0000691: IMPLEMENTED: "exact robust" preconditioner mode for MinNLC optimizer

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Severity

Reproducibility

Date Submitted

Last Update

0000691

[ALGLIB] Optimization

feature

have not tried

2017-04-14 20:38

2017-04-14 20:44

Reporter

SergeyB

View Status

public

Assigned To

SergeyB

Priority

normal

Resolution

implemented

Status

resolved

Product Version

Summary

0000691: IMPLEMENTED: "exact robust" preconditioner mode for MinNLC optimizer

Description

New preconditioner which behaves robustly independently of constraint count K (whether it is zero, less than N, more than N). The only drawback is that it always requires at least O(N^3) time to build, even for K<<N.

New preconditioner is now default one (pre-3.11 ALGLIB used inexact preconditioner as default option).

For comparison, "exact low rank" preconditioner behaves well on problems with constraint number K less than problem N, but fails for K>=N, although for small K's it requires just O(N*K^2) time to be built.

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Unspecified

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Issue History
Date Modified	Username	Field	Change
2017-04-14 20:38	SergeyB	New Issue
2017-04-14 20:38	SergeyB	Status	new => assigned
2017-04-14 20:38	SergeyB	Assigned To	=> SergeyB
2017-04-14 20:38	SergeyB	Programming language	=> Unspecified
2017-04-14 20:44	SergeyB	Description Updated
2017-04-14 20:44	SergeyB	Status	assigned => resolved
2017-04-14 20:44	SergeyB	Fixed in Version	=> 3.11.0
2017-04-14 20:44	SergeyB	Resolution	open => implemented

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