Apache
/
commons-math
mirror of https://github.com/apache/commons-math.git
1
0
Fork 0
Code Issues Packages Projects Releases Wiki Activity

fixed an error induced by zero entries in simplex solver 

JIRA: MATH-288

git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@807738 13f79535-47bb-0310-9956-ffa450edef68
This commit is contained in:
Luc Maisonobe 2009-08-25 18:07:13 +00:00
parent dbdff0758b
commit 38983e8207
3 changed files with 23 additions and 4 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

7
src/main/java/org/apache/commons/math/optimization/linear/SimplexSolver.java
View File

@ -77,9 +77,10 @@ public class SimplexSolver extends AbstractLinearOptimizer {
double minRatio = Double.MAX_VALUE;
Integer minRatioPos = null;
for (int i = tableau.getNumObjectiveFunctions(); i < tableau.getHeight(); i++) {
double rhs = tableau.getEntry(i, tableau.getWidth() - 1);
if (MathUtils.compareTo(tableau.getEntry(i, col), 0, epsilon) >= 0) {
double ratio = rhs / tableau.getEntry(i, col);
final double rhs = tableau.getEntry(i, tableau.getWidth() - 1);
final double entry = tableau.getEntry(i, col);
if (MathUtils.compareTo(entry, 0, epsilon) > 0) {
final double ratio = rhs / entry;
if (ratio < minRatio) {
minRatio = ratio;
minRatioPos = i;

3
src/site/xdoc/changes.xml
View File

@ -39,6 +39,9 @@ The <action> type attribute can be add,update,fix,remove.
</properties>
<body>
<release version="2.1" date="TBD" description="TBD">
<action dev="luc" type="fix" issue="MATH-288" due-to="Benjamin McCann">
Fixed an error induced by entries set to 0
</action>
<action dev="luc" type="fix" issue="MATH-286" due-to="Benjamin McCann">
Fixed an error leading the simplex solver to compute the right solution
but return another one

17
src/test/java/org/apache/commons/math/optimization/linear/SimplexSolverTest.java
View File

@ -57,7 +57,22 @@ public class SimplexSolverTest {
RealPointValuePair solution = new SimplexSolver().optimize(f, constraints, GoalType.MAXIMIZE, true);
assertEquals(6.9, solution.getValue(), .0000001);
}
@Test
public void testMath288() throws OptimizationException {
LinearObjectiveFunction f = new LinearObjectiveFunction(new double[] { 7, 3, 0, 0 }, 0 );
Collection<LinearConstraint> constraints = new ArrayList<LinearConstraint>();
constraints.add(new LinearConstraint(new double[] { 3, 0, -5, 0 }, Relationship.LEQ, 0.0));
constraints.add(new LinearConstraint(new double[] { 2, 0, 0, -5 }, Relationship.LEQ, 0.0));
constraints.add(new LinearConstraint(new double[] { 0, 3, 0, -5 }, Relationship.LEQ, 0.0));
constraints.add(new LinearConstraint(new double[] { 1, 0, 0, 0 }, Relationship.LEQ, 1.0));
constraints.add(new LinearConstraint(new double[] { 0, 1, 0, 0 }, Relationship.LEQ, 1.0));
SimplexSolver solver = new SimplexSolver();
RealPointValuePair solution = solver.optimize(f, constraints, GoalType.MAXIMIZE, true);
assertEquals(10.0, solution.getValue(), .0000001);
}
@Test
public void testSimplexSolver() throws OptimizationException {
LinearObjectiveFunction f =