[MATH-1230] SimplexSolver returning wrong answer from optimize

• Type: Bug
• Status: Resolved
• Priority: Major
• Resolution: Fixed
• Affects Version/s: 3.5
• Fix Version/s: 4.0
• Assignee: Unassigned
• Reporter: David Kopp
• Created: 09/Jun/15 15:07
• Updated: 09/Jun/15 18:49
• Resolved: 09/Jun/15 18:49

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