0000561: IMPLEMENTED: nonlinearly constrained optimizer (Augmented Lagrangian) - Mantis

Mantis Bugtracker

Viewing Issue Simple Details [ Jump to Notes ]

[ View Advanced ] [ Issue History ] [ Print ]

ID

Category

Severity

Reproducibility

Date Submitted

Last Update

0000561

[ALGLIB] Optimization

feature

have not tried

2013-09-13 11:52

2014-10-01 14:07

Reporter

SergeyB

View Status

public

Assigned To

SergeyB

Priority

normal

Resolution

implemented

Status

resolved

Product Version

Summary

0000561: IMPLEMENTED: nonlinearly constrained optimizer (Augmented Lagrangian)

Description

Implemented constrained optimizer which supports arbitrary combination of (a) boundary, (b) linear equality/inequality, (c) nonlinear constraints. Optimizer is based on preconditioned Augmented Lagrangian approach and includes two different preconditioners: (a) inexact fast one (assumes approximate orthogonality of non-boundary constraints), and (b) exact low rank one (assumes moderate number of non-boundary constraints).

Additional Information

Programming language

Unspecified

Relationships

There are no notes attached to this issue.

Issue History
Date Modified	Username	Field	Change
2013-09-13 11:52	SergeyB	New Issue
2013-09-13 11:52	SergeyB	Programming language	=> Unspecified
2013-09-13 12:02	SergeyB	Target Version	Near future => Next release
2013-09-13 12:28	SergeyB	Description Updated
2013-09-13 12:28	SergeyB	Target Version	Next release => 3.9.0
2014-10-01 14:04	SergeyB	Status	new => assigned
2014-10-01 14:04	SergeyB	Assigned To	=> SergeyB
2014-10-01 14:07	SergeyB	Summary	Augmented Lagrangian version of MinNLC => IMPLEMENTED: nonlinearly constrained optimizer (Augmented Lagrangian)
2014-10-01 14:07	SergeyB	Description Updated
2014-10-01 14:07	SergeyB	Status	assigned => resolved
2014-10-01 14:07	SergeyB	Fixed in Version	=> Next 'Optimization' release
2014-10-01 14:07	SergeyB	Resolution	open => implemented

Mantis 1.1.6[^]

Copyright © 2000 - 2008 Mantis Group