0000974: SQP improvements

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Severity

Reproducibility

Date Submitted

Last Update

0000974

[ALGLIB] Optimization

feature

have not tried

2023-05-14 21:47

2023-12-24 23:37

Reporter

SergeyB

View Status

public

Assigned To

SergeyB

Priority

normal

Resolution

open

Status

assigned

Product Version

Summary

0000974: SQP improvements

Description

* We need GammaMax in the new FSQP! rejected steps MUST contribute to GammaMax. We also need a special return code 99 which is intended for a situation when GammaMax is suspiciously large.

* We also need a positive completion code for a solver trapped in a nonzero constraint extremum.

* filter SQP has issues when starting from a local maximum of a constraints violation, like minnlc_d_equality with x0=[0,0]. An SL1QP is better, but adding L1 merit function is likely to overcomplicate the algo.

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Issue History
Date Modified	Username	Field	Change
2023-05-14 21:47	SergeyB	New Issue
2023-05-14 21:47	SergeyB	Status	new => assigned
2023-05-14 21:47	SergeyB	Assigned To	=> SergeyB
2023-05-14 21:47	SergeyB	Programming language	=> Unspecified
2023-05-23 21:19	SergeyB	Description Updated
2023-06-12 22:38	SergeyB	Description Updated
2023-12-18 22:59	SergeyB	Description Updated
2023-12-19 21:24	SergeyB	Description Updated
2023-12-24 23:37	SergeyB	Target Version	4.01.0 => 4.02.0

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