Hi Alexander,
thanks, but there is a small problem with your constraints:
you assign the zeros array to coeff, but this does not copy the array, so
the array will be filled with '1's instead of an array with only one '1' at
position i.
for ( int i = 0; i < s_l.length; i++ ) {
double[] coef = zeros;
coef[i] = 1;
constraints.add( new LinearConstraint( coef, Relationship.GEQ, s_l[i]
) );
constraints.add( new LinearConstraint( coef, Relationship.LEQ, s_u[i]
) );
}
change this to something like:
double[] coef = Arrays.copyOf( zeros, zeros.length );
Another thing: the lower/upper bounds in this test are for all variable 1/1.
Thomas
On Tue, Apr 9, 2013 at 9:52 AM, Alexander Sehlström
<[email protected]>wrote:
> Issue created!
>
> https://issues.apache.org/jira/browse/MATH-966
>
>
> 9 apr 2013 kl. 08:36 skrev Thomas Neidhart <[email protected]>:
>
> > On 04/09/2013 08:23 AM, Alexander Sehlström wrote:
> >> Thomas,
> >>
> >> After writing the pice of code you were asking for I found the error;
> The max iteration exception was thrown, but swallowed by some part of my
> code, hence not showing up. So by increasing from maximum 100 to 1000
> iterations the SimplexSolver returns a result.
> >>
> >> It is quite slow however and do not come near the computation time I
> need solving the same problem in Matlab with linprog. Suggestions of other
> Apache Commons Math classes that are solving the same type of problems as
> the SimplexSolver do are gratefully accepted.
> >
> > Hi Alexander,
> >
> > good that your example works. The reason its slow is most likely related
> > to your problem setup.
> >
> > The SimplexSolver currently does not support lower/upper bounds for the
> > variables, thus you had to create separate constraints for each variable
> > as suggested before. This makes the calculation quite slow I guess, so
> > we should add direct support for such bounds (similar to matlab or
> octave).
> >
> > This can be done with the original tableau (see
> > http://homepages.rpi.edu/~mitchj/handouts/upperbounds/).
> >
> > It would be nice to have your example as performance test, so you could
> > add a feature request to the issue tracker yourself.
> >
> > Thomas
> >
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