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Mantis - ALGLIB
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| ID: | Category: | Severity: | Reproducibility: | Date Submitted: | Last Update: |
| 503 | Optimization | tweak | have not tried | 2013-02-10 11:44 | 2013-07-24 12:22 |
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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: | 3.8.0 | ||
| Programming language: | Unspecified | ||||
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| Summary: | 0000503: IMPLEMENTED: uphill steps in BLEIC optimizer | ||||
| Description: |
In constrained optimization setting sometimes we have to perform uphill steps. It can be necessary when constraints force us to perform very small step, with function change being dominated by numerical noise. Most optimizers will detect this step as uphill and stop optimization process. Improved BLEIC can handle such situation by allowing small number of short uphill steps, which greatly improves robustness of the optimizer. |
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| Issue History | |||||
| Date Modified | Username | Field | Change | ||
| 2013-02-10 11:44 | SergeyB | New Issue | |||
| 2013-02-10 11:44 | SergeyB | Programming language | => Unspecified | ||
| 2013-05-22 10:58 | SergeyB | Description Updated | |||
| 2013-06-07 11:30 | SergeyB | Description Updated | |||
| 2013-07-24 12:13 | SergeyB | Status | new => assigned | ||
| 2013-07-24 12:13 | SergeyB | Assigned To | => SergeyB | ||
| 2013-07-24 12:21 | SergeyB | Summary | Tweaking BLEIC optimizer => IMPLEMENTED: uphill lsteps in BLEIC optimizer | ||
| 2013-07-24 12:21 | SergeyB | Description Updated | |||
| 2013-07-24 12:21 | SergeyB | Status | assigned => resolved | ||
| 2013-07-24 12:21 | SergeyB | Fixed in Version | => 3.8.0 | ||
| 2013-07-24 12:21 | SergeyB | Resolution | open => implemented | ||
| 2013-07-24 12:22 | SergeyB | Summary | IMPLEMENTED: uphill lsteps in BLEIC optimizer => IMPLEMENTED: uphill steps in BLEIC optimizer | ||
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