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ID |
Category |
Severity |
Reproducibility |
Date Submitted |
Last Update |
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0000606 |
[ALGLIB] Optimization |
feature |
have not tried |
2014-05-15 11:13 |
2018-01-02 17:15 |
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Reporter |
SergeyB |
View Status |
public |
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Assigned To |
SergeyB |
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Priority |
normal |
Resolution |
open |
Platform |
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Status |
assigned |
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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 |
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Product Version |
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Target Version |
Next 'Optimization' release |
Product Build |
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Summary |
0000606: QQP improvements |
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Description |
* Newton step for sparse QP with general linear constraints
* investigate feasibility of updating Cholesky decomposition for sparse QP problems. It is possible, but sometimes it is faster to perform sparse Cholesky from scratch than to update it. At least, for large batches of updates...
* permutation of variables (should be performed during initial scaling of the problem) for faster sparse Cholesky
* support for sparse Cholesky solvers other than SKS-based one |
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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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