[jira] [Resolved] (MATH-842) Investigate why Bland's rule in Simplex Solver still creates cycles

["Thomas Neidhart (JIRA)" <ji...@apache.org>]

     [ https://issues.apache.org/jira/browse/MATH-842?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel ]

Thomas Neidhart resolved MATH-842.
----------------------------------

       Resolution: Fixed
    Fix Version/s: 3.3

Added PivotSelectionRule in r1550975.

The SimplexSolver now supports two rules:

 * Dantzig, default
 * Bland: prevent cycles but may be slower to find a optimal solution

> Investigate why Bland's rule in Simplex Solver still creates cycles
> -------------------------------------------------------------------
>
>                 Key: MATH-842
>                 URL: https://issues.apache.org/jira/browse/MATH-842
>             Project: Commons Math
>          Issue Type: Improvement
>    Affects Versions: 3.1
>            Reporter: Thomas Neidhart
>            Assignee: Thomas Neidhart
>             Fix For: 3.3
>
>         Attachments: MATH-842.patch
>
>
> As a consequence of MATH-828, Bland's rule has been introduced to prevent cycling. Now there are cases where cycles can still occur (see testMath828Cycle in SimplexSolverTest). These cases have for now been solved with a simple heuristic:
>  * after maxIterations / 2 -> ignore Bland's rule
> This issue has been created to further investigate the problem and come up with a cleaner solution.



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