Mantis - ALGLIB
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ID: | Category: | Severity: | Reproducibility: | Date Submitted: | Last Update: |
321 | Optimization | feature | have not tried | 2010-03-31 16:10 | 2010-04-12 11:24 |
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Reporter: | SergeyB | Platform: | |||
Assigned To: | SergeyB | OS: | |||
Priority: | normal | OS Version: | |||
Status: | resolved | Product Version: | |||
Product Build: | Resolution: | implemented | |||
Projection: | none | ||||
ETA: | none | Fixed in Version: | 2.5.0 | ||
Programming language: | Unspecified | ||||
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Summary: | 0000321: IMPLEMENTED: bound constrained nonlinear optimizer | ||||
Description: |
Bound constrained nonlinear optimizer: * both convex and nonconvex functions may be minimized * only Lipschitz continuity of the gradient is required * interleaved CG/GPA iterations are used. Gradient Projection Algorithm is used to identify (add/drop) active constraints, Conjugate Gradient method is used to optimized once constraints are identified |
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Steps To Reproduce: | |||||
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Issue History | |||||
Date Modified | Username | Field | Change | ||
2010-03-31 16:10 | SergeyB | New Issue | |||
2010-03-31 16:10 | SergeyB | Status | new => assigned | ||
2010-03-31 16:10 | SergeyB | Assigned To | => SergeyB | ||
2010-03-31 16:10 | SergeyB | Programming language | => Unspecified | ||
2010-03-31 16:12 | SergeyB | Status | assigned => resolved | ||
2010-03-31 16:12 | SergeyB | Fixed in Version | => [NOT RELEASED YET] Next release | ||
2010-03-31 16:12 | SergeyB | Resolution | open => implemented | ||
2010-03-31 16:15 | SergeyB | Description Updated |
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