[jira] [Commented] (MATH-819) SimplexSolver - InfeasibleSolution when feasible

2013-03-10 Thread Raghu Rangarajan (JIRA) 

[ 
https://issues.apache.org/jira/browse/MATH-819?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13598435#comment-13598435
 ] 

Raghu Rangarajan commented on MATH-819:
---

Hi Thomas,

Thanks. I will try it when I find some time.


 
--
Raghu




> SimplexSolver - InfeasibleSolution when feasible
> 
>
> Key: MATH-819
> URL: https://issues.apache.org/jira/browse/MATH-819
> Project: Commons Math
>  Issue Type: Bug
>Affects Versions: 3.1
> Environment: Windows 7, JDK 1.7.0_03
>Reporter: Raghu Rangarajan
>Assignee: Thomas Neidhart
> Fix For: 3.2
>
> Attachments: CommonsSolver2.java, lp-octave.txt, test.log, test.mod, 
> test.out
>
>
> I am seeing an odd behavior with the latest code in the main trunk (Directory 
> revision: 1358535). The solver throws "NoFeasibleSolutionException" for a 
> problem which has a feasible solution. Just by commenting out the last 
> constraint, we get a feasible solution. And for that solution, the constraint 
> in question does not seem to be playing a role. 

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[jira] [Commented] (MATH-819) SimplexSolver - InfeasibleSolution when feasible

2012-07-15 Thread Raghu Rangarajan (JIRA) 

[ 
https://issues.apache.org/jira/browse/MATH-819?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13414693#comment-13414693
 ] 

Raghu Rangarajan commented on MATH-819:
---

Hi Thomas,

OK. I will try few more test cases and open a new defect if I see more issues. 
I will leave it to you if you want to keep this defect open until it gets 
fixed. Thanks.

--
Raghu

> SimplexSolver - InfeasibleSolution when feasible
> 
>
> Key: MATH-819
> URL: https://issues.apache.org/jira/browse/MATH-819
> Project: Commons Math
>  Issue Type: Bug
>Affects Versions: 3.1
> Environment: Windows 7, JDK 1.7.0_03
>Reporter: Raghu Rangarajan
> Attachments: CommonsSolver2.java, lp-octave.txt, test.log, test.mod, 
> test.out
>
>
> I am seeing an odd behavior with the latest code in the main trunk (Directory 
> revision: 1358535). The solver throws "NoFeasibleSolutionException" for a 
> problem which has a feasible solution. Just by commenting out the last 
> constraint, we get a feasible solution. And for that solution, the constraint 
> in question does not seem to be playing a role. 

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[jira] [Commented] (MATH-819) SimplexSolver - InfeasibleSolution when feasible

2012-07-15 Thread Raghu Rangarajan (JIRA) 

[ 
https://issues.apache.org/jira/browse/MATH-819?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13414621#comment-13414621
 ] 

Raghu Rangarajan commented on MATH-819:
---

Hi Thomas,

I will try to skip adding such constraints as much as possible. 

You mention that variables without any specified bounds may take values in the 
range [0, infinity]. Am I correct to assume that such variables could take 
values from -infinity to infinity if I call the SimplexSolver.optimize method 
with restrictToNonNegative set to false? Sorry if I am asking for clarification 
on something that is obvious. Thanks.

--
Raghu

> SimplexSolver - InfeasibleSolution when feasible
> 
>
> Key: MATH-819
> URL: https://issues.apache.org/jira/browse/MATH-819
> Project: Commons Math
>  Issue Type: Bug
>Affects Versions: 3.1
> Environment: Windows 7, JDK 1.7.0_03
>Reporter: Raghu Rangarajan
> Attachments: CommonsSolver2.java, lp-octave.txt, test.log, test.mod, 
> test.out
>
>
> I am seeing an odd behavior with the latest code in the main trunk (Directory 
> revision: 1358535). The solver throws "NoFeasibleSolutionException" for a 
> problem which has a feasible solution. Just by commenting out the last 
> constraint, we get a feasible solution. And for that solution, the constraint 
> in question does not seem to be playing a role. 

