Detect unbounded problem

octachrome · Jul 21, 2014 · ef60915 · ef60915
1 parent e07c08f
commit ef60915
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Showing 2 changed files with 25 additions and 4 deletions.
diff --git a/js/simplex.js b/js/simplex.js
@@ -224,18 +224,24 @@ function solve(mat, debug) {
         if (pv === null) {
             pv = pivotVar(mat);
         }
+        if (debug) {
+            console.log(pv);
+        }
         if (pv === null) {
             break;
         }
         var pr = pivotRow(mat, pv);
-        if (pr === null) {
-            break;
-        }
         if (debug) {
-            console.log(pv);
             console.log(pr);
         }
+        if (pr === null) {
+            mat.status = 'unbounded';
+            break;
+        }
         mat = pivot(mat, pr, pv.col);
     }
+    if (!mat.status) {
+        mat.status = 'optimal';
+    }
     return mat;
 }
diff --git a/test/simplexSpec.js b/test/simplexSpec.js
@@ -364,6 +364,21 @@ describe('simplex', function () {
             expect(sol._obj).toBeCloseTo(200);
         });
 
+        iit('should detect an unbouned problem', function () {
+            var prob = readLp(
+                "maximise\n\
+                3x - 2y\n\
+                subject to\n\
+                y <= 100\n\
+                end\n"
+            );
+
+            var mat = toMatrix(prob);
+            var finalMat = solve(mat);
+
+            expect(finalMat.status).toBe('unbounded');
+        });
+
         it('should solve a small MPS problem', function () {
             var prob = readMps("\
 NAME          T       \n\