0000607: INCOMPATIBLE: default solver used by MinQP subpackage was changed.

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Category

Severity

Reproducibility

Date Submitted

Last Update

0000607

[ALGLIB] Optimization

tweak

have not tried

2014-05-23 14:35

Reporter

SergeyB

View Status

public

Assigned To

SergeyB

Priority

normal

Resolution

implemented

Platform

Status

resolved

Projection

none

OS Version

ETA

none

Fixed in Version

3.9.0

Product Version

Target Version

3.9.0

Product Build

Summary

0000607: INCOMPATIBLE: default solver used by MinQP subpackage was changed.

Description

THIS CHANGE MAY BREAK BACKWARD COMPATIBILITY! IF YOU USE MINQP SUBPACKAGE, CAREFULLY READ TEXT BELOW BEFORE APPLYING UPDATE.

DESCRIPTION:
* changed behavior of MinQP object when no QP solver was chosen by user.

BEFORE:
* Cholesky-QP algorithm was used.

AFTER:
* QuickQP algorithm with default stopping criteria is used, if no general linear constraints is present (only boundary ones). BLEIC-QP algorithm with default stopping criteria is used, if general linear constraints are present.

RATIONALE:
* Cholesky-QP algorithm was excessively slow on large-scale tasks. Some users were unaware of presence of better solver.

INFLUENCE:
* affects only users who did not set QP solver explicitly.
* because default stopping criteria are used, these stopping criteria may be too relaxed for some problems. Thus, default algorithm may solve some problems with less-than-desired precision.
* if you update to new version, you may (a) explicitly choose Cholesky-QP solver with MinQPSetAlgoCholesky() call, or (b) set on of better solvers (QQP, BLEIC-QP) and make sure that algorithm converges with desired precision.

Steps To Reproduce

Additional Information

Programming language

Unspecified

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Issue History
Date Modified	Username	Field	Change
2014-05-23 14:35	SergeyB	New Issue
2014-05-23 14:35	SergeyB	Status	new => assigned
2014-05-23 14:35	SergeyB	Assigned To	=> SergeyB
2014-05-23 14:35	SergeyB	Programming language	=> Unspecified
2014-05-23 14:35	SergeyB	Status	assigned => resolved
2014-05-23 14:35	SergeyB	Fixed in Version	=> Next 'Optimization' release
2014-05-23 14:35	SergeyB	Resolution	open => implemented

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