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[jira] [Comment Edited] (MATH-819) SimplexSolver - InfeasibleSolution when feasible

2012-07-14 Thread Raghu Rangarajan (JIRA) 

[ 
https://issues.apache.org/jira/browse/MATH-819?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13413643#comment-13413643
 ] 

Raghu Rangarajan edited comment on MATH-819 at 7/14/12 11:47 AM:
-

Hi Thomas,

I will check out Octave. But glpk is able to solve this problem with those 
large coeffs. I used the standalone solver (glpsol) that comes with glpk. I 
have attached the input, output and solution files (test.*) for the same 
problem. Please look into it. 

I guess I can skip specifying such wide bounds when we don't really know the 
bounds. I will try it out and get back if I see any more problems. 

Again, thanks for looking into this issue.

--
Raghu

  was (Author: vidyaraghu):
Hi Thomas,

I will check out Octave. But glpk is able to solve this problem with those 
large coeffs. I used the standalone solver (glpsol) that comes with glpk. I 
have attached the input, output and solution files (test.*) for the same 
problem. Please look into it. 

Also please tell me if there is a way to specify "no bounds" for lower and 
upper bounds for a variable and if that would help the solver. We specify 
+/-1e10 for those in LinearConstraints since we don't know better.

Again, thanks for looking into this issue.

--
Raghu
  
> SimplexSolver - InfeasibleSolution when feasible
> 
>
> Key: MATH-819
> URL: https://issues.apache.org/jira/browse/MATH-819
> Project: Commons Math
>  Issue Type: Bug
>Affects Versions: 3.1
> Environment: Windows 7, JDK 1.7.0_03
>Reporter: Raghu Rangarajan
> Attachments: CommonsSolver2.java, lp-octave.txt, test.log, test.mod, 
> test.out
>
>
> I am seeing an odd behavior with the latest code in the main trunk (Directory 
> revision: 1358535). The solver throws "NoFeasibleSolutionException" for a 
> problem which has a feasible solution. Just by commenting out the last 
> constraint, we get a feasible solution. And for that solution, the constraint 
> in question does not seem to be playing a role. 

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[jira] [Comment Edited] (MATH-819) SimplexSolver - InfeasibleSolution when feasible

2012-07-13 Thread Raghu Rangarajan (JIRA) 

[ 
https://issues.apache.org/jira/browse/MATH-819?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13413643#comment-13413643
 ] 

Raghu Rangarajan edited comment on MATH-819 at 7/13/12 10:42 AM:
-

Hi Thomas,

I will check out Octave. But glpk is able to solve this problem with those 
large coeffs. I used the standalone solver (glpsol) that comes with glpk. I 
have attached the input, output and solution files (test.*) for the same 
problem. Please look into it. 

Also please tell me if there is a way to specify "no bounds" for lower and 
upper bounds for a variable and if that would help the solver. We specify 
+/-1e10 for those in LinearConstraints since we don't know better.

Again, thanks for looking into this issue.

--
Raghu

  was (Author: vidyaraghu):
Hi Thomas,

I will check out Octave. But glpk is able to solve this problem with those 
large coeffs. I used the standalone solver (glpsol) that comes with glpk. I 
have attached the input, output and solution files (test.*) for the same 
problem. Please look into it. 

Again, thanks for looking into this issue.

--
Raghu
  
> SimplexSolver - InfeasibleSolution when feasible
> 
>
> Key: MATH-819
> URL: https://issues.apache.org/jira/browse/MATH-819
> Project: Commons Math
>  Issue Type: Bug
>Affects Versions: 3.1
> Environment: Windows 7, JDK 1.7.0_03
>Reporter: Raghu Rangarajan
> Attachments: CommonsSolver2.java, lp-octave.txt, test.log, test.mod, 
> test.out
>
>
> I am seeing an odd behavior with the latest code in the main trunk (Directory 
> revision: 1358535). The solver throws "NoFeasibleSolutionException" for a 
> problem which has a feasible solution. Just by commenting out the last 
> constraint, we get a feasible solution. And for that solution, the constraint 
> in question does not seem to be playing a role. 

