0000437: Feasibility solver

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Category

Severity

Reproducibility

Date Submitted

Last Update

0000437

[ALGLIB] Optimization

feature

have not tried

2012-01-17 15:09

2018-01-02 17:22

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

Next 'Optimization' release

Product Build

Summary

0000437: Feasibility solver

Description

Solver which finds feasible point subject to boundary and linear constraints:
* two forms - canonical (A*x=b) and general BLEIC constraints
* may be, solver for a problem with general (nonlinear) constraints
* scaling of the inputs and constraint matrix - we must rescale problem in order to have good convergence
* use LQ or bidiagonalization instead of SVD. Or, maybe, orthogonalization for rows of the matrix...
* use algorithm similar to one used by MinQP. Not sure that we should use MinQP internally, because MinQP may need same feasibility detection code. Maybe we should separate internal QP solver from MinQP subpackage, and call this solver from feasibility solver AND from MinQP
* efficient hot starts

Steps To Reproduce

Additional Information

Programming language

Unspecified

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Issue History
Date Modified	Username	Field	Change
2012-01-17 15:09	SergeyB	New Issue
2012-01-17 15:09	SergeyB	Programming language	=> Unspecified
2012-01-20 10:28	SergeyB	Description Updated
2012-02-15 10:22	SergeyB	Target Version	3.6.0 => Near future
2012-03-16 10:22	SergeyB	Description Updated
2012-03-16 10:24	SergeyB	Target Version	Near future => 3.6.0
2012-03-16 10:25	SergeyB	Description Updated
2012-06-29 10:38	SergeyB	Target Version	3.6.0 => 3.7.0
2012-06-29 10:38	SergeyB	Description Updated
2012-07-12 19:13	SergeyB	Target Version	3.7.0 => Near future
2018-01-02 17:15	SergeyB	Target Version	Near future => Next 'Optimization' release
2018-01-02 17:22	SergeyB	Status	new => assigned
2018-01-02 17:22	SergeyB	Assigned To	=> SergeyB

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