[MATH-1391] Simplex method intermediate solutions

• Type: Improvement
• Status: Open
• Priority: Major
• Resolution: Unresolved
• Fix Version/s: 4.X
• Assignee: Unassigned
• Reporter: Konstantin Bryazgin
• Created: 11/Nov/16 15:26
• Updated: 24/Dec/19 12:44

Description

I suggest allowing access to intermediate solutions of simplex algorithm (not final vertexes at polyhedron). It can be useful for progress illustrating or early interrupting of process.

It can be like this:

SimplexSolver simplexSolver = new SimplexSolver();

// ... prepare constraintSet and goalFunction

simplexSolver.setSimplexSolverInterceptor(new SimplexSolverInterceptor() {
            public boolean intercept(PointValuePair pointValuePair) {
                // pointValuePair is intermediate solution
                // return if the optimization must be stopped here
                return false;
            }
        });

PointValuePair pair = simplexSolver.optimize(goalFunction, constraintSet, GoalType.MINIMIZE);

I needed it, so I've done it. Commit is here: https://github.com/kosbr/commons-math/commit/20f6c3d7428b7e5d5c695af7c4f51df979245297

Here is the description of what I've done in my blog. https://kosbr.github.io/2016/11/07/simplex-interceptor.html

I'm able to do the same enhancement to the commons-math library respecting rules like commit name.