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Mantis - ALGLIB
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| ID: | Category: | Severity: | Reproducibility: | Date Submitted: | Last Update: |
| 438 | Optimization | feature | have not tried | 2012-01-20 10:41 | 2013-01-14 13:43 |
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| Reporter: | SergeyB | Platform: | |||
| Assigned To: | SergeyB | OS: | |||
| Priority: | high | OS Version: | |||
| Status: | resolved | Product Version: | |||
| Product Build: | Resolution: | implemented | |||
| Projection: | none | ||||
| ETA: | none | Fixed in Version: | 3.7.0 | ||
| Programming language: | Unspecified | ||||
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| Summary: | 0000438: IMPLEMENTED: refactoring of the BLEIC optimizer | ||||
| Description: |
New version of the BLEIC optimizer has following improvements: * it uses new three-stage active set algorithm suggested by Elvira Illarionova, which combines gradient projection with iterations of equality constrained L-BFGS * because we do not have nested inner/outer iterations, more transparent stopping criteria can be specified for algorithm * it uses new constraint activation/deactivation strategy which can correctly handle degenerate constraints |
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| Issue History | |||||
| Date Modified | Username | Field | Change | ||
| 2012-01-20 10:41 | SergeyB | New Issue | |||
| 2012-01-20 10:41 | SergeyB | Programming language | => Unspecified | ||
| 2012-01-20 10:42 | SergeyB | Target Version | => 3.6.0 | ||
| 2012-02-10 11:52 | SergeyB | Priority | normal => high | ||
| 2012-02-15 10:22 | SergeyB | Target Version | 3.6.0 => Near future | ||
| 2012-03-13 15:09 | SergeyB | Description Updated | |||
| 2012-03-16 10:25 | SergeyB | Target Version | Near future => 3.6.0 | ||
| 2012-06-29 10:39 | SergeyB | Target Version | 3.6.0 => 3.7.0 | ||
| 2012-07-12 19:12 | SergeyB | Target Version | 3.7.0 => Near future | ||
| 2012-12-04 21:55 | SergeyB | Description Updated | |||
| 2012-12-04 21:55 | SergeyB | Target Version | Near future => 3.8.0 | ||
| 2012-12-22 18:18 | SergeyB | Description Updated | |||
| 2013-01-14 13:39 | SergeyB | Status | new => assigned | ||
| 2013-01-14 13:39 | SergeyB | Assigned To | => SergeyB | ||
| 2013-01-14 13:42 | SergeyB | Target Version | 3.8.0 => 3.7.0 | ||
| 2013-01-14 13:42 | SergeyB | Summary | Refactoring of the BLEIC optimizer => IMPLEMENTED: refactoring of the BLEIC optimizer | ||
| 2013-01-14 13:42 | SergeyB | Description Updated | |||
| 2013-01-14 13:43 | SergeyB | Status | assigned => resolved | ||
| 2013-01-14 13:43 | SergeyB | Fixed in Version | => 3.7.0 | ||
| 2013-01-14 13:43 | SergeyB | Resolution | open => implemented | ||
| There are no notes attached to this issue. |