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Posted to commits@commons.apache.org by tn...@apache.org on 2012/05/02 20:28:37 UTC
svn commit: r1333146 - in /commons/proper/math/trunk/src: changes/changes.xml
main/java/org/apache/commons/math3/optimization/linear/SimplexTableau.java
test/java/org/apache/commons/math3/optimization/linear/SimplexSolverTest.java
Author: tn
Date: Wed May 2 18:28:37 2012
New Revision: 1333146
URL: http://svn.apache.org/viewvc?rev=1333146&view=rev
Log:
[MATH-781] use epsilon criteria when deciding to drop columns after phase 1.
Modified:
commons/proper/math/trunk/src/changes/changes.xml
commons/proper/math/trunk/src/main/java/org/apache/commons/math3/optimization/linear/SimplexTableau.java
commons/proper/math/trunk/src/test/java/org/apache/commons/math3/optimization/linear/SimplexSolverTest.java
Modified: commons/proper/math/trunk/src/changes/changes.xml
URL: http://svn.apache.org/viewvc/commons/proper/math/trunk/src/changes/changes.xml?rev=1333146&r1=1333145&r2=1333146&view=diff
==============================================================================
--- commons/proper/math/trunk/src/changes/changes.xml (original)
+++ commons/proper/math/trunk/src/changes/changes.xml Wed May 2 18:28:37 2012
@@ -52,6 +52,9 @@ If the output is not quite correct, chec
<body>
<release version="3.1" date="TBD" description="
">
+ <action dev="tn" type="fix" issue="MATH-781" due-to="Scheiber ErnÅ">
+ Use epsilon instead of ulp in floating-point comparison when dropping columns after phase 1 in SimplexSolver.
+ </action>
<action dev="luc" type="fix" issue="MATH-721">
Added a workaround for an OpenJDK issue on sparc solaris with too small constants.
</action>
@@ -179,7 +182,7 @@ counterpart in either Math or StrictMath
Broke up bloated "MathUtils" class into "MathArrays", "Precision",
"ArithmeticUtils" classes.
</action>
- <action dev="psteitz" type="fix" issue="MATH-704" due-to="Thomas Niedhart">
+ <action dev="psteitz" type="fix" issue="MATH-704" due-to="Thomas Neidhart">
Fixed array indexing error in Variance evaluate method for
computing the weighted variance of an array segment.
</action>
Modified: commons/proper/math/trunk/src/main/java/org/apache/commons/math3/optimization/linear/SimplexTableau.java
URL: http://svn.apache.org/viewvc/commons/proper/math/trunk/src/main/java/org/apache/commons/math3/optimization/linear/SimplexTableau.java?rev=1333146&r1=1333145&r2=1333146&view=diff
==============================================================================
--- commons/proper/math/trunk/src/main/java/org/apache/commons/math3/optimization/linear/SimplexTableau.java (original)
+++ commons/proper/math/trunk/src/main/java/org/apache/commons/math3/optimization/linear/SimplexTableau.java Wed May 2 18:28:37 2012
@@ -335,7 +335,7 @@ class SimplexTableau implements Serializ
// positive cost non-artificial variables
for (int i = getNumObjectiveFunctions(); i < getArtificialVariableOffset(); i++) {
final double entry = tableau.getEntry(0, i);
- if (Precision.compareTo(entry, 0d, maxUlps) > 0) {
+ if (Precision.compareTo(entry, 0d, epsilon) > 0) {
columnsToDrop.add(i);
}
}
Modified: commons/proper/math/trunk/src/test/java/org/apache/commons/math3/optimization/linear/SimplexSolverTest.java
URL: http://svn.apache.org/viewvc/commons/proper/math/trunk/src/test/java/org/apache/commons/math3/optimization/linear/SimplexSolverTest.java?rev=1333146&r1=1333145&r2=1333146&view=diff
==============================================================================
--- commons/proper/math/trunk/src/test/java/org/apache/commons/math3/optimization/linear/SimplexSolverTest.java (original)
+++ commons/proper/math/trunk/src/test/java/org/apache/commons/math3/optimization/linear/SimplexSolverTest.java Wed May 2 18:28:37 2012
@@ -30,6 +30,25 @@ import org.junit.Test;
public class SimplexSolverTest {
@Test
+ public void testMath781() {
+ LinearObjectiveFunction f = new LinearObjectiveFunction(new double[] { 2, 6, 7 }, 0);
+
+ ArrayList<LinearConstraint> constraints = new ArrayList<LinearConstraint>();
+ constraints.add(new LinearConstraint(new double[] { 1, 2, 1 }, Relationship.LEQ, 2));
+ constraints.add(new LinearConstraint(new double[] { -1, 1, 1 }, Relationship.LEQ, -1));
+ constraints.add(new LinearConstraint(new double[] { 2, -3, 1 }, Relationship.LEQ, -1));
+
+ double epsilon = 1e-6;
+ SimplexSolver solver = new SimplexSolver();
+ PointValuePair solution = solver.optimize(f, constraints, GoalType.MAXIMIZE, false);
+
+ Assert.assertTrue(Precision.compareTo(solution.getPoint()[0], 0.0d, epsilon) > 0);
+ Assert.assertTrue(Precision.compareTo(solution.getPoint()[1], 0.0d, epsilon) > 0);
+ Assert.assertTrue(Precision.compareTo(solution.getPoint()[2], 0.0d, epsilon) < 0);
+ Assert.assertEquals(2.0d, solution.getValue(), epsilon);
+ }
+
+ @Test
public void testMath713NegativeVariable() {
LinearObjectiveFunction f = new LinearObjectiveFunction(new double[] {1.0, 1.0}, 0.0d);
ArrayList<LinearConstraint> constraints = new ArrayList<LinearConstraint>();