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  1. Commons Math
  2. MATH-966

Native support for upper and lower bound for SimplexSolver

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    Details

    • Type: Improvement
    • Status: Open
    • Priority: Minor
    • Resolution: Unresolved
    • Affects Version/s: 3.1.1, 4.0
    • Fix Version/s: 4.X
    • Labels:
      None

      Description

      The SimplexSolver (import org.apache.commons.math3.optim.linear.SimplexSolver) do not support lower and upper bounds as input arguments. It would be convenient to have this support since this would be very helpful when dealing with unconstrained problems (no Ax = c present) that has bounds on x (x_l <= x <= x_u).

      Attached is a piece of code in need for such a feature where a lot of fiddeling is needed in order to convert the bounds (x_l <= x <= x_u) to constraints (Ax = c).

        Attachments

        1. simplextest.java
          18 kB
          Alexander Sehlström

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            • Assignee:
              Unassigned
              Reporter:
              sehlstrom Alexander Sehlström
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              Dates

              • Created:
                Updated: