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ID 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   OS
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 C#
Attached Files ? file icon 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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