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Posted to issues@commons.apache.org by "Thomas Neidhart (JIRA)" <ji...@apache.org> on 2015/06/09 19:53:01 UTC
[jira] [Updated] (MATH-1230) SimplexSolver returning wrong answer
from optimize
[ https://issues.apache.org/jira/browse/MATH-1230?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel ]
Thomas Neidhart updated MATH-1230:
----------------------------------
Fix Version/s: 4.0
> SimplexSolver returning wrong answer from optimize
> --------------------------------------------------
>
> Key: MATH-1230
> URL: https://issues.apache.org/jira/browse/MATH-1230
> Project: Commons Math
> Issue Type: Bug
> Affects Versions: 3.5
> Reporter: David Kopp
> Fix For: 4.0
>
>
> SimplexSolver fails for the following linear program:
> min 2x1 +15x2 +18x3
> Subject to
> -x1 +2x2 -6x3 <=-10
> x2 +2x3 <= 6
> 2x1 +10x3 <= 19
> -x1 +x2 <= -2
> x1,x2,x3 >= 0
> Solution should be
> x1 = 7
> x2 = 0
> x3 = 1/2
> Objective function = 23
> Instead, it is returning
> x1 = 9.5
> x2 = 1/8
> x3 = 0
> Objective function = 20.875
> Constraint number 1 is violated by this answer
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