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Andrea reopened MATH-286: ------------------------- Hi all, I'm still not convinced the original problem is correct... Could you please try? I would add the original LP with 6 variables and 5 restrictions to the test cases, since I'm not completely sure the "smaller examples" address exactly the same problem I posted weeks ago. > SimplexSolver not working as expected? > -------------------------------------- > > Key: MATH-286 > URL: https://issues.apache.org/jira/browse/MATH-286 > Project: Commons Math > Issue Type: Bug > Affects Versions: 2.0 > Environment: Java 1.6.0_13 on Windows XP 32-bit > Reporter: Andrea > Fix For: 2.1 > > Attachments: simplex.txt, SimplexSolver.patch, > SimplexSolverTest.patch, SimplexSolverTest.patch, SimplexTableau.patch, > SimplexTableau.patch > > > I guess (but I could be wrong) that SimplexSolver does not always return the > optimal solution, nor satisfies all the constraints... > Consider this LP: > max: 0.8 x0 + 0.2 x1 + 0.7 x2 + 0.3 x3 + 0.6 x4 + 0.4 x5; > r1: x0 + x2 + x4 = 23.0; > r2: x1 + x3 + x5 = 23.0; > r3: x0 >= 10.0; > r4: x2 >= 8.0; > r5: x4 >= 5.0; > LPSolve returns 25.8, with x0 = 10.0, x1 = 0.0, x2 = 8.0, x3 = 0.0, x4 = 5.0, > x5 = 23.0; > The same LP expressed in Apache commons math is: > LinearObjectiveFunction f = new LinearObjectiveFunction(new double[] { 0.8, > 0.2, 0.7, 0.3, 0.6, 0.4 }, 0 ); > Collection<LinearConstraint> constraints = new ArrayList<LinearConstraint>(); > constraints.add(new LinearConstraint(new double[] { 1, 0, 1, 0, 1, 0 }, > Relationship.EQ, 23.0)); > constraints.add(new LinearConstraint(new double[] { 0, 1, 0, 1, 0, 1 }, > Relationship.EQ, 23.0)); > constraints.add(new LinearConstraint(new double[] { 1, 0, 0, 0, 0, 0 }, > Relationship.GEQ, 10.0)); > constraints.add(new LinearConstraint(new double[] { 0, 0, 1, 0, 0, 0 }, > Relationship.GEQ, 8.0)); > constraints.add(new LinearConstraint(new double[] { 0, 0, 0, 0, 1, 0 }, > Relationship.GEQ, 5.0)); > RealPointValuePair solution = new SimplexSolver().optimize(f, constraints, > GoalType.MAXIMIZE, true); > that returns 22.20, with x0 = 15.0, x1 = 23.0, x2 = 8.0, x3 = 0.0, x4 = 0.0, > x5 = 0.0; > Is it possible SimplexSolver is buggy that way? The returned value is 22.20 > instead of 25.8, and the last constraint (x4 >= 5.0) is not satisfied... > Am I using the interface wrongly? -- This message is automatically generated by JIRA. - You can reply to this email to add a comment to the issue online.