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Posted to issues@commons.apache.org by "Scheiber Ernő (JIRA)" <ji...@apache.org> on 2012/04/21 09:12:41 UTC
[jira] [Created] (MATH-781) SimplexSolver gives bad results
Scheiber Ernő created MATH-781:
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Summary: SimplexSolver gives bad results
Key: MATH-781
URL: https://issues.apache.org/jira/browse/MATH-781
Project: Commons Math
Issue Type: Bug
Affects Versions: 3.0
Environment: Windows 7 (64), jdk1.7.0_03
Reporter: Scheiber Ernő
Methode SimplexSolver.optimeze(...) gives bad results with commons-math3-3.0
in a simple test problem. It works well in commons-math-2.2.
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[jira] [Commented] (MATH-781) SimplexSolver gives bad results
Posted by "Thomas Neidhart (JIRA)" <ji...@apache.org>.
[ https://issues.apache.org/jira/browse/MATH-781?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13266419#comment-13266419 ]
Thomas Neidhart commented on MATH-781:
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The algorithm flow is as follows:
* perform phase 1:
** iterate while !optimal
** isOptimal uses epsilon
* after phase 1, drop phase 1 objective function
** drop columns using the same criteria as in isOptimal but with ulp instead of epsilon
* perform phase 2
** ..
After finishing phase 1, we end up dropping columns based on a different epsilon (ulp) as in the convergence check of the iteration for phase 1.
> SimplexSolver gives bad results
> -------------------------------
>
> Key: MATH-781
> URL: https://issues.apache.org/jira/browse/MATH-781
> Project: Commons Math
> Issue Type: Bug
> Affects Versions: 3.0
> Environment: Windows 7 (64), jdk1.7.0_03
> Reporter: Scheiber Ernő
> Attachments: LinearProgCM.java, LinearProgCM2.java
>
>
> Methode SimplexSolver.optimeze(...) gives bad results with commons-math3-3.0
> in a simple test problem. It works well in commons-math-2.2.
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[jira] [Resolved] (MATH-781) SimplexSolver gives bad results
Posted by "Thomas Neidhart (JIRA)" <ji...@apache.org>.
[ https://issues.apache.org/jira/browse/MATH-781?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel ]
Thomas Neidhart resolved MATH-781.
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Resolution: Fixed
Fix Version/s: 3.1
> SimplexSolver gives bad results
> -------------------------------
>
> Key: MATH-781
> URL: https://issues.apache.org/jira/browse/MATH-781
> Project: Commons Math
> Issue Type: Bug
> Affects Versions: 3.0
> Environment: Windows 7 (64), jdk1.7.0_03
> Reporter: Scheiber Ernő
> Fix For: 3.1
>
> Attachments: LinearProgCM.java, LinearProgCM2.java
>
>
> Methode SimplexSolver.optimeze(...) gives bad results with commons-math3-3.0
> in a simple test problem. It works well in commons-math-2.2.
--
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[jira] [Commented] (MATH-781) SimplexSolver gives bad results
Posted by "Thomas Neidhart (JIRA)" <ji...@apache.org>.
[ https://issues.apache.org/jira/browse/MATH-781?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13265941#comment-13265941 ]
Thomas Neidhart commented on MATH-781:
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in MATH-434, floating-point comparisons have been changed to use either an:
* epsilon for any comparisons related to algorithm convergence
* ulp for any other comparisons
Now, when dropping the objective function of the first phase, the comparison is done using ulp which is wrong imho as it is basically a convergence check. When changing this back to an epsilon check like before, the test runs through as expected.
> SimplexSolver gives bad results
> -------------------------------
>
> Key: MATH-781
> URL: https://issues.apache.org/jira/browse/MATH-781
> Project: Commons Math
> Issue Type: Bug
> Affects Versions: 3.0
> Environment: Windows 7 (64), jdk1.7.0_03
> Reporter: Scheiber Ernő
> Attachments: LinearProgCM.java, LinearProgCM2.java
>
>
> Methode SimplexSolver.optimeze(...) gives bad results with commons-math3-3.0
> in a simple test problem. It works well in commons-math-2.2.
