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Posted to issues@commons.apache.org by "Jurgen Tas (JIRA)" <ji...@apache.org> on 2010/02/02 22:24:24 UTC

[jira] Commented: (MATH-246) Simplex Method Implementation

    [ https://issues.apache.org/jira/browse/MATH-246?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=12828768#action_12828768 ] 

Jurgen Tas commented on MATH-246:
---------------------------------

Can anybody give me an explanation what the purpose (avoid 'cycling'?) of the the epsilon parameter in the code is? Furthermore, is there a good reference (e.g. Numerical Recipes in C++) exactly describing this Two Phase Simplex algorithm plus the use of the epsilon parameter? I am interested in setting epsilon as optimal as possible depending on the linear program I am providing as input.

> Simplex Method Implementation
> -----------------------------
>
>                 Key: MATH-246
>                 URL: https://issues.apache.org/jira/browse/MATH-246
>             Project: Commons Math
>          Issue Type: New Feature
>            Reporter: Benjamin McCann
>            Assignee: Luc Maisonobe
>             Fix For: 2.0
>
>         Attachments: newfiles.zip, simplex.patch, SimplexSolverTest.patch, SimplexTableau.patch, test.patch
>
>
> I've created an implementation of the Simplex algorithm for optimizing systems of constrained linear equations that I'd like to contribute.

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