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Mantis - ALGLIB
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| ID: | Category: | Severity: | Reproducibility: | Date Submitted: | Last Update: |
| 607 | Optimization | tweak | have not tried | 2014-05-23 14:35 | 2014-05-23 14:35 |
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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: | 0000607: INCOMPATIBLE: default solver used by MinQP subpackage was changed. | ||||
| Description: |
THIS CHANGE MAY BREAK BACKWARD COMPATIBILITY! IF YOU USE MINQP SUBPACKAGE, CAREFULLY READ TEXT BELOW BEFORE APPLYING UPDATE. DESCRIPTION: * changed behavior of MinQP object when no QP solver was chosen by user. BEFORE: * Cholesky-QP algorithm was used. AFTER: * QuickQP algorithm with default stopping criteria is used, if no general linear constraints is present (only boundary ones). BLEIC-QP algorithm with default stopping criteria is used, if general linear constraints are present. RATIONALE: * Cholesky-QP algorithm was excessively slow on large-scale tasks. Some users were unaware of presence of better solver. INFLUENCE: * affects only users who did not set QP solver explicitly. * because default stopping criteria are used, these stopping criteria may be too relaxed for some problems. Thus, default algorithm may solve some problems with less-than-desired precision. * if you update to new version, you may (a) explicitly choose Cholesky-QP solver with MinQPSetAlgoCholesky() call, or (b) set on of better solvers (QQP, BLEIC-QP) and make sure that algorithm converges with desired precision. |
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| Issue History | |||||
| Date Modified | Username | Field | Change | ||
| 2014-05-23 14:35 | SergeyB | New Issue | |||
| 2014-05-23 14:35 | SergeyB | Status | new => assigned | ||
| 2014-05-23 14:35 | SergeyB | Assigned To | => SergeyB | ||
| 2014-05-23 14:35 | SergeyB | Programming language | => Unspecified | ||
| 2014-05-23 14:35 | SergeyB | Status | assigned => resolved | ||
| 2014-05-23 14:35 | SergeyB | Fixed in Version | => Next 'Optimization' release | ||
| 2014-05-23 14:35 | SergeyB | Resolution | open => implemented | ||
| There are no notes attached to this issue. |