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[jira] [Commented] (MATH-819) SimplexSolver - InfeasibleSolution when feasible

2012-07-13 Thread Raghu Rangarajan (JIRA) 

[ 
https://issues.apache.org/jira/browse/MATH-819?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13413643#comment-13413643
 ] 

Raghu Rangarajan commented on MATH-819:
---

Hi Thomas,

I will check out Octave. But glpk is able to solve this problem with those 
large coeffs. I used the standalone solver (glpsol) that comes with glpk. I 
have attached the input, output and solution files (test.*) for the same 
problem. Please look into it. 

Again, thanks for looking into this issue.

--
Raghu

> SimplexSolver - InfeasibleSolution when feasible
> 
>
> Key: MATH-819
> URL: https://issues.apache.org/jira/browse/MATH-819
> Project: Commons Math
>  Issue Type: Bug
>Affects Versions: 3.1
> Environment: Windows 7, JDK 1.7.0_03
>Reporter: Raghu Rangarajan
> Attachments: CommonsSolver2.java, lp-octave.txt, test.log, test.mod, 
> test.out
>
>
> I am seeing an odd behavior with the latest code in the main trunk (Directory 
> revision: 1358535). The solver throws "NoFeasibleSolutionException" for a 
> problem which has a feasible solution. Just by commenting out the last 
> constraint, we get a feasible solution. And for that solution, the constraint 
> in question does not seem to be playing a role. 

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[jira] [Updated] (MATH-819) SimplexSolver - InfeasibleSolution when feasible

2012-07-13 Thread Raghu Rangarajan (JIRA) 

 [ 
https://issues.apache.org/jira/browse/MATH-819?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
 ]

Raghu Rangarajan updated MATH-819:
--

Attachment: test.out
test.mod
test.log

> SimplexSolver - InfeasibleSolution when feasible
> 
>
> Key: MATH-819
> URL: https://issues.apache.org/jira/browse/MATH-819
> Project: Commons Math
>  Issue Type: Bug
>Affects Versions: 3.1
> Environment: Windows 7, JDK 1.7.0_03
>Reporter: Raghu Rangarajan
> Attachments: CommonsSolver2.java, lp-octave.txt, test.log, test.mod, 
> test.out
>
>
> I am seeing an odd behavior with the latest code in the main trunk (Directory 
> revision: 1358535). The solver throws "NoFeasibleSolutionException" for a 
> problem which has a feasible solution. Just by commenting out the last 
> constraint, we get a feasible solution. And for that solution, the constraint 
> in question does not seem to be playing a role. 

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[jira] [Updated] (MATH-819) SimplexSolver - InfeasibleSolution when feasible

2012-07-11 Thread Raghu Rangarajan (JIRA) 

 [ 
https://issues.apache.org/jira/browse/MATH-819?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
 ]

Raghu Rangarajan updated MATH-819:
--

Attachment: CommonsSolver2.java

> SimplexSolver - InfeasibleSolution when feasible
> 
>
> Key: MATH-819
> URL: https://issues.apache.org/jira/browse/MATH-819
> Project: Commons Math
>  Issue Type: Bug
>Affects Versions: 3.1
> Environment: Windows 7, JDK 1.7.0_03
>Reporter: Raghu Rangarajan
> Attachments: CommonsSolver2.java
>
>
> I am seeing an odd behavior with the latest code in the main trunk (Directory 
> revision: 1358535). The solver throws "NoFeasibleSolutionException" for a 
> problem which has a feasible solution. Just by commenting out the last 
> constraint, we get a feasible solution. And for that solution, the constraint 
> in question does not seem to be playing a role. 

