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commit 7be143d11ca393afdb33a6522c8149f4d6f1ff42
Author: Gilles Sadowski <gillese...@gmail.com>
AuthorDate: Mon May 12 17:10:11 2025 +0200
Add unit test (see MATH-1674).
---
.../legacy/optim/linear/SimplexSolverTest.java | 172 +++++++++++++++++++++
1 file changed, 172 insertions(+)
diff --git
a/commons-math-legacy/src/test/java/org/apache/commons/math4/legacy/optim/linear/SimplexSolverTest.java
b/commons-math-legacy/src/test/java/org/apache/commons/math4/legacy/optim/linear/SimplexSolverTest.java
index cd9277924..cfa3753ad 100644
---
a/commons-math-legacy/src/test/java/org/apache/commons/math4/legacy/optim/linear/SimplexSolverTest.java
+++
b/commons-math-legacy/src/test/java/org/apache/commons/math4/legacy/optim/linear/SimplexSolverTest.java
@@ -23,6 +23,7 @@ import org.junit.Test;
import org.junit.Assert;
import org.apache.commons.numbers.core.Precision;
+import org.apache.commons.numbers.core.Sum;
import org.apache.commons.math4.legacy.exception.DimensionMismatchException;
import org.apache.commons.math4.legacy.exception.TooManyIterationsException;
import org.apache.commons.math4.legacy.optim.MaxIter;
@@ -902,4 +903,175 @@ public class SimplexSolverTest {
return true;
}
+
+ /* See JIRA report: MATH-1674 */
+ @Test
+ public void testMath1674() throws Exception {
+ final double[] c = new double[]{109.8416722130, 3995.2249004467,
4153.0918625648, 4205.9691060980, 6864.1761563995, 9985.9467230921,
6354.9344334526, 1460.7566224849, 9404.5575989194, 3074.9619692427,
6738.9813645788, 4251.4858953042, 3110.4876355988, 4790.6080441726,
8105.0878555759, 6994.9651570951, 6436.5681652562, 1938.6650475701,
1991.3366023235, 8807.6044972149, 1319.3678145792, 279.4114357595,
2406.8106667864, 721.4302264969, 8229.6476579561, 8081.4398910261,
1120.88748071 [...]
+
+ final double[] d = new double[]{2443.4617219283173,
1173.9746798742185, 4392.083363038196, 1390.8295640100537, 304.54498814002363,
3945.528655298191, 3423.0368504289595, 4256.823613052879, 821.3597860392124,
2451.720430980302, 4458.615770028524, 4566.059436861297, 2823.6879242564887,
543.3702798436418, 1077.6404845531451, 4032.1898198315507, 2692.8144489810506,
3224.220920651318, 1027.2527158190137, 4185.736937549958, 3991.8068663807326,
3532.2224429213907, 4536.16351791805, 3366 [...]
+
+ final int nCoef = 43;
+ final List<LinearConstraint> constraints = new
ArrayList<LinearConstraint>() {
+ {
+ add(new LinearConstraint(new double[]{-18.4721096232,
-346.7827878415, 190.4497509093, -330.1702770265, 448.8851105324,
-324.7721331591, -41.4894142939, 398.1964809931, 463.1362097737,
-381.3526533422, -474.7408449269, 462.4340720610, -466.1439468990,
415.9941329301, -229.7720934493, -480.0419990356, -359.8361731590,
-229.0774350493, 382.3688199190, 235.7328265513, -169.4850416538,
41.1742463794, -136.9424841461, -274.6086332855, 72.8639834681, 360.1892515767,
-442.379394 [...]
+ add(new LinearConstraint(new double[]{-142.0218156776,
-325.6755905771, 325.9103281986, 425.5525979901, -100.8818306524,
359.9526168657, 19.8640958157, 101.0496674864, 72.5794388944, 343.8017139721,
-417.7203389850, -276.8717066617, 482.6350083618, 282.4425554939,
111.3131183011, -408.8982090277, -208.5374729647, -103.7724850339,
-272.2678819564, -19.1039841475, -402.7216612885, 134.3300718162,
343.1853280760, 20.6322270365, -199.8831750852, 414.1073518711, 498.4687409141
[...]
+ add(new LinearConstraint(new double[]{280.5264359768,
-440.9029839729, 254.2293245718, 211.6627419456, 254.8057819197,
-60.6178062887, -269.6717804385, -362.1205618329, 108.4787074840,
-145.5803917982, 294.5542177837, -123.4965247386, -272.5995474795,
-331.6065661963, -108.8823485644, -91.2369235269, -460.2851164778,
5.2095309814, -19.9563858245, -108.6507009265, 158.3232789187, 365.4537468646,
-331.4843842776, -374.9844223849, 135.9679065769, -138.6563987535, 294.5099191
[...]
+ add(new LinearConstraint(new double[]{-177.4894743518,
-67.9908085983, -222.8973447862, -237.2123374249, -329.8409313977,
465.4735911581, 174.3300783257, -471.3072404862, -41.3462072806,
482.3935826175, -371.7462653377, -91.0188575698, -339.6122496783,
-301.1754391495, 314.0294251084, 239.2963702057, -379.1406195440,
-470.4083935254, 298.1063991917, 494.0195860421, -190.1331973394,
-41.1672631643, 473.2276495541, 499.6494985034, -83.2682883237, 248.9637912508,
-112.415222 [...]
+ add(new LinearConstraint(new double[]{106.6565294021,
-371.1818345738, -95.9586185145, 201.7415424771, -325.7385298650,
54.3236171225, 444.9441819132, 336.9488035905, -394.1983141613, 374.4370581817,
60.7546944337, -394.6167862437, 143.3976341525, -205.2879276325,
371.1235081032, -256.5487760721, -496.4337469161, -27.1136131757,
48.7711410535, 73.2036734543, -153.8197644177, -267.2379241177, 247.7506005761,
259.7210844013, -355.9332501729, 482.4437633829, 146.0490189775, [...]
+ add(new LinearConstraint(new double[]{-2.8370631388,
413.6772809576, 271.6209399819, 150.6847226997, -276.2750537300,
-472.7076574957, -449.4708229028, -331.1752705878, -16.4346414648,
227.3535295815, 385.7658282909, 23.9202552069, -336.1712375444, 312.2294103332,
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-236.5567268759, -425.3073778324, 363.7978938321, 128.2982924008,
280.5832475304, -63.6683731926, 88.5682601884, 213.0955504480, -332.148376272
[...]
+ add(new LinearConstraint(new double[]{164.1118381892,
-52.6929605099, -368.6998544699, -418.3014942408, 296.7708341063,
-50.9112446279, -274.4635428920, 290.7114646211, 415.1951631117,
133.5554583795, 333.4237188449, -136.2679881845, 142.7917138379,
-20.8839686666, 409.6354488447, 330.3312796033, -31.7995014119, 121.0518940942,
-418.2605909000, -237.3828464293, -433.2546692557, 454.9218185770,
-338.8542143359, 389.3988225528, -13.6699375994, -12.2794719274, -81.2763486384
[...]
+ add(new LinearConstraint(new double[]{-374.5989502169,
-151.5219749339, 14.4226309306, 357.9162462609, 320.4530835626, -9.9657806960,
175.0012462657, 10.4166342802, 331.7943741048, -482.2409478442, 174.5166172026,
-466.4563945960, 216.3188631720, 131.6031294907, -379.5023819223,
451.2426649663, -379.3032893924, -91.8425766315, -213.0011901317,
169.9988024655, 298.0983224083, 307.6672326004, 244.2684429396, 481.9466025513,
-165.9399747057, 43.7599328801, -379.2696061729, - [...]
+ add(new LinearConstraint(new double[]{-45.6010907457,
-93.1186154639, 344.1452758225, -164.7021085866, 211.9989950393,
-88.2105531379, 349.6093606232, -457.2528562809, 362.6473587699,
-325.8981255598, 451.6277474446, 461.4458321371, 112.4424937334,
-60.1455726789, -243.7897271852, 139.3033364843, 59.7717060692, 340.3445860842,
-175.5114719859, 427.9375810690, -362.5584153005, -392.6491442968,
169.3034533287, 326.2992816507, 308.8415883739, -213.4668189361,
-94.9276060888, [...]
+ add(new LinearConstraint(new double[]{393.2818734855,
-59.9684286941, 393.9213867728, 32.8295448441, -226.7491721961, 66.6514348656,
-115.6339927551, -125.9102951498, 254.3870965919, 160.0007056159,
-77.6267544076, -363.9964465444, 17.4209317152, 213.1998112124, 213.9941112423,
486.0501401269, 339.3093011083, 411.8412558021, -51.9764095515, 321.0616644466,
-13.1955403123, 431.3457104075, 187.9806816005, -168.3585282637,
-172.1079346745, 357.2251367606, 310.4036063770, -3. [...]
+ add(new LinearConstraint(new double[]{132.5220276415,
440.1671576721, 90.7991473280, -264.6244963333, -396.0509121443,
110.0967219182, 338.7752165862, -346.6980624342, -91.2336832963,
268.8865198452, -288.9586214274, -462.1588724540, 63.6505937154, -1.4895284824,
264.6480042052, 416.9179370121, 396.4575432613, 232.8937855657, 364.3567255559,
398.3101731718, 119.4078490950, -263.0757611444, -314.9907213011,
420.1008257886, 221.6753537232, 291.1031647740, 244.0677935138, 40 [...]
+ add(new LinearConstraint(new double[]{-493.7498617776,
29.1857671258, 229.1786073483, 468.6054596725, -404.8935838125,
-345.4323724601, -149.9280647907, -132.3267396818, 130.5546682526,
-11.4750580288, -455.1759579289, -491.4502441971, -220.1900416600,
25.8838812341, 115.8896600822, 306.5296351717, 111.7035182752, -58.4538224941,
437.0742082521, 168.3155804046, 186.0652931382, 232.5090487205,
-125.9388483588, 134.9560728616, 420.4855085864, 75.0159006362, 28.5373053316,
- [...]
+ add(new LinearConstraint(new double[]{-188.7727375378,
-169.5310846918, -303.1966255195, -420.6353176520, 427.9785158873,
-160.4309006280, -246.5688251870, -487.0911467043, 447.5917412607,
254.9497948505, -200.5372457354, 210.2059120451, 20.5382986122, 115.3781090026,
171.4941603184, 395.4433421053, 252.9327094737, 434.2868305895, 172.8683199242,
-172.4028689434, -336.6616706437, 24.2428933749, 219.1541938549,
439.7675158718, 450.1245649666, 441.5451577749, 128.9705980594 [...]
+ add(new LinearConstraint(new double[]{-116.0840969613,
176.0236541893, 319.6460134129, -332.4496729070, -162.8534030284,
258.9631354848, 134.2117958037, 135.0363468297, -395.7159912184,
-65.8914562081, -103.4843857136, 153.9867048455, 38.4610292899, -63.1456218390,
324.3346573466, -443.8217892205, 246.5575463718, 236.3333822714,
-157.0614570239, 107.4725395850, -314.4456320591, 256.1089122557,
-332.4131320816, -198.8265393365, -103.4433478021, 484.2534406266, -399.8115573
[...]
+ add(new LinearConstraint(new double[]{465.6494664987,
-404.3123086097, 405.9785929502, 347.0026855289, -302.0163191133,
-129.0812589156, 157.1747559572, 9.8292205414, 37.8410472448, -195.8621494638,
380.5833324032, 320.3120288624, 475.6303813355, 12.0577469801, -186.1876464245,
156.5349153410, 239.3078932632, -14.3540460805, 190.9073870661, 182.0399993664,
129.5530061776, -228.5973253467, -214.5424452754, -339.2096651463,
332.4271343461, 144.2893275872, 202.5009517364, 32 [...]
+ add(new LinearConstraint(new double[]{-249.8432963461,
-217.7849574530, 12.3034711862, -236.8850653427, -230.7155653959,
-80.7044507171, -133.7508175074, 331.7872335009, -176.6951583506,
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-148.3221086008, 360.4359107405, -366.8996766400, 0.0947974934, 303.1834360606,
15.700736 [...]
+ add(new LinearConstraint(new double[]{340.7055228332,
191.8798668704, -135.0489137154, 463.8107893025, 161.0968896351,
-482.6906410608, -34.1980892000, 109.9085785902, 218.9331519377,
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1.9089360083, 296.5206574938, 435.2583333115, 259.6428436210, 336.3578139309,
478.8353594909, -283.5946369464, 316.3314266572, -380.0116485730,
-270.8298407000 [...]
+ add(new LinearConstraint(new double[]{145.8881914948,
124.8061001421, -248.9645583668, 108.2343762982, 305.8011956353,
385.1484851277, -119.5009175183, -488.5656924659, 57.7562949402,
362.3320918154, -415.4507553431, -100.5784807509, 25.7717362478, -9.8221916581,
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-27.1285807549, -496.8979386883, 372.9855408050, 103.4333981728, - [...]
+ add(new LinearConstraint(new double[]{-486.4217021206,
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145.7313685349, 157.4409248006, -185.8660567480, 353.3043774206, 64.3042477644,
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+ add(new LinearConstraint(new double[]{141.8470098609,
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+ add(new LinearConstraint(new double[]{-347.8798681921,
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+ add(new LinearConstraint(new double[]{12.0308357297,
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22.974459575 [...]
+ add(new LinearConstraint(new double[]{-203.3890862894,
393.3298897887, 206.8640763352, -323.5031125266, -8.2981037655, 431.6221385110,
-135.3047880709, 383.9831112191, -201.7137526731, -184.9955070618,
298.4674373312, 235.5602111346, 455.8810051491, 189.7404655446, 404.8564628007,
-318.9240371565, -150.3078817866, -226.2529652858, -355.5886328972,
172.0873685962, -253.7121139709, -136.4591911698, -9.2268152600,
267.0911562624, 170.3292586792, 258.1279391526, -465.54535001 [...]
+ add(new LinearConstraint(new double[]{-125.7580404843,
-430.5476869122, -329.0613636976, 40.1374649634, 210.8081351842,
-39.0593159812, 158.5027355167, -186.6851309429, -132.9648560098,
399.1037012553, 389.2355847304, -159.6746583063, -85.3152842872,
441.0068832093, 291.2195051827, 404.4582529847, -488.8638682516,
437.3265032213, 185.4221129909, -80.1081843261, 271.4949277850,
-360.0731753511, 415.8907807194, -162.2654487960, -193.8576068637,
208.5276888386, 56.8409894288 [...]
+ add(new LinearConstraint(new double[]{-335.3874998383,
261.0643845250, 450.0822398726, 167.8034923491, 366.2790764480,
-363.2458727582, -424.5487890416, -78.4667458203, -336.8342393925,
311.1677312205, -227.3657297988, 386.9519592152, 456.5898757790,
-477.0788326502, 483.4418332745, 4.8518006798, 236.9799597504, -72.3988066645,
109.1731546473, 158.0899552529, 49.1156888434, 399.6315231994, -78.4512341685,
244.0717950758, -402.6127611954, -14.1152206841, 376.1898497261, -4 [...]
+ add(new LinearConstraint(new double[]{-86.9529570658,
-371.5839802671, 285.8791340642, -149.4422777221, -327.6220773493,
-133.6021443615, -494.0328902263, 95.8435798960, 443.1076797193,
169.7091748018, -395.0593709913, -1.2785607051, 115.6199464662, 492.1958703537,
-268.5717076358, -319.8677407108, -197.8881332917, 168.8595663312,
-141.0083485838, 424.2511432258, -102.4408467105, -174.9926235520,
-392.1690034058, -38.2454431156, -75.7754136456, 429.0603907112, -83.2386679
[...]
