SimplexSolver not working as expected 2

XMLWordPrintableJSON

Details

• Bug
• Status: Closed
• Major
• Resolution: Fixed
• 2.1
• None
• None
• Java 1.6.0_13 on Windows XP 32-bit

Description

SimplexSolver didn't find the optimal solution.

Program for Lpsolve:
=====================
/* Objective function */
max: 7 a 3 b;

/* Constraints */
R1: +3 a -5 c <= 0;
R2: +2 a -5 d <= 0;
R3: +2 b -5 c <= 0;
R4: +3 b -5 d <= 0;
R5: +3 a +2 b <= 5;
R6: +2 a +3 b <= 5;

/* Variable bounds */
a <= 1;
b <= 1;
=====================
Results(correct): a = 1, b = 1, value = 10

Program for SimplexSolve:
=====================
LinearObjectiveFunction kritFcia = new LinearObjectiveFunction(new double[]

{7, 3, 0, 0}

, 0);
Collection<LinearConstraint> podmienky = new ArrayList<LinearConstraint>();

{1, 0, 0, 0}

, Relationship.LEQ, 1));

{0, 1, 0, 0}

, Relationship.LEQ, 1));

{3, 0, -5, 0}

, Relationship.LEQ, 0));

{2, 0, 0, -5}

, Relationship.LEQ, 0));

{0, 2, -5, 0}

, Relationship.LEQ, 0));

{0, 3, 0, -5}

, Relationship.LEQ, 0));

{3, 2, 0, 0}

, Relationship.LEQ, 5));

{2, 3, 0, 0}

, Relationship.LEQ, 5));
SimplexSolver solver = new SimplexSolver();
RealPointValuePair result = solver.optimize(kritFcia, podmienky, GoalType.MAXIMIZE, true);
=====================
Results(incorrect): a = 1, b = 0.5, value = 8.5

P.S. I used the latest software from the repository (including MATH-286 fix).

Attachments

1. SimplexSolver.patch
0.8 kB
Benjamin McCann
2. SimplexSolverTest.patch
3 kB
Benjamin McCann
3. SimplexTableau.patch
2 kB
Benjamin McCann

People

Unassigned
0 Vote for this issue
Watchers:
1 Start watching this issue

Dates

Created:
Updated:
Resolved:

Time Tracking

Estimated:
8h
Remaining:
8h
Logged:
Not Specified