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  1. Commons Math
  2. MATH-351

SimplexSolver fails to solve feasible problem instance

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    Details

    • Type: Bug
    • Status: Closed
    • Priority: Major
    • Resolution: Invalid
    • Affects Version/s: 2.0
    • Fix Version/s: 2.2
    • Environment:

      Windows Vista Home Premium Version 6.0 Service Pack 1, Build 6001

      Description

      SimplexSolver throws an UnboundedSolutionException on a problem instance I can optimally solve with Excel's Solver. I've kept the parameters between the two programs the same as far as I can tell (i.e. both have a precision/epsilon value of 1e-6 and a maxIterations value of 1000). I will attach a JUnit test with an example problem on which SimplexSolver fails. I will also attach an Excel spreadsheet wtih the same data and successful Solver setup in place.

      I don't know a whole lot about linear programming or Simplex, but the problem I'm attempting to solve does appear to have a fairly sparse coefficient matrix, which may be part of the problem.

      It's surprisingly difficult to find a Java-based linear programming library, so I was ecstatic when I found this. Let me know how I can help!

      Thanks!

        Attachments

        1. TestSimplexFail.java
          26 kB
          Mark Thomas
        2. SimplexFail.xlsx
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          Mark Thomas
        3. ASF.LICENSE.NOT.GRANTED--image001.wmz
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        18. ASF.LICENSE.NOT.GRANTED--image031.gif
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        19. ASF.LICENSE.NOT.GRANTED--oledata.mso
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          Activity

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            • Assignee:
              Unassigned
              Reporter:
              thomamark Mark Thomas
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              Dates

              • Created:
                Updated:
                Resolved: