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Thomas Neidhart commented on MATH-813: -------------------------------------- Thanks for the report anyway! I marked the issue as a duplicate of MATH-781 and changed the fix version to 3.1 > SimplexSolver bug? > ------------------ > > Key: MATH-813 > URL: https://issues.apache.org/jira/browse/MATH-813 > Project: Commons Math > Issue Type: Bug > Affects Versions: 3.0 > Environment: Windows 7, JDK 1.7.0_03 > Reporter: Raghu Rangarajan > Fix For: 3.1 > > Attachments: Commons_Solver.java > > > I am trying to use the SimplexSolver in commons-math3-3.0 and am getting > unpredictable results. I am pasting the problem code below. Basically > swapping the sequence of the last two constraints results in two different > results (of which one is pure sub-optimal). Am I not using the solver > correctly? > ------------------------------ > import java.util.ArrayList; > import java.util.Collection; > import org.apache.commons.math3.optimization.*; > import org.apache.commons.math3.optimization.linear.*; > public class Commons_Solver { > public static void main(String[] args) { > // describe the optimization problem > > LinearObjectiveFunction f = new LinearObjectiveFunction(new double[] { 1, > 1, 1, 1, 1, 1, 0, 0 }, 0); > Collection <LinearConstraint>constraints = new > ArrayList<LinearConstraint>(); > > //variables upper bounds > constraints.add(new LinearConstraint(new double[] { 1, 0, 0, 0, 0, 0, 0, > 0 }, Relationship.LEQ, 38)); > constraints.add(new LinearConstraint(new double[] { 0, 1, 0, 0, 0, 0, 0, > 0 }, Relationship.LEQ, 34)); > constraints.add(new LinearConstraint(new double[] { 0, 0, 1, 0, 0, 0, 0, > 0 }, Relationship.LEQ, 1)); > constraints.add(new LinearConstraint(new double[] { 0, 0, 0, 1, 0, 0, 0, > 0 }, Relationship.LEQ, 6)); > constraints.add(new LinearConstraint(new double[] { 0, 0, 0, 0, 1, 0, 0, > 0 }, Relationship.LEQ, 17)); > constraints.add(new LinearConstraint(new double[] { 0, 0, 0, 0, 0, 1, 0, > 0 }, Relationship.LEQ, 11)); > constraints.add(new LinearConstraint(new double[] { 0, 0, 0, 0, 0, 0, 1, > 0 }, Relationship.LEQ, 101)); > constraints.add(new LinearConstraint(new double[] { 0, 0, 0, 0, 0, 0, 0, > 1 }, Relationship.LEQ, 1e10)); > //variables lower bounds > constraints.add(new LinearConstraint(new double[] { 1, 0, 0, 0, 0, 0, 0, > 0 }, Relationship.GEQ, 0)); > constraints.add(new LinearConstraint(new double[] { 0, 1, 0, 0, 0, 0, 0, > 0 }, Relationship.GEQ, 0)); > constraints.add(new LinearConstraint(new double[] { 0, 0, 1, 0, 0, 0, 0, > 0 }, Relationship.GEQ, 0)); > constraints.add(new LinearConstraint(new double[] { 0, 0, 0, 1, 0, 0, 0, > 0 }, Relationship.GEQ, 0)); > constraints.add(new LinearConstraint(new double[] { 0, 0, 0, 0, 1, 0, 0, > 0 }, Relationship.GEQ, 0)); > constraints.add(new LinearConstraint(new double[] { 0, 0, 0, 0, 0, 1, 0, > 0 }, Relationship.GEQ, 0)); > constraints.add(new LinearConstraint(new double[] { 0, 0, 0, 0, 0, 0, 1, > 0 }, Relationship.GEQ, 0)); > constraints.add(new LinearConstraint(new double[] { 0, 0, 0, 0, 0, 0, 0, > 1 }, Relationship.GEQ, 0)); > constraints.add(new LinearConstraint(new double[] { -1,-1, -1, -1, -1, > -1, 1, 0 }, Relationship.EQ, 0)); > constraints.add(new LinearConstraint(new double[] { -1, -1, -1, -1, -1, > -1,0 , 1 }, Relationship.EQ, 0)); > constraints.add(new LinearConstraint(new double[] { 1, 0, 0, 0, 0, 0, 0, > -0.2841121495327103 }, Relationship.GEQ, 0)); > constraints.add(new LinearConstraint(new double[] { 0, 1, 0, 0, 0, 0, 0, > -0.25420560747663556 }, Relationship.GEQ, 0)); > constraints.add(new LinearConstraint(new double[] { 0, 0, 0, 1, 0, 0, 0, > -0.04485981308411215 }, Relationship.GEQ, 0)); > > /*--------------- > Swapping the sequence of the below two constraints produces two different > results > ------------------*/ > constraints.add(new LinearConstraint(new double[] { 0, 0, 0, 0, 1, 0, 0, > -0.12710280373831778 }, Relationship.GEQ, 0)); > constraints.add(new LinearConstraint(new double[] { 0, 0, 0, 0, 0, 1, 0, > -0.08224299065420561 }, Relationship.GEQ, 0)); > /*------------------*/ > > PointValuePair solution = new SimplexSolver().optimize(f, constraints, > GoalType.MAXIMIZE, false); > // get the solution > for (int i = 0 ; i < solution.getPoint().length; i++) > System.out.println("x[" + i + "] = " + solution.getPoint()[i]); > > System.out.println("value = " + solution.getValue()); > } > } > ---------------------------------- -- 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