[MATH-713] Negative value with restrictNonNegative

• Type: Bug
• Status: Closed
• Priority: Major
• Resolution: Fixed
• Affects Version/s: 2.2
• Fix Version/s: 3.0
• Labels: nonnegative simplex solver

Environment

commons-math-2.2

• Assignee: Unassigned
• Reporter: Michał Skrzypczak
• Created: 25/Nov/11 16:35
• Updated: 24/Mar/12 16:16
• Resolved: 28/Nov/11 20:17

Description

Problem: commons-math-2.2 SimplexSolver.

A variable with 0 coefficient may be assigned a negative value nevertheless restrictToNonnegative flag in call:
SimplexSolver.optimize(function, constraints, GoalType.MINIMIZE, true);

Function
1 * x + 1 * y + 0

Constraints:
1 * x + 0 * y = 1

Result:
x = 1; y = -1;

Probably variables with 0 coefficients are omitted at some point of computation and because of that the restrictions do not affect their values.