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ID Category Severity Reproducibility Date Submitted Last Update
0000561 [ALGLIB] Optimization feature have not tried 2013-09-13 11:52 2014-10-01 14:07
Reporter SergeyB View Status public  
Assigned To SergeyB
Priority normal Resolution implemented Platform
Status resolved   OS
Projection none   OS Version
ETA none Fixed in Version 3.9.0 Product Version
  Target Version 3.9.0 Product Build
Summary 0000561: IMPLEMENTED: nonlinearly constrained optimizer (Augmented Lagrangian)
Description Implemented constrained optimizer which supports arbitrary combination of (a) boundary, (b) linear equality/inequality, (c) nonlinear constraints. Optimizer is based on preconditioned Augmented Lagrangian approach and includes two different preconditioners: (a) inexact fast one (assumes approximate orthogonality of non-boundary constraints), and (b) exact low rank one (assumes moderate number of non-boundary constraints).
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Programming language Unspecified
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- Issue History
Date Modified Username Field Change
2013-09-13 11:52 SergeyB New Issue
2013-09-13 11:52 SergeyB Programming language => Unspecified
2013-09-13 12:02 SergeyB Target Version Near future => Next release
2013-09-13 12:28 SergeyB Description Updated
2013-09-13 12:28 SergeyB Target Version Next release => 3.9.0
2014-10-01 14:04 SergeyB Status new => assigned
2014-10-01 14:04 SergeyB Assigned To => SergeyB
2014-10-01 14:07 SergeyB Summary Augmented Lagrangian version of MinNLC => IMPLEMENTED: nonlinearly constrained optimizer (Augmented Lagrangian)
2014-10-01 14:07 SergeyB Description Updated
2014-10-01 14:07 SergeyB Status assigned => resolved
2014-10-01 14:07 SergeyB Fixed in Version => Next 'Optimization' release
2014-10-01 14:07 SergeyB Resolution open => implemented

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