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ID |
Category |
Severity |
Reproducibility |
Date Submitted |
Last Update |
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0000566 |
[ALGLIB] Optimization |
feature |
have not tried |
2013-09-30 15:24 |
2014-05-23 14:13 |
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Reporter |
SergeyB |
View Status |
public |
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Assigned To |
SergeyB |
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Priority |
normal |
Resolution |
implemented |
Platform |
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Status |
resolved |
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OS |
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Projection |
none |
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OS Version |
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ETA |
none |
Fixed in Version |
3.9.0 |
Product Version |
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Target Version |
3.9.0 |
Product Build |
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Summary |
0000566: IMPLEMENTED: new constrained QP solver - QuickQP |
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Description |
MinQP subpackage now includes new bound constrained QP solver, which is several times faster on constrained problems than BLEIC-QP (and orders of magnitude faster than deprecated Cholesky-QP). The only drawback of new solver is that it supports only boundary constraints.
QuickQP solver can solve both dense and sparse QP problems. |
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Steps To Reproduce |
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Additional Information |
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Programming language |
Unspecified |
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Attached Files |
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