Details
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Bug
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Status: Closed
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Major
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Resolution: Invalid
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2.0
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None
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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!