Mantis - ALGLIB
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606 Optimization feature have not tried 2014-05-15 11:13 2018-01-02 17:15
0000606: QQP improvements
* 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
Issue History
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

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