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ID Category Severity Reproducibility Date Submitted Last Update
0000691 [ALGLIB] Optimization feature have not tried 2017-04-14 20:38 2017-04-14 20:44
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 3.11.0 Product Version
  Target Version 3.11.0 Product Build
Summary 0000691: IMPLEMENTED: "exact robust" preconditioner mode for MinNLC optimizer
Description New preconditioner which behaves robustly independently of constraint count K (whether it is zero, less than N, more than N). The only drawback is that it always requires at least O(N^3) time to build, even for K<<N.

New preconditioner is now default one (pre-3.11 ALGLIB used inexact preconditioner as default option).

For comparison, "exact low rank" preconditioner behaves well on problems with constraint number K less than problem N, but fails for K>=N, although for small K's it requires just O(N*K^2) time to be built.
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Programming language Unspecified
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- Issue History
Date Modified Username Field Change
2017-04-14 20:38 SergeyB New Issue
2017-04-14 20:38 SergeyB Status new => assigned
2017-04-14 20:38 SergeyB Assigned To => SergeyB
2017-04-14 20:38 SergeyB Programming language => Unspecified
2017-04-14 20:44 SergeyB Description Updated
2017-04-14 20:44 SergeyB Status assigned => resolved
2017-04-14 20:44 SergeyB Fixed in Version => 3.11.0
2017-04-14 20:44 SergeyB Resolution open => implemented

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