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ID Category Severity Reproducibility Date Submitted Last Update
0000942 [ALGLIB] Optimization minor have not tried 2022-05-24 09:51 2022-05-24 09:51
Reporter SergeyB View Status public  
Assigned To SergeyB
Priority normal Resolution fixed Platform
Status resolved   OS
Projection none   OS Version
ETA none Fixed in Version 3.19.0 Product Version
  Target Version 3.19.0 Product Build
Summary 0000942: FIXED: instability in SLP solver
Description SLP nonlinear programming solver was sometimes destabilized by problems having "flipping" constraints (ones that activate/deactivate often). Such constraints confused its estimates of Lagrange multipliers maximums (these maximums are used to penalize constrain violations).

Introduced new conservative update strategy for Lagrange multiplier maximums, the problem solved.
Steps To Reproduce
Additional Information
Programming language Unspecified
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- Issue History
Date Modified Username Field Change
2022-05-24 09:51 SergeyB New Issue
2022-05-24 09:51 SergeyB Status new => assigned
2022-05-24 09:51 SergeyB Assigned To => SergeyB
2022-05-24 09:51 SergeyB Programming language => Unspecified
2022-05-24 09:51 SergeyB Status assigned => resolved
2022-05-24 09:51 SergeyB Fixed in Version => 3.19.0
2022-05-24 09:51 SergeyB Resolution open => fixed

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