[jira] Updated: (MATH-351) SimplexSolver fails to solve feasible problem instance

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

     [ https://issues.apache.org/jira/browse/MATH-351?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel ]

Mark Thomas updated MATH-351:
-----------------------------

    Attachment: SimplexFail.xlsx
                TestSimplexFail.java

The JUnit test showing an example of a problem which fails with an UnboundedSolutionException when using SimplexSolver and the Excel spreadsheet containing the optimal solution. The two together prove (I believe) that there is something wrong with SimplexSolver.

> SimplexSolver fails to solve feasible problem instance 
> -------------------------------------------------------
>
>                 Key: MATH-351
>                 URL: https://issues.apache.org/jira/browse/MATH-351
>             Project: Commons Math
>          Issue Type: Bug
>    Affects Versions: 2.0
>         Environment: Windows Vista Home Premium Version 6.0 Service Pack 1, Build 6001
>            Reporter: Mark Thomas
>         Attachments: SimplexFail.xlsx, TestSimplexFail.java
>
>
> SimplexSolver throws an UnboundedSolutionException on a problem instance I can optimally solve with Excel's Solver. I've kept the parameters between the two programs the same as far as I can tell  (i.e. both have a precision/epsilon value of 1e-6 and a maxIterations value of 1000). I will attach a JUnit test  with an example problem on which SimplexSolver fails. I will also attach an Excel spreadsheet wtih the same data and successful Solver setup in place.
> I don't know a whole lot about linear programming or Simplex, but the problem I'm attempting to solve does appear to have a fairly sparse coefficient matrix, which may be part of the problem.
> It's surprisingly difficult to find a Java-based linear programming library, so I was ecstatic when I found this. Let me know how I can help!
> Thanks!

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