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ID |
Category |
Severity |
Reproducibility |
Date Submitted |
Last Update |
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0000891 |
[ALGLIB] Optimization |
feature |
have not tried |
2020-01-08 11:30 |
2020-01-08 11:30 |
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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 |
3.17.0 |
Product Version |
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Target Version |
3.17.0 |
Product Build |
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Summary |
0000891: IMPLEMENTED: stabilized Hessian updates for SQP solver with periodic resets |
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Description |
1. Stabilized Hessian updates with better guards against degenerate line searches
2. Periodic Hessian resets in order to improve algorithm behavior on highly nonquadratic problems with varying curvature. Behavior on quadratic problems is almost same (a few percents of performance drop). |
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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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