+ add(new LinearConstraint(new double[]{-256.4188442794,
63.5007620009, 30.4016501694, 265.7341655379, -11.2880623399, 303.2475486454,
489.1189626257, 227.7278044205, -469.4085739882, -208.0096822630,
98.9836017650, 320.2575788229, 410.6207487201, -263.7096465920,
-448.1732437602, 246.4601949270, -244.2983761690, 262.2426725155,
454.2038335871, -21.0638973699, 389.6687856423, 320.4896124659, 126.4323944809,
-366.8965002794, 259.4855069591, -65.1859884224, 40.4438917805, -22 [...]
+ add(new LinearConstraint(new double[]{385.7499254679,
-106.1156520446, -338.2215805749, 278.7619196076, 493.2249994649,
184.7021581775, 249.4478702989, -321.5514436648, -302.9548096880,
-235.9697597976, -94.5516946672, -494.1891830186, 435.4722205151,
200.4605623382, -372.3961441281, -180.0303686322, 433.5991047879,
340.7530583419, 401.1156554556, 381.6868263631, 178.3907523687,
-268.8705791913, -115.7358399012, 487.3202383376, 346.1528285485,
258.8247361338, 81.039360022 [...]
+ add(new LinearConstraint(new double[]{-337.0754411150,
-387.9340132320, -155.5320445811, 384.8558239556, -399.7105721507,
-140.8179819806, 459.8081490899, 62.0625106321, 205.2121448091, 492.9925746017,
39.1908121635, -339.2970905850, -378.5376221934, -73.3124231363,
365.5767483564, 451.5252733552, -101.0929833532, 8.0238483958, 325.0904042270,
-209.4983869589, 409.9485815752, 265.4013455721, -362.2579016841,
-68.6416118345, 181.2517624779, 396.3834743795, -298.4873050824, [...]
+ add(new LinearConstraint(new double[]{243.8753390356,
103.4862849448, -116.9158032348, 466.3247096751, 499.5986526032,
-252.2824865913, -312.5367716984, 403.5304480620, 484.4633991129,
-271.2596467681, 134.9567317240, 144.1043902127, -48.1780194039,
-398.7675789703, 442.1928392672, 442.0571022678, -379.0001193017,
-263.6942507953, -81.3363570672, -499.6106779009, 283.8197034492,
-354.7963291225, -443.9033506746, 83.8841241656, 333.2182699209,
181.8856633708, -145.30666112 [...]
+ add(new LinearConstraint(new double[]{-195.2525091291,
124.6164685994, 142.2529075985, -477.3068630553, 243.3206763086,
420.2732330804, 110.5645014077, 367.2052647911, 364.2898604480,
-367.8364205570, -146.9700144933, 435.2628643210, -227.3233170539,
-445.3661537393, 110.2318148145, -483.8240432172, 473.7692273932, 2.4503243312,
-350.7318584021, -156.9568651290, -4.4326087363, -434.4594714911,
-413.0736422843, -212.5480399317, -297.1774311119, -37.9253435334, 289.04835624
[...]
+ add(new LinearConstraint(new double[]{-137.1060743081,
279.6329315315, 197.3614426922, 231.0282557735, 329.4796472661, 120.2733855944,
-309.2265599218, 107.4259103756, 219.2138952115, -222.5437382016,
260.2204436622, 277.9954539704, 177.6811137083, -376.2132665340,
-49.7624030384, 200.7196035517, -126.8671496466, -437.2623440818,
487.5248981135, -105.1313845705, -55.9105668208, -175.3045917568,
-319.1513855364, 115.4667856060, -110.5180904036, -367.4444001026, 171.0296400
[...]
+ add(new LinearConstraint(new double[]{127.0166849936,
-39.9971042887, 142.1963182879, -387.1917959935, 218.7910108044,
-57.1357601804, -444.8295072288, -131.8607936123, 273.8698310927, 3.8399496330,
-14.7678782657, -450.2963339389, 245.3568401422, 470.3088588205,
-369.6297342137, -357.4266406943, -418.1459895424, 108.2172398166,
-296.8111920535, 484.5465096126, 199.1026172884, -17.2247008036,
124.4850638710, -409.3014982622, -154.6942161832, 480.4208008286,
-5.8688799011, [...]
