0000486: FIXED: bug in the constraint activation/deactivation code of QP solver

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Category

Severity

Reproducibility

Date Submitted

Last Update

0000486

[ALGLIB] Optimization

minor

always

2012-08-31 15:32

2012-10-24 10:59

Reporter

nlagerr

View Status

public

Assigned To

SergeyB

Priority

normal

Resolution

fixed

Platform

Status

resolved

Projection

none

OS Version

ETA

none

Fixed in Version

3.7.0

Product Version

3.6.0

Target Version

3.7.0

Product Build

Summary

0000486: FIXED: bug in the constraint activation/deactivation code of QP solver

Description

QP solver incorrectly activated/deactivated linear constraints in some tricky cases (multiple constraints which form degenerate system). New version of the solver uses another algorithm for constraint activation/deactivation which is more robust and should not experience this sort of bugs.

Below is an original report from one of the users:

> I have included two NUnit tests in which the QP solver of
> version 3.6.0 does not find the correct optimum. The QP
> solver does return the success termination type. I found
> that if I do not supply a starting point to the solver,
> this problem does not occur and the correct minimum is
> found.

Steps To Reproduce

Additional Information

Programming language

Attached Files

AlglibQPSolverTest.cs [^] (4,519 bytes) 2012-08-31 15:32

Relationships

Notes
(0000060) SergeyB (administrator) 2012-09-04 16:30	I've started investigating this issue and will inform you about results within several days. Thanks for the bug report!

(0000061) SergeyB (administrator) 2012-09-04 16:58	issue confirmed.

Issue History
Date Modified	Username	Field	Change
2012-08-31 15:32	nlagerr	New Issue
2012-08-31 15:32	nlagerr	File Added: AlglibQPSolverTest.cs
2012-08-31 15:32	nlagerr	Programming language	=> C#
2012-08-31 15:32	nlagerr	Issue Monitored: nlagerr
2012-09-04 16:30	SergeyB	Status	new => assigned
2012-09-04 16:30	SergeyB	Assigned To	=> SergeyB
2012-09-04 16:30	SergeyB	Note Added: 0000060
2012-09-04 16:58	SergeyB	Note Added: 0000061
2012-09-04 16:58	SergeyB	Status	assigned => confirmed
2012-09-06 09:47	SergeyB	Target Version	=> 3.7.0
2012-10-24 10:59	SergeyB	Summary	QP solver does not find correct optimum => FIXED: bug in the constraint activation/deactivation code of QP solver
2012-10-24 10:59	SergeyB	Description Updated
2012-10-24 10:59	SergeyB	Status	confirmed => resolved
2012-10-24 10:59	SergeyB	Fixed in Version	=> 3.7.0
2012-10-24 10:59	SergeyB	Resolution	open => fixed

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