[MATH-288] SimplexSolver not working as expected 2

• Type: Bug
• Status: Closed
• Priority: Major
• Resolution: Fixed
• Affects Version/s: 2.1
• Fix Version/s: 2.1

Environment

Java 1.6.0_13 on Windows XP 32-bit

• Assignee: Unassigned
• Reporter: Stefan Radacovsky
• Created: 24/Aug/09 22:31
• Updated: 14/Apr/10 00:30
• Resolved: 25/Aug/09 18:10

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>();
podmienky.add(new LinearConstraint(new double[]

{1, 0, 0, 0}

, Relationship.LEQ, 1));
podmienky.add(new LinearConstraint(new double[]

{0, 1, 0, 0}

, Relationship.LEQ, 1));
podmienky.add(new LinearConstraint(new double[]

{3, 0, -5, 0}

, Relationship.LEQ, 0));
podmienky.add(new LinearConstraint(new double[]

{2, 0, 0, -5}

, Relationship.LEQ, 0));
podmienky.add(new LinearConstraint(new double[]

{0, 2, -5, 0}

, Relationship.LEQ, 0));
podmienky.add(new LinearConstraint(new double[]

{0, 3, 0, -5}

, Relationship.LEQ, 0));
podmienky.add(new LinearConstraint(new double[]

{3, 2, 0, 0}

, Relationship.LEQ, 5));
podmienky.add(new LinearConstraint(new double[]

{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).