0000503: IMPLEMENTED: uphill steps in BLEIC optimizer - Mantis

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ID

Category

Severity

Reproducibility

Date Submitted

Last Update

0000503

[ALGLIB] Optimization

tweak

have not tried

2013-02-10 11:44

2013-07-24 12:22

Reporter

SergeyB

View Status

public

Assigned To

SergeyB

Priority

normal

Resolution

implemented

Status

resolved

Product Version

Summary

0000503: IMPLEMENTED: uphill steps in BLEIC optimizer

Description

In constrained optimization setting sometimes we have to perform uphill steps. It can be necessary when constraints force us to perform very small step, with function change being dominated by numerical noise.

Most optimizers will detect this step as uphill and stop optimization process. Improved BLEIC can handle such situation by allowing small number of short uphill steps, which greatly improves robustness of the optimizer.

Additional Information

Programming language

Unspecified

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Issue History
Date Modified	Username	Field	Change
2013-02-10 11:44	SergeyB	New Issue
2013-02-10 11:44	SergeyB	Programming language	=> Unspecified
2013-05-22 10:58	SergeyB	Description Updated
2013-06-07 11:30	SergeyB	Description Updated
2013-07-24 12:13	SergeyB	Status	new => assigned
2013-07-24 12:13	SergeyB	Assigned To	=> SergeyB
2013-07-24 12:21	SergeyB	Summary	Tweaking BLEIC optimizer => IMPLEMENTED: uphill lsteps in BLEIC optimizer
2013-07-24 12:21	SergeyB	Description Updated
2013-07-24 12:21	SergeyB	Status	assigned => resolved
2013-07-24 12:21	SergeyB	Fixed in Version	=> 3.8.0
2013-07-24 12:21	SergeyB	Resolution	open => implemented
2013-07-24 12:22	SergeyB	Summary	IMPLEMENTED: uphill lsteps in BLEIC optimizer => IMPLEMENTED: uphill steps in BLEIC optimizer

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