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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). | ||||||
| Steps To Reproduce | |||||||
| Additional Information | |||||||
| Programming language | Unspecified | ||||||
| Attached Files | |||||||
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Issue History |
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| 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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