[jira] Updated: (MATH-351) SimplexSolver fails to solve feasible problem instance
[ https://issues.apache.org/jira/browse/MATH-351?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel ] Phil Steitz updated MATH-351: - Fix Version/s: (was: 2.1) 2.2 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: 2.2 Attachments: image001.wmz, image017.gif, image018.wmz, image019.gif, image020.wmz, image021.gif, image022.wmz, image023.gif, image024.wmz, image025.gif, image026.wmz, image027.gif, image028.wmz, image029.gif, image030.wmz, image031.gif, oledata.mso, 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.
[jira] Updated: (MATH-351) SimplexSolver fails to solve feasible problem instance
[ https://issues.apache.org/jira/browse/MATH-351?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel ] Jurgen Tas updated MATH-351: Attachment: oledata.mso image031.gif image030.wmz image029.gif image028.wmz image027.gif image026.wmz image025.gif image024.wmz image023.gif image022.wmz image021.gif image020.wmz image019.gif image018.wmz image017.gif image001.wmz You are welcome! I am using the trunk version of the code. I also found that 2.0 contained some errors. In the new versions I have not found anything strange. Interesting to me is the use of epsilon. I have found that the default value of 1e-6 works fine for most problems. However, consider the following problem: The answer to this problem is trivial to find; i.e. and . However, for the case when we get a wrong answer; i.e. for we find that and (the second constraint is not satisfied), and even for no feasible solution could be found. Too me the results of this very simple problem are obvious. But how do you determine the threshold for epsilon for general problems? Do you analyze the condition number of the constraints matrix? 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: image001.wmz, image017.gif, image018.wmz, image019.gif, image020.wmz, image021.gif, image022.wmz, image023.gif, image024.wmz, image025.gif, image026.wmz, image027.gif, image028.wmz, image029.gif, image030.wmz, image031.gif, oledata.mso, 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.
[jira] Updated: (MATH-351) SimplexSolver fails to solve feasible problem instance
[ https://issues.apache.org/jira/browse/MATH-351?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel ] Phil Steitz updated MATH-351: - Fix Version/s: 2.1 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.
[jira] Updated: (MATH-351) SimplexSolver fails to solve feasible problem instance
[ https://issues.apache.org/jira/browse/MATH-351?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel ] Mark Thomas updated MATH-351: - Attachment: SimplexFail.xlsx TestSimplexFail.java The JUnit test showing an example of a problem which fails with an UnboundedSolutionException when using SimplexSolver and the Excel spreadsheet containing the optimal solution. The two together prove (I believe) that there is something wrong with SimplexSolver. 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 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.
