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ID |
Category |
Severity |
Reproducibility |
Date Submitted |
Last Update |
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0000321 |
[ALGLIB] Optimization |
feature |
have not tried |
2010-03-31 16:10 |
2010-04-12 11:24 |
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Reporter |
SergeyB |
View Status |
public |
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Assigned To |
SergeyB |
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Priority |
normal |
Resolution |
implemented |
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Status |
resolved |
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Product Version |
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Summary |
0000321: IMPLEMENTED: bound constrained nonlinear optimizer |
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Description |
Bound constrained nonlinear optimizer:
* both convex and nonconvex functions may be minimized
* only Lipschitz continuity of the gradient is required
* interleaved CG/GPA iterations are used. Gradient Projection Algorithm is used to identify (add/drop) active constraints, Conjugate Gradient method is used to optimized once constraints are identified |
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Additional Information |
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Programming language |
Unspecified |
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Attached Files |
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