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ID |
Category |
Severity |
Reproducibility |
Date Submitted |
Last Update |
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0000909 |
[ALGLIB] Optimization |
feature |
have not tried |
2020-11-08 12:51 |
2020-11-08 12:51 |
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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 |
0000909: IMPLEMENTED: sparse interior point QP solver |
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Description |
Interior point QP engine now supports both dense (medium scale) and sparse (large scale) problems. The latter ones are solved using new supernodal Cholesky decomposition routine with AMD ordering applied to (M+N)*(M+N) quasidefinite KKT system (Vanderbei-style QP). |
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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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