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Mantis - ALGLIB
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| ID: | Category: | Severity: | Reproducibility: | Date Submitted: | Last Update: |
| 486 | Optimization | minor | always | 2012-08-31 15:32 | 2012-10-24 10:59 |
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| Reporter: | nlagerr | Platform: | |||
| Assigned To: | SergeyB | OS: | |||
| Priority: | normal | OS Version: | |||
| Status: | resolved | Product Version: | 3.6.0 | ||
| Product Build: | Resolution: | fixed | |||
| Projection: | none | ||||
| ETA: | none | Fixed in Version: | 3.7.0 | ||
| Programming language: | C# | ||||
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| Summary: | 0000486: FIXED: bug in the constraint activation/deactivation code of QP solver | ||||
| Description: |
QP solver incorrectly activated/deactivated linear constraints in some tricky cases (multiple constraints which form degenerate system). New version of the solver uses another algorithm for constraint activation/deactivation which is more robust and should not experience this sort of bugs. Below is an original report from one of the users: > I have included two NUnit tests in which the QP solver of > version 3.6.0 does not find the correct optimum. The QP > solver does return the success termination type. I found > that if I do not supply a starting point to the solver, > this problem does not occur and the correct minimum is > found. |
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| Attached Files: |
 AlglibQPSolverTest.cs [^] (4,519 bytes) 2012-08-31 15:32 |
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| Issue History | |||||
| Date Modified | Username | Field | Change | ||
| 2012-08-31 15:32 | nlagerr | New Issue | |||
| 2012-08-31 15:32 | nlagerr | File Added: AlglibQPSolverTest.cs | |||
| 2012-08-31 15:32 | nlagerr | Programming language | => C# | ||
| 2012-08-31 15:32 | nlagerr | Issue Monitored: nlagerr | |||
| 2012-09-04 16:30 | SergeyB | Status | new => assigned | ||
| 2012-09-04 16:30 | SergeyB | Assigned To | => SergeyB | ||
| 2012-09-04 16:30 | SergeyB | Note Added: 0000060 | |||
| 2012-09-04 16:58 | SergeyB | Note Added: 0000061 | |||
| 2012-09-04 16:58 | SergeyB | Status | assigned => confirmed | ||
| 2012-09-06 09:47 | SergeyB | Target Version | => 3.7.0 | ||
| 2012-10-24 10:59 | SergeyB | Summary | QP solver does not find correct optimum => FIXED: bug in the constraint activation/deactivation code of QP solver | ||
| 2012-10-24 10:59 | SergeyB | Description Updated | |||
| 2012-10-24 10:59 | SergeyB | Status | confirmed => resolved | ||
| 2012-10-24 10:59 | SergeyB | Fixed in Version | => 3.7.0 | ||
| 2012-10-24 10:59 | SergeyB | Resolution | open => fixed | ||
| Notes | |||||
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