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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
Additional Information
Programming language Unspecified
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- Issue History
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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