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Posted to issues@commons.apache.org by "Thomas Neidhart (JIRA)" <ji...@apache.org> on 2012/05/01 19:56:48 UTC

[jira] [Commented] (MATH-781) SimplexSolver gives bad results

    [ https://issues.apache.org/jira/browse/MATH-781?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13265941#comment-13265941 ] 

Thomas Neidhart commented on MATH-781:
--------------------------------------

in MATH-434, floating-point comparisons have been changed to use either an:

 * epsilon for any comparisons related to algorithm convergence
 * ulp for any other comparisons

Now, when dropping the objective function of the first phase, the comparison is done using ulp which is wrong imho as it is basically a convergence check. When changing this back to an epsilon check like before, the test runs through as expected.
                
> SimplexSolver gives bad results
> -------------------------------
>
>                 Key: MATH-781
>                 URL: https://issues.apache.org/jira/browse/MATH-781
>             Project: Commons Math
>          Issue Type: Bug
>    Affects Versions: 3.0
>         Environment: Windows 7 (64), jdk1.7.0_03
>            Reporter: Scheiber Ernő
>         Attachments: LinearProgCM.java, LinearProgCM2.java
>
>
> Methode SimplexSolver.optimeze(...) gives bad results with commons-math3-3.0
> in a simple test problem. It works well in commons-math-2.2. 

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