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561 Optimization feature have not tried 2013-09-13 11:52 2014-10-01 14:07
SergeyB  
SergeyB  
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resolved  
implemented  
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none 3.9.0  
Unspecified
0000561: IMPLEMENTED: nonlinearly constrained optimizer (Augmented Lagrangian)
Implemented constrained optimizer which supports arbitrary combination of (a) boundary, (b) linear equality/inequality, (c) nonlinear constraints. Optimizer is based on preconditioned Augmented Lagrangian approach and includes two different preconditioners: (a) inexact fast one (assumes approximate orthogonality of non-boundary constraints), and (b) exact low rank one (assumes moderate number of non-boundary constraints).
Issue History
2013-09-13 11:52 SergeyB New Issue
2013-09-13 11:52 SergeyB Programming language => Unspecified
2013-09-13 12:02 SergeyB Target Version Near future => Next release
2013-09-13 12:28 SergeyB Description Updated
2013-09-13 12:28 SergeyB Target Version Next release => 3.9.0
2014-10-01 14:04 SergeyB Status new => assigned
2014-10-01 14:04 SergeyB Assigned To => SergeyB
2014-10-01 14:07 SergeyB Summary Augmented Lagrangian version of MinNLC => IMPLEMENTED: nonlinearly constrained optimizer (Augmented Lagrangian)
2014-10-01 14:07 SergeyB Description Updated
2014-10-01 14:07 SergeyB Status assigned => resolved
2014-10-01 14:07 SergeyB Fixed in Version => Next 'Optimization' release
2014-10-01 14:07 SergeyB Resolution open => implemented

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