[MATH-966] Native support for upper and lower bound for SimplexSolver

• Type: Improvement
• Status: Open
• Priority: Minor
• Resolution: Unresolved
• Affects Version/s: 3.1.1, 4.0
• Fix Version/s: 4.X
• Assignee: Unassigned
• Reporter: Alexander Sehlström
• Created: 09/Apr/13 07:48
• Updated: 18/Apr/17 15:34

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).