0000606: QQP improvements

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Category

Severity

Reproducibility

Date Submitted

Last Update

0000606

[ALGLIB] Optimization

feature

have not tried

2014-05-15 11:13

2018-01-02 17:15

Reporter

SergeyB

View Status

public

Assigned To

SergeyB

Priority

normal

Resolution

open

Status

assigned

Product Version

Summary

0000606: QQP improvements

Description

* Newton step for sparse QP with general linear constraints
* investigate feasibility of updating Cholesky decomposition for sparse QP problems. It is possible, but sometimes it is faster to perform sparse Cholesky from scratch than to update it. At least, for large batches of updates...
* permutation of variables (should be performed during initial scaling of the problem) for faster sparse Cholesky
* support for sparse Cholesky solvers other than SKS-based one

Additional Information

Programming language

Unspecified

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Issue History
Date Modified	Username	Field	Change
2014-05-15 11:13	SergeyB	New Issue
2014-05-15 11:13	SergeyB	Status	new => assigned
2014-05-15 11:13	SergeyB	Assigned To	=> SergeyB
2014-05-15 11:13	SergeyB	Programming language	=> Unspecified
2014-05-15 11:16	SergeyB	Description Updated
2014-05-15 11:17	SergeyB	Description Updated
2014-05-15 11:30	SergeyB	Description Updated
2015-07-20 13:46	SergeyB	Target Version	Next release => Near future
2018-01-02 17:15	SergeyB	Target Version	Near future => Next 'Optimization' release

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