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Posted to issues@commons.apache.org by "Raghu Rangarajan (JIRA)" <ji...@apache.org> on 2012/07/10 22:00:47 UTC
[jira] [Resolved] (MATH-813) SimplexSolver bug?
[ https://issues.apache.org/jira/browse/MATH-813?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel ]
Raghu Rangarajan resolved MATH-813.
-----------------------------------
Resolution: Fixed
> SimplexSolver bug?
> ------------------
>
> Key: MATH-813
> URL: https://issues.apache.org/jira/browse/MATH-813
> Project: Commons Math
> Issue Type: Bug
> Affects Versions: 3.0
> Environment: Windows 7, JDK 1.7.0_03
> Reporter: Raghu Rangarajan
> Fix For: Nightly Builds
>
> Attachments: Commons_Solver.java
>
>
> I am trying to use the SimplexSolver in commons-math3-3.0 and am getting unpredictable results. I am pasting the problem code below. Basically swapping the sequence of the last two constraints results in two different results (of which one is pure sub-optimal). Am I not using the solver correctly?
> ------------------------------
> import java.util.ArrayList;
> import java.util.Collection;
> import org.apache.commons.math3.optimization.*;
> import org.apache.commons.math3.optimization.linear.*;
> public class Commons_Solver {
> public static void main(String[] args) {
> // describe the optimization problem
>
> LinearObjectiveFunction f = new LinearObjectiveFunction(new double[] { 1, 1, 1, 1, 1, 1, 0, 0 }, 0);
> Collection <LinearConstraint>constraints = new ArrayList<LinearConstraint>();
>
> //variables upper bounds
> constraints.add(new LinearConstraint(new double[] { 1, 0, 0, 0, 0, 0, 0, 0 }, Relationship.LEQ, 38));
> constraints.add(new LinearConstraint(new double[] { 0, 1, 0, 0, 0, 0, 0, 0 }, Relationship.LEQ, 34));
> constraints.add(new LinearConstraint(new double[] { 0, 0, 1, 0, 0, 0, 0, 0 }, Relationship.LEQ, 1));
> constraints.add(new LinearConstraint(new double[] { 0, 0, 0, 1, 0, 0, 0, 0 }, Relationship.LEQ, 6));
> constraints.add(new LinearConstraint(new double[] { 0, 0, 0, 0, 1, 0, 0, 0 }, Relationship.LEQ, 17));
> constraints.add(new LinearConstraint(new double[] { 0, 0, 0, 0, 0, 1, 0, 0 }, Relationship.LEQ, 11));
> constraints.add(new LinearConstraint(new double[] { 0, 0, 0, 0, 0, 0, 1, 0 }, Relationship.LEQ, 101));
> constraints.add(new LinearConstraint(new double[] { 0, 0, 0, 0, 0, 0, 0, 1 }, Relationship.LEQ, 1e10));
> //variables lower bounds
> constraints.add(new LinearConstraint(new double[] { 1, 0, 0, 0, 0, 0, 0, 0 }, Relationship.GEQ, 0));
> constraints.add(new LinearConstraint(new double[] { 0, 1, 0, 0, 0, 0, 0, 0 }, Relationship.GEQ, 0));
> constraints.add(new LinearConstraint(new double[] { 0, 0, 1, 0, 0, 0, 0, 0 }, Relationship.GEQ, 0));
> constraints.add(new LinearConstraint(new double[] { 0, 0, 0, 1, 0, 0, 0, 0 }, Relationship.GEQ, 0));
> constraints.add(new LinearConstraint(new double[] { 0, 0, 0, 0, 1, 0, 0, 0 }, Relationship.GEQ, 0));
> constraints.add(new LinearConstraint(new double[] { 0, 0, 0, 0, 0, 1, 0, 0 }, Relationship.GEQ, 0));
> constraints.add(new LinearConstraint(new double[] { 0, 0, 0, 0, 0, 0, 1, 0 }, Relationship.GEQ, 0));
> constraints.add(new LinearConstraint(new double[] { 0, 0, 0, 0, 0, 0, 0, 1 }, Relationship.GEQ, 0));
> constraints.add(new LinearConstraint(new double[] { -1,-1, -1, -1, -1, -1, 1, 0 }, Relationship.EQ, 0));
> constraints.add(new LinearConstraint(new double[] { -1, -1, -1, -1, -1, -1,0 , 1 }, Relationship.EQ, 0));
> constraints.add(new LinearConstraint(new double[] { 1, 0, 0, 0, 0, 0, 0, -0.2841121495327103 }, Relationship.GEQ, 0));
> constraints.add(new LinearConstraint(new double[] { 0, 1, 0, 0, 0, 0, 0, -0.25420560747663556 }, Relationship.GEQ, 0));
> constraints.add(new LinearConstraint(new double[] { 0, 0, 0, 1, 0, 0, 0, -0.04485981308411215 }, Relationship.GEQ, 0));
>
> /*---------------
> Swapping the sequence of the below two constraints produces two different results
> ------------------*/
> constraints.add(new LinearConstraint(new double[] { 0, 0, 0, 0, 1, 0, 0, -0.12710280373831778 }, Relationship.GEQ, 0));
> constraints.add(new LinearConstraint(new double[] { 0, 0, 0, 0, 0, 1, 0, -0.08224299065420561 }, Relationship.GEQ, 0));
> /*------------------*/
>
> PointValuePair solution = new SimplexSolver().optimize(f, constraints, GoalType.MAXIMIZE, false);
> // get the solution
> for (int i = 0 ; i < solution.getPoint().length; i++)
> System.out.println("x[" + i + "] = " + solution.getPoint()[i]);
>
> System.out.println("value = " + solution.getValue());
> }
> }
> ----------------------------------
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