You are viewing a plain text version of this content. The canonical link for it is here.

Posted to issues@commons.apache.org by "David Kopp (JIRA)" <ji...@apache.org> on 2015/06/09 17:08:00 UTC

[jira] [Created] (MATH-1230) SimplexSolver returning wrong answer from optimize

David Kopp created MATH-1230:
--------------------------------

             Summary: SimplexSolver returning wrong answer from optimize
                 Key: MATH-1230
                 URL: https://issues.apache.org/jira/browse/MATH-1230
             Project: Commons Math
          Issue Type: Bug
    Affects Versions: 3.5
            Reporter: David Kopp


SimplexSolver fails for the following linear program:

min 2x1 +15x2 +18x3

Subject to

  -x1 +2x2  -6x3 <=-10
            x2  +2x3 <= 6
   2x1      +10x3 <= 19
    -x1  +x2       <= -2
    x1,x2,x3 >= 0

Solution should be
x1 = 7
x2 = 0
x3 = 1/2
Objective function = 23

Instead, it is returning
x1 = 9.5
x2 = 1/8
x3 = 0
Objective function = 20.875

Constraint number 1 is violated by this answer



--
This message was sent by Atlassian JIRA
(v6.3.4#6332)