--
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[jira] [Commented] (MATH-781) SimplexSolver gives bad results
Posted by "Thomas Neidhart (JIRA)" <ji...@apache.org>.
[ https://issues.apache.org/jira/browse/MATH-781?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13259088#comment-13259088 ]
Thomas Neidhart commented on MATH-781:
--------------------------------------
I did a quick check and found no obvious reason for the different behavior. I will do a more thorough check when I am back in 2 weeks.
> SimplexSolver gives bad results
> -------------------------------
>
> Key: MATH-781
> URL: https://issues.apache.org/jira/browse/MATH-781
> Project: Commons Math
> Issue Type: Bug
> Affects Versions: 3.0
> Environment: Windows 7 (64), jdk1.7.0_03
> Reporter: Scheiber Ernő
> Attachments: LinearProgCM.java, LinearProgCM2.java
>
>
> Methode SimplexSolver.optimeze(...) gives bad results with commons-math3-3.0
> in a simple test problem. It works well in commons-math-2.2.
--
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[jira] [Updated] (MATH-781) SimplexSolver gives bad results
Posted by "Scheiber Ernő (JIRA)" <ji...@apache.org>.
[ https://issues.apache.org/jira/browse/MATH-781?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel ]
Scheiber Ernő updated MATH-781:
-------------------------------
Attachment: LinearProgCM2.java
LinearProgCM.java
Hi,
I attached the test codes LinearProgCM.java for commons-math3-3.0 and
LinearProgCM2.java for commons-math-2.2.
Best regards,
E.Scheiber
> SimplexSolver gives bad results
> -------------------------------
>
> Key: MATH-781
> URL: https://issues.apache.org/jira/browse/MATH-781
> Project: Commons Math
> Issue Type: Bug
> Affects Versions: 3.0
> Environment: Windows 7 (64), jdk1.7.0_03
> Reporter: Scheiber Ernő
> Attachments: LinearProgCM.java, LinearProgCM2.java
>
>
> Methode SimplexSolver.optimeze(...) gives bad results with commons-math3-3.0
> in a simple test problem. It works well in commons-math-2.2.
--
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[jira] [Commented] (MATH-781) SimplexSolver gives bad results
Posted by "Luc Maisonobe (JIRA)" <ji...@apache.org>.
[ https://issues.apache.org/jira/browse/MATH-781?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13259052#comment-13259052 ]
Luc Maisonobe commented on MATH-781:
------------------------------------
Could you give some more information ?
What is the simple problem ? What are the expected results ? What are the results returned by Apache Commons Math 3.0 ?
Could we have some example code so we can reproduce the problem ?
> SimplexSolver gives bad results
> -------------------------------
>
> Key: MATH-781
> URL: https://issues.apache.org/jira/browse/MATH-781
> Project: Commons Math
> Issue Type: Bug
> Affects Versions: 3.0
> Environment: Windows 7 (64), jdk1.7.0_03
> Reporter: Scheiber Ernő
>
> Methode SimplexSolver.optimeze(...) gives bad results with commons-math3-3.0
> in a simple test problem. It works well in commons-math-2.2.
--
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[jira] [Commented] (MATH-781) SimplexSolver gives bad results
Posted by "Thomas Neidhart (JIRA)" <ji...@apache.org>.
[ https://issues.apache.org/jira/browse/MATH-781?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13266791#comment-13266791 ]
Thomas Neidhart commented on MATH-781:
--------------------------------------
Fixed in r1333146.
> SimplexSolver gives bad results
> -------------------------------
>
> Key: MATH-781
> URL: https://issues.apache.org/jira/browse/MATH-781
> Project: Commons Math
> Issue Type: Bug
> Affects Versions: 3.0
> Environment: Windows 7 (64), jdk1.7.0_03
> Reporter: Scheiber Ernő
> Fix For: 3.1
>
> Attachments: LinearProgCM.java, LinearProgCM2.java
>
>
> Methode SimplexSolver.optimeze(...) gives bad results with commons-math3-3.0
> in a simple test problem. It works well in commons-math-2.2.
--
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