Viewing Issue Simple Details
[ Jump to Notes ]
|
[ View Advanced ]
[ Issue History ]
[ Print ]
|
ID |
Category |
Severity |
Reproducibility |
Date Submitted |
Last Update |
0000449 |
[ALGLIB] Optimization |
feature |
have not tried |
2012-02-29 14:01 |
2012-06-27 12:22 |
|
Reporter |
SergeyB |
View Status |
public |
|
Assigned To |
SergeyB |
Priority |
normal |
Resolution |
implemented |
|
Status |
resolved |
|
Product Version |
|
|
Summary |
0000449: IMPLEMENTED: MinQP optimizer with support for general linear equality/inequality constraints |
Description |
Improved version of MinQP optimizer:
* support for arbitrary combination of boundary, linear equality, linear inequality constraints
* combination of the active set method and augmented Lagrangian is used to solve QP subproblems |
Additional Information |
|
|
Programming language |
Unspecified |
|
Attached Files |
|
|