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https://issues.apache.org/jira/browse/MATH-713?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
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Thomas Neidhart updated MATH-713:
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Attachment: MATH-713.patch
I have tested this problem with the latest trunk, and the problem still remains.
The attached patch handles the case of unconstrained variables that still occur
in the objective function. I have also added a unit test.
> Negative value with restrictNonNegative
> ---------------------------------------
>
> Key: MATH-713
> URL: https://issues.apache.org/jira/browse/MATH-713
> Project: Commons Math
> Issue Type: Bug
> Affects Versions: 2.2
> Environment: commons-math-2.2
> Reporter: Michał Skrzypczak
> Labels: nonnegative, simplex, solver
> Attachments: MATH-713.patch
>
> Original Estimate: 3h
> Remaining Estimate: 3h
>
> Problem: commons-math-2.2 SimplexSolver.
> A variable with 0 coefficient may be assigned a negative value nevertheless
> restrictToNonnegative flag in call:
> SimplexSolver.optimize(function, constraints, GoalType.MINIMIZE, true);
> Function
> 1 * x + 1 * y + 0
> Constraints:
> 1 * x + 0 * y = 1
> Result:
> x = 1; y = -1;
> Probably variables with 0 coefficients are omitted at some point of
> computation and because of that the restrictions do not affect their values.
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