Details
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Improvement
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Status: Open
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Minor
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Resolution: Unresolved
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3.1.1, 4.0
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None
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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).