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[jira] [Created] (MATH-819) SimplexSolver - InfeasibleSolution when feasible

2012-07-11 Thread Raghu Rangarajan (JIRA) 
Raghu Rangarajan created MATH-819:
-

 Summary: SimplexSolver - InfeasibleSolution when feasible
 Key: MATH-819
 URL: https://issues.apache.org/jira/browse/MATH-819
 Project: Commons Math
  Issue Type: Bug
Affects Versions: 3.1
 Environment: Windows 7, JDK 1.7.0_03
Reporter: Raghu Rangarajan
 Attachments: CommonsSolver2.java

I am seeing an odd behavior with the latest code in the main trunk (Directory 
revision: 1358535). The solver throws "NoFeasibleSolutionException" for a 
problem which has a feasible solution. Just by commenting out the last 
constraint, we get a feasible solution. And for that solution, the constraint 
in question does not seem to be playing a role. 

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[jira] [Reopened] (MATH-813) SimplexSolver bug?

2012-07-10 Thread Raghu Rangarajan (JIRA) 

 [ 
https://issues.apache.org/jira/browse/MATH-813?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
 ]

Raghu Rangarajan reopened MATH-813:
---


> 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: Nightly Builds
>
> 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 constraints = new 
> ArrayList();
> 
> //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());
>   }
> }
> --

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[jira] [Resolved] (MATH-813) SimplexSolver bug?

2012-07-10 Thread Raghu Rangarajan (JIRA) 

 [ 
https://issues.apache.org/jira/browse/MATH-813?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
 ]

Raghu Rangarajan resolved MATH-813.
---

Resolution: Fixed

> 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: Nightly Builds
>
> 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 constraints = new 
> ArrayList();
> 
> //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());
>   }
> }
> --

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[jira] [Closed] (MATH-813) SimplexSolver bug?

2012-07-10 Thread Raghu Rangarajan (JIRA) 

 [ 
https://issues.apache.org/jira/browse/MATH-813?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
 ]

Raghu Rangarajan closed MATH-813.
-


> 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: Nightly Builds
>
> 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 constraints = new 
> ArrayList();
> 
> //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());
>   }
> }
> --

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[jira] [Closed] (MATH-813) SimplexSolver bug?

2012-07-10 Thread Raghu Rangarajan (JIRA) 

 [ 
https://issues.apache.org/jira/browse/MATH-813?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
 ]

Raghu Rangarajan closed MATH-813.
-

   Resolution: Fixed
Fix Version/s: Nightly Builds

> 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: Nightly Builds
>
> 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 constraints = new 
> ArrayList();
> 
> //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());
>   }
> }
> --

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[jira] [Commented] (MATH-813) SimplexSolver bug?

2012-07-10 Thread Raghu Rangarajan (JIRA) 

[ 
https://issues.apache.org/jira/browse/MATH-813?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13410751#comment-13410751
 ] 

Raghu Rangarajan commented on MATH-813:
---

Hi Thomas,

I too am able to get the right results with the latest trunk code. Thanks for 
looking into this. 

Raghu

> 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: Nightly Builds
>
> 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 constraints = new 
> ArrayList();
> 
> //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());
>   }
> }
> --

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[jira] [Updated] (MATH-813) SimplexSolver bug?

2012-07-10 Thread Raghu Rangarajan (JIRA) 

 [ 
https://issues.apache.org/jira/browse/MATH-813?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
 ]

Raghu Rangarajan updated MATH-813:
--

Attachment: Commons_Solver.java

> 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
> 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 constraints = new 
> ArrayList();
> 
> //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());
>   }
> }
> --

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[jira] [Created] (MATH-813) SimplexSolver bug?

2012-07-10 Thread Raghu Rangarajan (JIRA) 
Raghu Rangarajan created MATH-813:
-

 Summary: 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


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 constraints = new 
ArrayList();

//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());
  }
}
--

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