[MATH-293] Matrix's "OutOfBoundException" in SimplexSolver

• Type: Bug
• Status: Closed
• Priority: Major
• Resolution: Fixed
• Affects Version/s: 2.0
• Fix Version/s: 2.1

Environment

java 1.6 on Windows XP 32-Bit

• Assignee: Unassigned
• Reporter: Andrea
• Created: 09/Sep/09 14:07
• Updated: 14/Apr/10 00:21
• Resolved: 10/Sep/09 08:23

Description

Hi all,
This bug is somehow related to incident MATH-286, but not necessarily...

Let's say I have an LP and I solve it using SimplexSolver. Then I create a second LP similar to the first one, but with "stronger" constraints. The second LP has the following properties:

• the only point in the feasible region for the second LP is the solution returned for the first LP
• the solution returned for the first LP is also the (only possible) solution to the second LP

This shows the problem:

LinearObjectiveFunction f = new LinearObjectiveFunction(new double[] { 0.8, 0.2, 0.7, 0.3, 0.4, 0.6}, 0 );
Collection<LinearConstraint> constraints = new ArrayList<LinearConstraint>();
constraints.add(new LinearConstraint(new double[] { 1, 0, 1, 0, 1, 0 }, Relationship.EQ, 30.0));
constraints.add(new LinearConstraint(new double[] { 0, 1, 0, 1, 0, 1 }, Relationship.EQ, 30.0));
constraints.add(new LinearConstraint(new double[] { 0.8, 0.2, 0.0, 0.0, 0.0, 0.0 }, Relationship.GEQ, 10.0));
constraints.add(new LinearConstraint(new double[] { 0.0, 0.0, 0.7, 0.3, 0.0, 0.0 }, Relationship.GEQ, 10.0));
constraints.add(new LinearConstraint(new double[] { 0.0, 0.0, 0.0, 0.0, 0.4, 0.6 }, Relationship.GEQ, 10.0));

RealPointValuePair solution = new SimplexSolver().optimize(f, constraints, GoalType.MAXIMIZE, true);

double valA = 0.8 * solution.getPoint()[0] + 0.2 * solution.getPoint()[1];
double valB = 0.7 * solution.getPoint()[2] + 0.3 * solution.getPoint()[3];
double valC = 0.4 * solution.getPoint()[4] + 0.6 * solution.getPoint()[5];

f = new LinearObjectiveFunction(new double[] { 0.8, 0.2, 0.7, 0.3, 0.4, 0.6}, 0 );
constraints = new ArrayList<LinearConstraint>();
constraints.add(new LinearConstraint(new double[] { 1, 0, 1, 0, 1, 0 }, Relationship.EQ, 30.0));
constraints.add(new LinearConstraint(new double[] { 0, 1, 0, 1, 0, 1 }, Relationship.EQ, 30.0));
constraints.add(new LinearConstraint(new double[] { 0.8, 0.2, 0.0, 0.0, 0.0, 0.0 }, Relationship.GEQ, valA));
constraints.add(new LinearConstraint(new double[] { 0.0, 0.0, 0.7, 0.3, 0.0, 0.0 }, Relationship.GEQ, valB));
constraints.add(new LinearConstraint(new double[] { 0.0, 0.0, 0.0, 0.0, 0.4, 0.6 }, Relationship.GEQ, valC));

solution = new SimplexSolver().optimize(f, constraints, GoalType.MAXIMIZE, true);

Instead of returning the solution, SimplexSolver throws an Exception:

 Exception in thread "main" org.apache.commons.math.linear.MatrixIndexException: no entry at indices (0, 7) in a 6x7 matrix
	at org.apache.commons.math.linear.Array2DRowRealMatrix.getEntry(Array2DRowRealMatrix.java:356)
	at org.apache.commons.math.optimization.linear.SimplexTableau.getEntry(SimplexTableau.java:408)
	at org.apache.commons.math.optimization.linear.SimplexTableau.getBasicRow(SimplexTableau.java:258)
	at org.apache.commons.math.optimization.linear.SimplexTableau.getSolution(SimplexTableau.java:336)
	at org.apache.commons.math.optimization.linear.SimplexSolver.doOptimize(SimplexSolver.java:182)
	at org.apache.commons.math.optimization.linear.AbstractLinearOptimizer.optimize(AbstractLinearOptimizer.java:106)

I was too optimistic with the bug MATH-286