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  1. Commons Math
  2. MATH-1230

SimplexSolver returning wrong answer from optimize

    Details

    • Type: Bug
    • Status: Resolved
    • Priority: Major
    • Resolution: Fixed
    • Affects Version/s: 3.5
    • Fix Version/s: 4.0
    • Labels:
      None

      Description

      SimplexSolver fails for the following linear program:

      min 2x1 +15x2 +18x3

      Subject to

      -x1 +2x2 -6x3 <=-10
      x2 +2x3 <= 6
      2x1 +10x3 <= 19
      -x1 +x2 <= -2
      x1,x2,x3 >= 0

      Solution should be
      x1 = 7
      x2 = 0
      x3 = 1/2
      Objective function = 23

      Instead, it is returning
      x1 = 9.5
      x2 = 1/8
      x3 = 0
      Objective function = 20.875

      Constraint number 1 is violated by this answer

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            • Assignee:
              Unassigned
              Reporter:
              koppdk David Kopp
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              • Created:
                Updated:
                Resolved: