0000994: IMPLEMENTED: some NLP solvers can now recover from infinite/NAN target values

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Severity

Reproducibility

Date Submitted

Last Update

0000994

[ALGLIB] Optimization

feature

have not tried

2023-10-29 23:57

Reporter

SergeyB

View Status

public

Assigned To

SergeyB

Priority

normal

Resolution

implemented

Status

resolved

Product Version

Summary

0000994: IMPLEMENTED: some NLP solvers can now recover from infinite/NAN target values

Description

Prior to ALGLIB 4.01, all optimizers stopped as soon as user callback returned infinite/NAN values in target/constraints vector or their Jacobian.

Now some ALGLIB solvers (SQP, DFO-LSA, 2PS) can recover from infinite values by reducing a trust radius. Upon successful recovery they continue optimization and add +800 to their completion code after return. If no successful recovery was possible (trust radius was decreased below lower bound), -8 completion code (critical error) is returned.

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Unspecified

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Issue History
Date Modified	Username	Field	Change
2023-10-29 23:57	SergeyB	New Issue
2023-10-29 23:57	SergeyB	Status	new => assigned
2023-10-29 23:57	SergeyB	Assigned To	=> SergeyB
2023-10-29 23:57	SergeyB	Programming language	=> Unspecified
2023-10-29 23:57	SergeyB	Status	assigned => resolved
2023-10-29 23:57	SergeyB	Fixed in Version	=> 4.01.0
2023-10-29 23:57	SergeyB	Resolution	open => implemented

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