0000389: Optimization improvements

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Category

Severity

Reproducibility

Date Submitted

Last Update

0000389

[ALGLIB] Optimization

feature

have not tried

2010-11-28 22:52

Reporter

SergeyB

View Status

public

Assigned To

SergeyB

Priority

normal

Resolution

open

Platform

Status

assigned

Projection

none

OS Version

ETA

none

Fixed in Version

Product Version

Target Version

3.3.0

Product Build

Summary

0000389: Optimization improvements

Description

* ability to report errors on unbounded functions (CG, L-BFGS, ASA, MINLM, BLEIC)
* BLEIC: exponential modified barrier functions and adaptive control over Mu (slower decrease in case we've accidentally moved deeply into infeasible area)

Steps To Reproduce

Additional Information

Programming language

Unspecified

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Issue History
Date Modified	Username	Field	Change
2010-11-28 22:52	SergeyB	New Issue
2010-11-28 22:52	SergeyB	Status	new => assigned
2010-11-28 22:52	SergeyB	Assigned To	=> SergeyB
2010-11-28 22:52	SergeyB	Programming language	=> Unspecified

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