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

["David Kopp (JIRA)" <ji...@apache.org>]

    [ https://issues.apache.org/jira/browse/MATH-1230?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=14579055#comment-14579055 ] 

David Kopp commented on MATH-1230:
----------------------------------

This test case should be added to SimplexSolverTest.java

    @Test
    public void testMath1230() {
        //  min 2x1 +15x2 +18x3
        //  Subject to
        //  -x1 +2x2  -6x3 <=-10
        //        x2  +2x3 <= 6
        //  2x1      +10x3 <= 19
        //  -x1  +x2       <= -2
        //   x1,x2,x3 >= 0

        LinearObjectiveFunction f =
          new LinearObjectiveFunction(new double[] { 2, 15, 18 }, 0);
        Collection<LinearConstraint> constraints = new ArrayList<LinearConstraint>();
        constraints.add(new LinearConstraint(new double[] { -1, 2  -6 }, Relationship.LEQ, -10));
        constraints.add(new LinearConstraint(new double[] {  0, 1,  2 }, Relationship.LEQ, 6));
        constraints.add(new LinearConstraint(new double[] {  2, 0, 10 }, Relationship.LEQ, 19));
        constraints.add(new LinearConstraint(new double[] { -1, 1,  0 }, Relationship.LEQ, -2));

        SimplexSolver solver = new SimplexSolver();
        PointValuePair solution = solver.optimize(f,
                                                  new LinearConstraintSet(constraints),
                                                  new NonNegativeConstraint(true),
                                                  PivotSelectionRule.BLAND);

        Assert.assertEquals(7, solution.getPoint()[0], 0d);
        Assert.assertEquals(0, solution.getPoint()[1], 0d);
        Assert.assertEquals(0.5, solution.getPoint()[2], 0d);
        Assert.assertEquals(23, solution.getValue(), 0d);
    }



> 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)