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Posted to commits@commons.apache.org by lu...@apache.org on 2011/11/28 21:16:30 UTC
svn commit: r1207566 - in /commons/proper/math/trunk/src:
main/java/org/apache/commons/math/optimization/linear/SimplexTableau.java
site/xdoc/changes.xml
test/java/org/apache/commons/math/optimization/linear/SimplexSolverTest.java
Author: luc
Date: Mon Nov 28 20:16:28 2011
New Revision: 1207566
URL: http://svn.apache.org/viewvc?rev=1207566&view=rev
Log:
Fixed case of unconstrained variables that still occur in the objective
function in simplex solver.
Patch provided by Thomas Neidhart
Jira: MATH-713
Modified:
commons/proper/math/trunk/src/main/java/org/apache/commons/math/optimization/linear/SimplexTableau.java
commons/proper/math/trunk/src/site/xdoc/changes.xml
commons/proper/math/trunk/src/test/java/org/apache/commons/math/optimization/linear/SimplexSolverTest.java
Modified: commons/proper/math/trunk/src/main/java/org/apache/commons/math/optimization/linear/SimplexTableau.java
URL: http://svn.apache.org/viewvc/commons/proper/math/trunk/src/main/java/org/apache/commons/math/optimization/linear/SimplexTableau.java?rev=1207566&r1=1207565&r2=1207566&view=diff
==============================================================================
--- commons/proper/math/trunk/src/main/java/org/apache/commons/math/optimization/linear/SimplexTableau.java (original)
+++ commons/proper/math/trunk/src/main/java/org/apache/commons/math/optimization/linear/SimplexTableau.java Mon Nov 28 20:16:28 2011
@@ -407,7 +407,12 @@ class SimplexTableau implements Serializ
continue;
}
Integer basicRow = getBasicRow(colIndex);
- if (basicRows.contains(basicRow)) {
+ if (basicRow != null && basicRow == 0) {
+ // if the basic row is found to be the objective function row
+ // set the coefficient to 0 -> this case handles unconstrained
+ // variables that are still part of the objective function
+ coefficients[i] = 0;
+ } else if (basicRows.contains(basicRow)) {
// if multiple variables can take a given value
// then we choose the first and set the rest equal to 0
coefficients[i] = 0 - (restrictToNonNegative ? 0 : mostNegative);
Modified: commons/proper/math/trunk/src/site/xdoc/changes.xml
URL: http://svn.apache.org/viewvc/commons/proper/math/trunk/src/site/xdoc/changes.xml?rev=1207566&r1=1207565&r2=1207566&view=diff
==============================================================================
--- commons/proper/math/trunk/src/site/xdoc/changes.xml (original)
+++ commons/proper/math/trunk/src/site/xdoc/changes.xml Mon Nov 28 20:16:28 2011
@@ -52,6 +52,10 @@ The <action> type attribute can be add,u
If the output is not quite correct, check for invisible trailing spaces!
-->
<release version="3.0" date="TBD" description="TBD">
+ <action dev="luc" type="fix" issue="MATH-713" due-to="Thomas Neidhart">
+ Fixed case of unconstrained variables that still occur in the objective function
+ in simplex solver.
+ </action>
<action dev="luc" type="add" issue="MATH-710" due-to="Eldar Agalarov">
The fast cryptographically secure pseudorandom number generator ISAAC has been added.
</action>
Modified: commons/proper/math/trunk/src/test/java/org/apache/commons/math/optimization/linear/SimplexSolverTest.java
URL: http://svn.apache.org/viewvc/commons/proper/math/trunk/src/test/java/org/apache/commons/math/optimization/linear/SimplexSolverTest.java?rev=1207566&r1=1207565&r2=1207566&view=diff
==============================================================================
--- commons/proper/math/trunk/src/test/java/org/apache/commons/math/optimization/linear/SimplexSolverTest.java (original)
+++ commons/proper/math/trunk/src/test/java/org/apache/commons/math/optimization/linear/SimplexSolverTest.java Mon Nov 28 20:16:28 2011
@@ -30,6 +30,20 @@ import org.junit.Test;
public class SimplexSolverTest {
@Test
+ public void testMath713NegativeVariable() {
+ LinearObjectiveFunction f = new LinearObjectiveFunction(new double[] {1.0, 1.0}, 0.0d);
+ ArrayList<LinearConstraint> constraints = new ArrayList<LinearConstraint>();
+ constraints.add(new LinearConstraint(new double[] {1, 0}, Relationship.EQ, 1));
+
+ double epsilon = 1e-6;
+ SimplexSolver solver = new SimplexSolver();
+ RealPointValuePair solution = solver.optimize(f, constraints, GoalType.MINIMIZE, true);
+
+ Assert.assertTrue(Precision.compareTo(solution.getPoint()[0], 0.0d, epsilon) >= 0);
+ Assert.assertTrue(Precision.compareTo(solution.getPoint()[1], 0.0d, epsilon) >= 0);
+ }
+
+ @Test
public void testMath434NegativeVariable() {
LinearObjectiveFunction f = new LinearObjectiveFunction(new double[] {0.0, 0.0, 1.0}, 0.0d);
ArrayList<LinearConstraint> constraints = new ArrayList<LinearConstraint>();