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| ID | Category | Severity | Reproducibility | Date Submitted | Last Update | ||
| 0000486 | [ALGLIB] Optimization | minor | always | 2012-08-31 15:32 | 2012-10-24 10:59 | ||
| Reporter | nlagerr | View Status | public | ||||
| Assigned To | SergeyB | ||||||
| Priority | normal | Resolution | fixed | ||||
| Status | resolved | Product Version | 3.6.0 | ||||
| Summary | 0000486: FIXED: bug in the constraint activation/deactivation code of QP solver | ||||||
| Description |
QP solver incorrectly activated/deactivated linear constraints in some tricky cases (multiple constraints which form degenerate system). New version of the solver uses another algorithm for constraint activation/deactivation which is more robust and should not experience this sort of bugs. Below is an original report from one of the users: > I have included two NUnit tests in which the QP solver of > version 3.6.0 does not find the correct optimum. The QP > solver does return the success termination type. I found > that if I do not supply a starting point to the solver, > this problem does not occur and the correct minimum is > found. |
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| Additional Information | |||||||
| Programming language | C# | ||||||
| Attached Files |
 AlglibQPSolverTest.cs [^] (4,519 bytes) 2012-08-31 15:32 |
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(0000060) SergeyB (administrator) 2012-09-04 16:30 |
I've started investigating this issue and will inform you about results within several days. Thanks for the bug report! |
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(0000061) SergeyB (administrator) 2012-09-04 16:58 |
issue confirmed. |
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Issue History |
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| Date Modified | Username | Field | Change |
| 2012-08-31 15:32 | nlagerr | New Issue | |
| 2012-08-31 15:32 | nlagerr | File Added: AlglibQPSolverTest.cs | |
| 2012-08-31 15:32 | nlagerr | Programming language | => C# |
| 2012-08-31 15:32 | nlagerr | Issue Monitored: nlagerr | |
| 2012-09-04 16:30 | SergeyB | Status | new => assigned |
| 2012-09-04 16:30 | SergeyB | Assigned To | => SergeyB |
| 2012-09-04 16:30 | SergeyB | Note Added: 0000060 | |
| 2012-09-04 16:58 | SergeyB | Note Added: 0000061 | |
| 2012-09-04 16:58 | SergeyB | Status | assigned => confirmed |
| 2012-09-06 09:47 | SergeyB | Target Version | => 3.7.0 |
| 2012-10-24 10:59 | SergeyB | Summary | QP solver does not find correct optimum => FIXED: bug in the constraint activation/deactivation code of QP solver |
| 2012-10-24 10:59 | SergeyB | Description Updated | |
| 2012-10-24 10:59 | SergeyB | Status | confirmed => resolved |
| 2012-10-24 10:59 | SergeyB | Fixed in Version | => 3.7.0 |
| 2012-10-24 10:59 | SergeyB | Resolution | open => fixed |
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