Fixed case of unconstrained variables that still occur in the objective

function in simplex solver.

Patch provided by Thomas Neidhart

Jira: MATH-713

git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1207566 13f79535-47bb-0310-9956-ffa450edef68

src/main/java/org/apache/commons/math/optimization/linear/SimplexTableau.java

@@ -407,7 +407,12 @@ class SimplexTableau implements Serializable {
             continue;
           }
           Integer basicRow = getBasicRow(colIndex);
-          if (basicRows.contains(basicRow)) {
+          if (basicRow != null && basicRow == 0) {
+              // if the basic row is found to be the objective function row
+              // set the coefficient to 0 -> this case handles unconstrained 
+              // variables that are still part of the objective function
+              coefficients[i] = 0;
+          } else if (basicRows.contains(basicRow)) {
               // if multiple variables can take a given value
               // then we choose the first and set the rest equal to 0
               coefficients[i] = 0 - (restrictToNonNegative ? 0 : mostNegative);

src/site/xdoc/changes.xml

@@ -52,6 +52,10 @@ The <action> type attribute can be add,update,fix,remove.
     If the output is not quite correct, check for invisible trailing spaces!
      -->
     <release version="3.0" date="TBD" description="TBD">
+      <action dev="luc" type="fix" issue="MATH-713" due-to="Thomas Neidhart">
+        Fixed case of unconstrained variables that still occur in the objective function
+        in simplex solver.
+      </action>
       <action dev="luc" type="add" issue="MATH-710" due-to="Eldar Agalarov">
         The fast cryptographically secure pseudorandom number generator ISAAC has been added.
       </action>

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

@@ -29,6 +29,20 @@ import org.junit.Test;
 
 public class SimplexSolverTest {
 
+    @Test
+    public void testMath713NegativeVariable() {
+        LinearObjectiveFunction f = new LinearObjectiveFunction(new double[] {1.0, 1.0}, 0.0d);
+        ArrayList<LinearConstraint> constraints = new ArrayList<LinearConstraint>();
+        constraints.add(new LinearConstraint(new double[] {1, 0}, Relationship.EQ, 1));
+
+        double epsilon = 1e-6;
+        SimplexSolver solver = new SimplexSolver();
+        RealPointValuePair solution = solver.optimize(f, constraints, GoalType.MINIMIZE, true);
+
+        Assert.assertTrue(Precision.compareTo(solution.getPoint()[0], 0.0d, epsilon) >= 0);
+        Assert.assertTrue(Precision.compareTo(solution.getPoint()[1], 0.0d, epsilon) >= 0);
+    }
+
     @Test
     public void testMath434NegativeVariable() {
         LinearObjectiveFunction f = new LinearObjectiveFunction(new double[] {0.0, 0.0, 1.0}, 0.0d);