[
https://issues.apache.org/jira/browse/MATH-781?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13266419#comment-13266419
]
Thomas Neidhart commented on MATH-781:
--------------------------------------
The algorithm flow is as follows:
* perform phase 1:
** iterate while !optimal
** isOptimal uses epsilon
* after phase 1, drop phase 1 objective function
** drop columns using the same criteria as in isOptimal but with ulp instead
of epsilon
* perform phase 2
** ..
After finishing phase 1, we end up dropping columns based on a different
epsilon (ulp) as in the convergence check of the iteration for phase 1.
> SimplexSolver gives bad results
> -------------------------------
>
> Key: MATH-781
> URL: https://issues.apache.org/jira/browse/MATH-781
> Project: Commons Math
> Issue Type: Bug
> Affects Versions: 3.0
> Environment: Windows 7 (64), jdk1.7.0_03
> Reporter: Scheiber Ernő
> Attachments: LinearProgCM.java, LinearProgCM2.java
>
>
> Methode SimplexSolver.optimeze(...) gives bad results with commons-math3-3.0
> in a simple test problem. It works well in commons-math-2.2.
--
This message is automatically generated by JIRA.
If you think it was sent incorrectly, please contact your JIRA administrators:
https://issues.apache.org/jira/secure/ContactAdministrators!default.jspa
For more information on JIRA, see: http://www.atlassian.com/software/jira
