|
Mantis - ALGLIB
|
|
Viewing Issue Advanced Details |
|
|
ID:
|
Category:
|
Severity:
|
Reproducibility:
|
Date Submitted:
|
Last Update:
|
|
561 |
Optimization |
feature |
have not tried |
2013-09-13 11:52 |
2014-10-01 14:07 |
|
|
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:
|
3.9.0 |
|
|
Programming language:
|
Unspecified |
|
|
Summary:
|
0000561: IMPLEMENTED: nonlinearly constrained optimizer (Augmented Lagrangian) |
|
Description:
|
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). |
|
Steps To Reproduce:
|
|
|
Additional Information:
|
|
| Relationships | |
|
Attached Files:
|
|
|
|
Issue History |
|
Date Modified |
Username |
Field |
Change |
|
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 |