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ID Category Severity Reproducibility Date Submitted Last Update
0000438 [ALGLIB] Optimization feature have not tried 2012-01-20 10:41 2013-01-14 13:43
Reporter SergeyB View Status public  
Assigned To SergeyB
Priority high Resolution implemented Platform
Status resolved   OS
Projection none   OS Version
ETA none Fixed in Version 3.7.0 Product Version
  Target Version 3.7.0 Product Build
Summary 0000438: IMPLEMENTED: refactoring of the BLEIC optimizer
Description New version of the BLEIC optimizer has following improvements:
* it uses new three-stage active set algorithm suggested by Elvira Illarionova, which combines gradient projection with iterations of equality constrained L-BFGS
* because we do not have nested inner/outer iterations, more transparent stopping criteria can be specified for algorithm
* it uses new constraint activation/deactivation strategy which can correctly handle degenerate constraints
Steps To Reproduce
Additional Information
Programming language Unspecified
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- Issue History
Date Modified Username Field Change
2012-01-20 10:41 SergeyB New Issue
2012-01-20 10:41 SergeyB Programming language => Unspecified
2012-01-20 10:42 SergeyB Target Version => 3.6.0
2012-02-10 11:52 SergeyB Priority normal => high
2012-02-15 10:22 SergeyB Target Version 3.6.0 => Near future
2012-03-13 15:09 SergeyB Description Updated
2012-03-16 10:25 SergeyB Target Version Near future => 3.6.0
2012-06-29 10:39 SergeyB Target Version 3.6.0 => 3.7.0
2012-07-12 19:12 SergeyB Target Version 3.7.0 => Near future
2012-12-04 21:55 SergeyB Description Updated
2012-12-04 21:55 SergeyB Target Version Near future => 3.8.0
2012-12-22 18:18 SergeyB Description Updated
2013-01-14 13:39 SergeyB Status new => assigned
2013-01-14 13:39 SergeyB Assigned To => SergeyB
2013-01-14 13:42 SergeyB Target Version 3.8.0 => 3.7.0
2013-01-14 13:42 SergeyB Summary Refactoring of the BLEIC optimizer => IMPLEMENTED: refactoring of the BLEIC optimizer
2013-01-14 13:42 SergeyB Description Updated
2013-01-14 13:43 SergeyB Status assigned => resolved
2013-01-14 13:43 SergeyB Fixed in Version => 3.7.0
2013-01-14 13:43 SergeyB Resolution open => implemented

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