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Mantis - ALGLIB
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| ID: | Category: | Severity: | Reproducibility: | Date Submitted: | Last Update: |
| 606 | Optimization | feature | have not tried | 2014-05-15 11:13 | 2018-01-02 17:15 |
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| Reporter: | SergeyB | Platform: | |||
| Assigned To: | SergeyB | OS: | |||
| Priority: | normal | OS Version: | |||
| Status: | assigned | Product Version: | |||
| Product Build: | Resolution: | open | |||
| Projection: | none | ||||
| ETA: | none | Fixed in Version: | |||
| Programming language: | Unspecified | ||||
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| Summary: | 0000606: QQP improvements | ||||
| Description: |
* Newton step for sparse QP with general linear constraints * investigate feasibility of updating Cholesky decomposition for sparse QP problems. It is possible, but sometimes it is faster to perform sparse Cholesky from scratch than to update it. At least, for large batches of updates... * permutation of variables (should be performed during initial scaling of the problem) for faster sparse Cholesky * support for sparse Cholesky solvers other than SKS-based one |
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| Issue History | |||||
| Date Modified | Username | Field | Change | ||
| 2014-05-15 11:13 | SergeyB | New Issue | |||
| 2014-05-15 11:13 | SergeyB | Status | new => assigned | ||
| 2014-05-15 11:13 | SergeyB | Assigned To | => SergeyB | ||
| 2014-05-15 11:13 | SergeyB | Programming language | => Unspecified | ||
| 2014-05-15 11:16 | SergeyB | Description Updated | |||
| 2014-05-15 11:17 | SergeyB | Description Updated | |||
| 2014-05-15 11:30 | SergeyB | Description Updated | |||
| 2015-07-20 13:46 | SergeyB | Target Version | Next release => Near future | ||
| 2018-01-02 17:15 | SergeyB | Target Version | Near future => Next 'Optimization' release | ||
| There are no notes attached to this issue. |