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| ID | Category | Severity | Reproducibility | Date Submitted | Last Update | ||
| 0000438 | [ALGLIB] Optimization | feature | have not tried | 2012-01-20 10:41 | 2013-01-14 13:43 | ||
| Reporter | SergeyB | View Status | public | ||||
| Assigned To | SergeyB | ||||||
| Priority | high | Resolution | implemented | ||||
| Status | resolved | Product Version | |||||
| Summary | 0000438: IMPLEMENTED: refactoring of the BLEIC optimizer | ||||||
| Description |
New version of the BLEIC optimizer has following improvements: * it uses new three-stage active set algorithm suggested by Elvira Illarionova, which combines gradient projection with iterations of equality constrained L-BFGS * because we do not have nested inner/outer iterations, more transparent stopping criteria can be specified for algorithm * it uses new constraint activation/deactivation strategy which can correctly handle degenerate constraints |
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| Additional Information | |||||||
| Programming language | Unspecified | ||||||
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Issue History |
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| Date Modified | Username | Field | Change |
| 2012-01-20 10:41 | SergeyB | New Issue | |
| 2012-01-20 10:41 | SergeyB | Programming language | => Unspecified |
| 2012-01-20 10:42 | SergeyB | Target Version | => 3.6.0 |
| 2012-02-10 11:52 | SergeyB | Priority | normal => high |
| 2012-02-15 10:22 | SergeyB | Target Version | 3.6.0 => Near future |
| 2012-03-13 15:09 | SergeyB | Description Updated | |
| 2012-03-16 10:25 | SergeyB | Target Version | Near future => 3.6.0 |
| 2012-06-29 10:39 | SergeyB | Target Version | 3.6.0 => 3.7.0 |
| 2012-07-12 19:12 | SergeyB | Target Version | 3.7.0 => Near future |
| 2012-12-04 21:55 | SergeyB | Description Updated | |
| 2012-12-04 21:55 | SergeyB | Target Version | Near future => 3.8.0 |
| 2012-12-22 18:18 | SergeyB | Description Updated | |
| 2013-01-14 13:39 | SergeyB | Status | new => assigned |
| 2013-01-14 13:39 | SergeyB | Assigned To | => SergeyB |
| 2013-01-14 13:42 | SergeyB | Target Version | 3.8.0 => 3.7.0 |
| 2013-01-14 13:42 | SergeyB | Summary | Refactoring of the BLEIC optimizer => IMPLEMENTED: refactoring of the BLEIC optimizer |
| 2013-01-14 13:42 | SergeyB | Description Updated | |
| 2013-01-14 13:43 | SergeyB | Status | assigned => resolved |
| 2013-01-14 13:43 | SergeyB | Fixed in Version | => 3.7.0 |
| 2013-01-14 13:43 | SergeyB | Resolution | open => implemented |
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