Mantis - ALGLIB
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691 Optimization feature have not tried 2017-04-14 20:38 2017-04-14 20:44
none 3.11.0  
0000691: IMPLEMENTED: "exact robust" preconditioner mode for MinNLC optimizer
New preconditioner which behaves robustly independently of constraint count K (whether it is zero, less than N, more than N). The only drawback is that it always requires at least O(N^3) time to build, even for K<<N.

New preconditioner is now default one (pre-3.11 ALGLIB used inexact preconditioner as default option).

For comparison, "exact low rank" preconditioner behaves well on problems with constraint number K less than problem N, but fails for K>=N, although for small K's it requires just O(N*K^2) time to be built.
Issue History
2017-04-14 20:38 SergeyB New Issue
2017-04-14 20:38 SergeyB Status new => assigned
2017-04-14 20:38 SergeyB Assigned To => SergeyB
2017-04-14 20:38 SergeyB Programming language => Unspecified
2017-04-14 20:44 SergeyB Description Updated
2017-04-14 20:44 SergeyB Status assigned => resolved
2017-04-14 20:44 SergeyB Fixed in Version => 3.11.0
2017-04-14 20:44 SergeyB Resolution open => implemented

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