same foreach-loop that builds the normalized constraints list inside SimplexTableau (from the HashSet in LinearConstraintSet). Normalization happens in the normalizeConstraints method, and it returns a List right into the final "constraints" field. To have both lists populated in the same loop and placed in final fields, the loop would have to be in the constructor. Kinda ugly... So, any comments about the Simplex method and coding will be greatly appreciated. I'm a mathematician and programmer (much more the later than the former), but I'm not well versed in Java's idiosyncrasies, and I'm new to participating in the FOSS community. I want to do this, and so any guidance will be appreciated :-) Best regards, Renato C. PS.: I opened a JIRA issue to track this: https://issues.apache.org/jira/browse/MATH-1032
