0000607: INCOMPATIBLE: default solver used by MinQP subpackage was changed.

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Category

Severity

Reproducibility

Date Submitted

Last Update

0000607

[ALGLIB] Optimization

tweak

have not tried

2014-05-23 14:35

Reporter

SergeyB

View Status

public

Assigned To

SergeyB

Priority

normal

Resolution

implemented

Status

resolved

Product Version

Summary

0000607: INCOMPATIBLE: default solver used by MinQP subpackage was changed.

Description

THIS CHANGE MAY BREAK BACKWARD COMPATIBILITY! IF YOU USE MINQP SUBPACKAGE, CAREFULLY READ TEXT BELOW BEFORE APPLYING UPDATE.

DESCRIPTION:
* changed behavior of MinQP object when no QP solver was chosen by user.

BEFORE:
* Cholesky-QP algorithm was used.

AFTER:
* QuickQP algorithm with default stopping criteria is used, if no general linear constraints is present (only boundary ones). BLEIC-QP algorithm with default stopping criteria is used, if general linear constraints are present.

RATIONALE:
* Cholesky-QP algorithm was excessively slow on large-scale tasks. Some users were unaware of presence of better solver.

INFLUENCE:
* affects only users who did not set QP solver explicitly.
* because default stopping criteria are used, these stopping criteria may be too relaxed for some problems. Thus, default algorithm may solve some problems with less-than-desired precision.
* if you update to new version, you may (a) explicitly choose Cholesky-QP solver with MinQPSetAlgoCholesky() call, or (b) set on of better solvers (QQP, BLEIC-QP) and make sure that algorithm converges with desired precision.

Additional Information

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Unspecified

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Issue History
Date Modified	Username	Field	Change
2014-05-23 14:35	SergeyB	New Issue
2014-05-23 14:35	SergeyB	Status	new => assigned
2014-05-23 14:35	SergeyB	Assigned To	=> SergeyB
2014-05-23 14:35	SergeyB	Programming language	=> Unspecified
2014-05-23 14:35	SergeyB	Status	assigned => resolved
2014-05-23 14:35	SergeyB	Fixed in Version	=> Next 'Optimization' release
2014-05-23 14:35	SergeyB	Resolution	open => implemented

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