[MATH-1549] Simplex solver report unbounded solution when solvable constraints scaling up

• Type: Bug
• Status: Resolved
• Priority: Major
• Resolution: Fixed
• Affects Version/s: 3.6.1
• Fix Version/s: 4.0

Environment

macOS catalina

• Assignee: Unassigned
• Reporter: Fan Zhang
• Created: 14/Jul/20 04:12
• Updated: 21/Jul/20 20:19
• Resolved: 21/Jul/20 18:26

Description

scenario 1:

min: x + y
x, y >= 0
9000x + y >= 0
10000x + y >= 2000
x >= 2

scenario 2:

min: x + y
x, y >= 0
9.0E15x + 1.0E12y >= 0
1.1e16x + 1.0e12y >= 2.0e15
1.0e12x >= 2e12

for scenario 1, it works out. but for scenario 2 whose constrains are just scaled up by 1e12, the solver reports unbounded solution.

 

Issue Links

• is depended upon by: NUMBERS-148 Extract double exponent manipulation routines from commons-math to numbers
• relates to: MATH-1550 SimplexTableau (linear programming)