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Mantis - ALGLIB
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| ID: | Category: | Severity: | Reproducibility: | Date Submitted: | Last Update: |
| 691 | Optimization | feature | have not tried | 2017-04-14 20:38 | 2017-04-14 20:44 |
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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: | 3.11.0 | ||
| Programming language: | Unspecified | ||||
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| Summary: | 0000691: IMPLEMENTED: "exact robust" preconditioner mode for MinNLC optimizer | ||||
| Description: |
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. |
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| Issue History | |||||
| Date Modified | Username | Field | Change | ||
| 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 | ||
| There are no notes attached to this issue. |