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ID |
Category |
Severity |
Reproducibility |
Date Submitted |
Last Update |
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0000981 |
[ALGLIB] Optimization |
feature |
have not tried |
2023-06-08 21:38 |
2023-12-20 21:05 |
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Reporter |
SergeyB |
View Status |
public |
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Assigned To |
SergeyB |
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Priority |
normal |
Resolution |
implemented |
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Status |
resolved |
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Product Version |
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Summary |
0000981: IMPLEMENTED: large-scale sparse SQP solver |
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Description |
New large-scale SQP solver which can handle sparsity in constraints to accelerate computations. Depending on the constraints sparsity, it is scalable to tens of thousands of variables.
Internally the solver utilizes the following algorithmic improvements:
* low rank quasi-Newton models with positive-only correction terms
* filter-based SQP algorithm |
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Additional Information |
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Programming language |
Unspecified |
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Attached Files |
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