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List:       jakarta-commons-dev
Subject:    [jira] Updated: (MATH-286) SimplexSolver not working as expected?
From:       "Benjamin McCann (JIRA)" <jira () apache ! org>
Date:       2009-08-31 17:25:34
Message-ID: 694230231.1251739534442.JavaMail.jira () brutus
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     [ https://issues.apache.org/jira/browse/MATH-286?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel \
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Benjamin McCann updated MATH-286:
---------------------------------

    Attachment: simplex.txt

Here are the corresponding Simplex tableaus.  Let me know if you spot the error.

> SimplexSolver not working as expected?
> --------------------------------------
> 
> Key: MATH-286
> URL: https://issues.apache.org/jira/browse/MATH-286
> Project: Commons Math
> Issue Type: Bug
> Affects Versions: 2.0
> Environment: Java 1.6.0_13 on  Windows XP 32-bit
> Reporter: Andrea
> Attachments: simplex.txt, SimplexSolverTest.patch, SimplexTableau.patch
> 
> 
> I guess (but I could be wrong) that SimplexSolver does not always return the \
> optimal solution, nor satisfies all the constraints... Consider this LP:
> max: 0.8 x0 + 0.2 x1 + 0.7 x2 + 0.3 x3 + 0.6 x4 + 0.4 x5;
> r1: x0 + x2 + x4 = 23.0;
> r2: x1 + x3 + x5 = 23.0;
> r3: x0 >= 10.0;
> r4: x2 >= 8.0;
> r5: x4 >= 5.0;
> LPSolve returns 25.8, with x0 = 10.0, x1 = 0.0, x2 = 8.0, x3 = 0.0, x4 = 5.0, x5 = \
> 23.0; The same LP expressed in Apache commons math is:
> LinearObjectiveFunction f = new LinearObjectiveFunction(new double[] { 0.8, 0.2, \
> 0.7, 0.3, 0.6, 0.4 }, 0 ); Collection<LinearConstraint> constraints = new \
> ArrayList<LinearConstraint>(); constraints.add(new LinearConstraint(new double[] { \
> 1, 0, 1, 0, 1, 0 }, Relationship.EQ, 23.0)); constraints.add(new \
> LinearConstraint(new double[] { 0, 1, 0, 1, 0, 1 }, Relationship.EQ, 23.0)); \
> constraints.add(new LinearConstraint(new double[] { 1, 0, 0, 0, 0, 0 }, \
> Relationship.GEQ, 10.0)); constraints.add(new LinearConstraint(new double[] { 0, 0, \
> 1, 0, 0, 0 }, Relationship.GEQ, 8.0)); constraints.add(new LinearConstraint(new \
> double[] { 0, 0, 0, 0, 1, 0 }, Relationship.GEQ, 5.0)); RealPointValuePair solution \
> = new SimplexSolver().optimize(f, constraints, GoalType.MAXIMIZE, true); that \
> returns 22.20, with x0 = 15.0, x1 = 23.0, x2 = 8.0, x3 = 0.0, x4 = 0.0, x5 = 0.0; \
> Is it possible SimplexSolver is buggy that way? The returned value is 22.20 instead \
> of 25.8, and the last constraint (x4 >= 5.0) is not satisfied... Am I using the \
> interface wrongly?

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