[ https://issues.apache.org/jira/browse/MATH-351?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=12851777#action_12851777 ]
Jurgen Tas commented on MATH-351: --------------------------------- To put it simply, you have defined a problem of the following form: max (0*x1 + 0*x2 + 0*x3 +...) subject to the following constraints: x1 + x2 + ... >= some number x2 + x3 + ... >= some number etc...(you have defined inequalities of a similar form) x1>=0, x2>=0,.... Ofcourse such a problem is unbounded; i.e. the solution is x1 = infinitiy, x2 = infinity,.... etc.. Maybe I don't understand the problem well, but to me it seems that the Excel program gives a wrong answer. Jurgen > SimplexSolver fails to solve feasible problem instance > ------------------------------------------------------- > > Key: MATH-351 > URL: https://issues.apache.org/jira/browse/MATH-351 > Project: Commons Math > Issue Type: Bug > Affects Versions: 2.0 > Environment: Windows Vista Home Premium Version 6.0 Service Pack 1, > Build 6001 > Reporter: Mark Thomas > Fix For: 2.1 > > Attachments: SimplexFail.xlsx, TestSimplexFail.java > > > SimplexSolver throws an UnboundedSolutionException on a problem instance I > can optimally solve with Excel's Solver. I've kept the parameters between the > two programs the same as far as I can tell (i.e. both have a > precision/epsilon value of 1e-6 and a maxIterations value of 1000). I will > attach a JUnit test with an example problem on which SimplexSolver fails. I > will also attach an Excel spreadsheet wtih the same data and successful > Solver setup in place. > I don't know a whole lot about linear programming or Simplex, but the problem > I'm attempting to solve does appear to have a fairly sparse coefficient > matrix, which may be part of the problem. > It's surprisingly difficult to find a Java-based linear programming library, > so I was ecstatic when I found this. Let me know how I can help! > Thanks! -- This message is automatically generated by JIRA. - You can reply to this email to add a comment to the issue online.