Mantis - ALGLIB
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ID: | Category: | Severity: | Reproducibility: | Date Submitted: | Last Update: |
566 | Optimization | feature | have not tried | 2013-09-30 15:24 | 2014-05-23 14:13 |
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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: | 3.9.0 | ||
Programming language: | Unspecified | ||||
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Summary: | 0000566: IMPLEMENTED: new constrained QP solver - QuickQP | ||||
Description: |
MinQP subpackage now includes new bound constrained QP solver, which is several times faster on constrained problems than BLEIC-QP (and orders of magnitude faster than deprecated Cholesky-QP). The only drawback of new solver is that it supports only boundary constraints. QuickQP solver can solve both dense and sparse QP problems. |
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Issue History | |||||
Date Modified | Username | Field | Change | ||
2013-09-30 15:24 | SergeyB | New Issue | |||
2013-09-30 15:24 | SergeyB | Status | new => assigned | ||
2013-09-30 15:24 | SergeyB | Assigned To | => SergeyB | ||
2013-09-30 15:24 | SergeyB | Programming language | => Unspecified | ||
2013-09-30 15:38 | SergeyB | Description Updated | |||
2014-05-23 14:12 | SergeyB | Summary | Bound-constrained-only dense MinQP => IMPLEMENTED: new constrained QP solver - QuickQP | ||
2014-05-23 14:12 | SergeyB | Description Updated | |||
2014-05-23 14:13 | SergeyB | Status | assigned => resolved | ||
2014-05-23 14:13 | SergeyB | Fixed in Version | => Next 'Optimization' release | ||
2014-05-23 14:13 | SergeyB | Resolution | open => implemented |
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