+ add(new LinearConstraint(new double[]{-240.1730204728,
145.8755080635, -390.6533731249, 221.3641193784, 180.1835036666,
-36.7301979877, 376.7267957101, -247.5819297289, -318.7404862535,
-220.6995059742, -110.1632353235, -248.6352397960, 178.6644482658,
352.7239680226, 87.0009102021, -293.4444288458, -113.5264103255,
-398.1989347949, -469.2797383338, -245.9939275934, -192.3102234512,
122.3259048952, -107.8486033723, 251.0609758784, 488.4733740424,
-352.1025724146, -487.826 [...]
+ add(new LinearConstraint(new double[]{-30.0588147584,
-378.5051316986, 157.8835245521, 120.3731377987, 286.9986665802,
-78.8326674476, -452.5024927606, 95.4389515886, -179.8024252018,
-295.2742472052, -91.5899174779, 183.8988891394, -364.4023093951,
-27.9401916913, 355.7553534234, -480.6474695409, 496.6670478137,
-123.3317858105, 230.0870951978, 8.1301750386, -429.5056130047, 219.2877390926,
-443.4958157674, 336.0622027617, 405.5518207904, -377.2516937227,
-29.5291171888, [...]
+ add(equationFromString(nCoef, "x0 <= 10"));
+ add(equationFromString(nCoef, "x0 >= -10"));
+ add(equationFromString(nCoef, "x1 <= 10"));
+ add(equationFromString(nCoef, "x1 >= -10"));
+ add(equationFromString(nCoef, "x2 <= 10"));
+ add(equationFromString(nCoef, "x2 >= -10"));
+ add(equationFromString(nCoef, "x3 <= 10"));
+ add(equationFromString(nCoef, "x3 >= -10"));
+ add(equationFromString(nCoef, "x4 <= 10"));
+ add(equationFromString(nCoef, "x4 >= -10"));
+ add(equationFromString(nCoef, "x5 <= 10"));
+ add(equationFromString(nCoef, "x5 >= -10"));
+ add(equationFromString(nCoef, "x6 <= 10"));
+ add(equationFromString(nCoef, "x6 >= -10"));
+ add(equationFromString(nCoef, "x7 <= 10"));
+ add(equationFromString(nCoef, "x7 >= -10"));
+ add(equationFromString(nCoef, "x8 <= 10"));
+ add(equationFromString(nCoef, "x8 >= -10"));
+ add(equationFromString(nCoef, "x9 <= 10"));
+ add(equationFromString(nCoef, "x9 >= -10"));
+ add(equationFromString(nCoef, "x10 <= 10"));
+ add(equationFromString(nCoef, "x10 >= -10"));
+ add(equationFromString(nCoef, "x11 <= 10"));
+ add(equationFromString(nCoef, "x11 >= -10"));
+ add(equationFromString(nCoef, "x12 <= 10"));
+ add(equationFromString(nCoef, "x12 >= -10"));
+ add(equationFromString(nCoef, "x13 <= 10"));
+ add(equationFromString(nCoef, "x13 >= -10"));
+ add(equationFromString(nCoef, "x14 <= 10"));
+ add(equationFromString(nCoef, "x14 >= -10"));
+ add(equationFromString(nCoef, "x15 <= 10"));
+ add(equationFromString(nCoef, "x15 >= -10"));
+ add(equationFromString(nCoef, "x16 <= 10"));
+ add(equationFromString(nCoef, "x16 >= -10"));
+ add(equationFromString(nCoef, "x17 <= 10"));
+ add(equationFromString(nCoef, "x17 >= -10"));
+ add(equationFromString(nCoef, "x18 <= 10"));
+ add(equationFromString(nCoef, "x18 >= -10"));
+ add(equationFromString(nCoef, "x19 <= 10"));
+ add(equationFromString(nCoef, "x19 >= -10"));
+ add(equationFromString(nCoef, "x20 <= 10"));
+ add(equationFromString(nCoef, "x20 >= -10"));
+ add(equationFromString(nCoef, "x21 <= 10"));
+ add(equationFromString(nCoef, "x21 >= -10"));
+ add(equationFromString(nCoef, "x22 <= 10"));
