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  1. Commons Math
  2. MATH-1549

Simplex solver report unbounded solution when solvable constraints scaling up

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    Details

    • Type: Bug
    • Status: Resolved
    • Priority: Major
    • Resolution: Fixed
    • Affects Version/s: 3.6.1
    • Fix Version/s: 4.0
    • Labels:
      None
    • Environment:

      macOS catalina

      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.

       

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              • Assignee:
                Unassigned
                Reporter:
                fanfzzhang Fan Zhang
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