Re: [ojAlgo-user] Fw: LinearSolver problem

[Anders P. <an...@op...>]

Your test cases for both the LinearSolver and QuadraticSolver touch upon "known problems" with the respective solvers. I will solve these problems, but it wont happen today or tomorrow.

Using a combination of Apache and ojAlgo is a solution as good as any.

/Anders


On 17 nov 2009, at 17.58, Pierre AUSLAENDER wrote:

> 
> Hello, 
> 
> Further to the e-mail below, here is the same test case, but using the SimplexSolver from apache.commons.math. The test case converts the ojAlgo linear model to the required apache.commons.math constraints. 
> 
> 
> 
> When I now use this Apache solver to find initial solutions (or detect infeasibility) for the QuadraticSolver, everything seems OK. 
> 
> So what it seems to me is that the LinearSolver has maybe a bug in some circumstances; and that QuadraticSolver really loves starting from an interior point, and then seems to be just fine. 
> 
> Thanks, 
> Pierre 
> 
> 
> ----- Forwarded by Pierre AUSLAENDER/GVAExternal/PCO on 17.11.2009 17:50 ----- 
> Pierre AUSLAENDER/GVAExternal/PCO 
> tel. 2074
> 17.11.2009 16:33
> 
> To
> oja...@li...
> cc
> Subject
> LinearSolver problem
> 
> 
> 
> 
> Hi Anders, 
> 
> I have a very simple linear test with only 2 variables and 1 constraint that fails. Here is the test case. 
> 
> We have variables x0 and x1, with values between 0 and 100, and we only require x0 = 2*x1. 
> 
> 
> 
> "test1" sets x0 = 10 and returns INFEASIBLE 
> "test2" sets x1 = 5 and returns OPTIMAL 
> 
> Both tests have strictly one and the same solution though. 
> 
> Did I do something wrong? 
> 
> I have a second question: ExpressionsBasedModel.validateSolution(...) does not check the variable boundaries. They only check the expressions added via "add...Expression(...)". Is this on purpose? 
> 
> Thanks, 
> Pierre
> 
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> <LinearSolverTest.java><SimplexSolverTest.java>------------------------------------------------------------------------------
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