0000974: SQP improvements

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Severity

Reproducibility

Date Submitted

Last Update

0000974

[ALGLIB] Optimization

feature

have not tried

2023-05-14 21:47

2023-12-24 23:37

Reporter

SergeyB

View Status

public

Assigned To

SergeyB

Priority

normal

Resolution

open

Platform

Status

assigned

Projection

none

OS Version

ETA

none

Fixed in Version

Product Version

Target Version

4.02.0

Product Build

Summary

0000974: SQP improvements

Description

* We need GammaMax in the new FSQP! rejected steps MUST contribute to GammaMax. We also need a special return code 99 which is intended for a situation when GammaMax is suspiciously large.

* We also need a positive completion code for a solver trapped in a nonzero constraint extremum.

* filter SQP has issues when starting from a local maximum of a constraints violation, like minnlc_d_equality with x0=[0,0]. An SL1QP is better, but adding L1 merit function is likely to overcomplicate the algo.

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Additional Information

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Unspecified

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Issue History
Date Modified	Username	Field	Change
2023-05-14 21:47	SergeyB	New Issue
2023-05-14 21:47	SergeyB	Status	new => assigned
2023-05-14 21:47	SergeyB	Assigned To	=> SergeyB
2023-05-14 21:47	SergeyB	Programming language	=> Unspecified
2023-05-23 21:19	SergeyB	Description Updated
2023-06-12 22:38	SergeyB	Description Updated
2023-12-18 22:59	SergeyB	Description Updated
2023-12-19 21:24	SergeyB	Description Updated
2023-12-24 23:37	SergeyB	Target Version	4.01.0 => 4.02.0

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