+ add(equationFromString(nCoef, "x22 >= -10"));
+ add(equationFromString(nCoef, "x23 <= 10"));
+ add(equationFromString(nCoef, "x23 >= -10"));
+ add(equationFromString(nCoef, "x24 <= 10"));
+ add(equationFromString(nCoef, "x24 >= -10"));
+ add(equationFromString(nCoef, "x25 <= 10"));
+ add(equationFromString(nCoef, "x25 >= -10"));
+ add(equationFromString(nCoef, "x26 <= 10"));
+ add(equationFromString(nCoef, "x26 >= -10"));
+ add(equationFromString(nCoef, "x27 <= 10"));
+ add(equationFromString(nCoef, "x27 >= -10"));
+ add(equationFromString(nCoef, "x28 <= 10"));
+ add(equationFromString(nCoef, "x28 >= -10"));
+ add(equationFromString(nCoef, "x29 <= 10"));
+ add(equationFromString(nCoef, "x29 >= -10"));
+ add(equationFromString(nCoef, "x30 <= 10"));
+ add(equationFromString(nCoef, "x30 >= -10"));
+ add(equationFromString(nCoef, "x31 <= 10"));
+ add(equationFromString(nCoef, "x31 >= -10"));
+ add(equationFromString(nCoef, "x32 <= 10"));
+ add(equationFromString(nCoef, "x32 >= -10"));
+ add(equationFromString(nCoef, "x33 <= 10"));
+ add(equationFromString(nCoef, "x33 >= -10"));
+ add(equationFromString(nCoef, "x34 <= 10"));
+ add(equationFromString(nCoef, "x34 >= -10"));
+ add(equationFromString(nCoef, "x35 <= 10"));
+ add(equationFromString(nCoef, "x35 >= -10"));
+ add(equationFromString(nCoef, "x36 <= 10"));
+ add(equationFromString(nCoef, "x36 >= -10"));
+ add(equationFromString(nCoef, "x37 <= 10"));
+ add(equationFromString(nCoef, "x37 >= -10"));
+ add(equationFromString(nCoef, "x38 <= 10"));
+ add(equationFromString(nCoef, "x38 >= -10"));
+ add(equationFromString(nCoef, "x39 <= 10"));
+ add(equationFromString(nCoef, "x39 >= -10"));
+ add(equationFromString(nCoef, "x40 <= 10"));
+ add(equationFromString(nCoef, "x40 >= -10"));
+ add(equationFromString(nCoef, "x41 <= 10"));
+ add(equationFromString(nCoef, "x41 >= -10"));
+ add(equationFromString(nCoef, "x42 <= 10"));
+ add(equationFromString(nCoef, "x42 >= -10"));
+ }};
+
+ final PointValuePair resultOriginal = solve(c, constraints);
+ final double z1 = resultOriginal.getValue();
+ System.out.println("z1=" + z1); // XXX REMOVE
+
+ final List<LinearConstraint> shiftedConstraints = new ArrayList<>();
+ for (LinearConstraint cons : constraints) {
+ final double[] coeffs = cons.getCoefficients().toArray();
+ final double rhs = cons.getValue() + Sum.ofProducts(coeffs,
d).getAsDouble();
+ shiftedConstraints.add(new LinearConstraint(coeffs,
cons.getRelationship(), rhs));
+ }
+
+ final PointValuePair resultShifted = solve(c, shiftedConstraints);
+ final double z2 = resultShifted.getValue();
+
+ final double z1New = z2 - Sum.ofProducts(c, d).getAsDouble();
+ Assert.assertEquals("MR violated", z1, z1New, 1e-4);
+ }
+
+ private static PointValuePair solve(double[] c,
+ Collection<LinearConstraint>
constraints)
+ throws Exception {
+ final LinearObjectiveFunction f = new LinearObjectiveFunction(c, 0);
+ final double epsilon = 1e-5; // Fails at 1e-6.
+ final SimplexSolver solver = new SimplexSolver(epsilon);
+ return solver.optimize(new MaxIter(1000),
+ f,
+ new LinearConstraintSet(constraints),
+ GoalType.MAXIMIZE);
+ }
}
