[jira] Commented: (MATH-293) Matrix's "OutOfBoundException" in SimplexSolver

["Benjamin McCann (JIRA)" <ji...@apache.org>]

    [ https://issues.apache.org/jira/browse/MATH-293?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=12753207#action_12753207 ] 

Benjamin McCann commented on MATH-293:
--------------------------------------

Here's the standard LP description of the problem:
max .8 x0 + .2 x1 + .7 x2 + .3 x3 + .4 x4 + .6 x5
s.t.
x0 + x2 + x4 = 30
x1 + x3 + x5 = 30
.8 x0 + .2 x1 >= 10
.7 x2 + .3 x3 >= 10
.4 x4 + .6 x5 >= 10

> Matrix's "OutOfBoundException" in SimplexSolver
> -----------------------------------------------
>
>                 Key: MATH-293
>                 URL: https://issues.apache.org/jira/browse/MATH-293
>             Project: Commons Math
>          Issue Type: Bug
>    Affects Versions: Nightly Builds
>         Environment: java 1.6 on Windows XP 32-Bit
>            Reporter: Andrea
>
> Hi all,
> This bug is somehow related to incident MATH-286, but not necessarily...
> Let's say I have an LP and I solve it using SimplexSolver. Then I create a second LP similar to the first one, but with "stronger" constraints. The second LP has the following properties:
> * the only point in the feasible region for the second LP is the solution returned for the first LP
> * the solution returned for the first LP is also the (only possible) solution to the second LP
> This shows the problem:
> {code:borderStyle=solid}
> LinearObjectiveFunction f = new LinearObjectiveFunction(new double[] { 0.8, 0.2, 0.7, 0.3, 0.4, 0.6}, 0 );
> Collection<LinearConstraint> constraints = new ArrayList<LinearConstraint>();
> constraints.add(new LinearConstraint(new double[] { 1, 0, 1, 0, 1, 0 }, Relationship.EQ, 30.0));
> constraints.add(new LinearConstraint(new double[] { 0, 1, 0, 1, 0, 1 }, Relationship.EQ, 30.0));
> constraints.add(new LinearConstraint(new double[] { 0.8, 0.2, 0.0, 0.0, 0.0, 0.0 }, Relationship.GEQ, 10.0));
> constraints.add(new LinearConstraint(new double[] { 0.0, 0.0, 0.7, 0.3, 0.0, 0.0 }, Relationship.GEQ, 10.0));
> constraints.add(new LinearConstraint(new double[] { 0.0, 0.0, 0.0, 0.0, 0.4, 0.6 }, Relationship.GEQ, 10.0));
> RealPointValuePair solution = new SimplexSolver().optimize(f, constraints, GoalType.MAXIMIZE, true);
> double valA = 0.8 * solution.getPoint()[0] + 0.2 * solution.getPoint()[1];
> double valB = 0.7 * solution.getPoint()[2] + 0.3 * solution.getPoint()[3];
> double valC = 0.4 * solution.getPoint()[4] + 0.6 * solution.getPoint()[5];
> f = new LinearObjectiveFunction(new double[] { 0.8, 0.2, 0.7, 0.3, 0.4, 0.6}, 0 );
> constraints = new ArrayList<LinearConstraint>();
> constraints.add(new LinearConstraint(new double[] { 1, 0, 1, 0, 1, 0 }, Relationship.EQ, 30.0));
> constraints.add(new LinearConstraint(new double[] { 0, 1, 0, 1, 0, 1 }, Relationship.EQ, 30.0));
> constraints.add(new LinearConstraint(new double[] { 0.8, 0.2, 0.0, 0.0, 0.0, 0.0 }, Relationship.GEQ, valA));
> constraints.add(new LinearConstraint(new double[] { 0.0, 0.0, 0.7, 0.3, 0.0, 0.0 }, Relationship.GEQ, valB));
> constraints.add(new LinearConstraint(new double[] { 0.0, 0.0, 0.0, 0.0, 0.4, 0.6 }, Relationship.GEQ, valC));
> solution = new SimplexSolver().optimize(f, constraints, GoalType.MAXIMIZE, true);
> {code} 
> Instead of returning the solution, SimplexSolver throws an Exception:
> {noformat} Exception in thread "main" org.apache.commons.math.linear.MatrixIndexException: no entry at indices (0, 7) in a 6x7 matrix
> 	at org.apache.commons.math.linear.Array2DRowRealMatrix.getEntry(Array2DRowRealMatrix.java:356)
> 	at org.apache.commons.math.optimization.linear.SimplexTableau.getEntry(SimplexTableau.java:408)
> 	at org.apache.commons.math.optimization.linear.SimplexTableau.getBasicRow(SimplexTableau.java:258)
> 	at org.apache.commons.math.optimization.linear.SimplexTableau.getSolution(SimplexTableau.java:336)
> 	at org.apache.commons.math.optimization.linear.SimplexSolver.doOptimize(SimplexSolver.java:182)
> 	at org.apache.commons.math.optimization.linear.AbstractLinearOptimizer.optimize(AbstractLinearOptimizer.java:106){noformat} 
> I was too optimistic with the bug MATH-286 ;-)

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