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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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