Mantis - ALGLIB
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ID: Category: Severity: Reproducibility: Date Submitted: Last Update:
692 Interpolation feature have not tried 2017-04-18 16:58 2017-04-18 16:59
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
Summary: 0000692: IMPLEMENTED: fitting minimum circumscribed, minimum zone, maximum inscribed circles to N-dimensional data
Description: Implemented fitting minimum circumscribed (MCC), minimum zone (MZC), maximum inscribed (MIC) circles/spheres to N-dimensional data.

Two algorithms are provided:
* robust (although less efficient) NLC one, based on ALGLIB nonlinearly constrained solver. This algorithm shows good convergence properties.
* fast inexact SLP (sequential linear programming) one, based on ALGLIB linearly constrained solver.

NOTE: SLP approach to MCC/MZC/MIC is recommended by many authors; however, empirical testing demonstrated that linearization of the problem often breaks down near true solution (validated in MATLAB; it is deficiency of linearization, not solver used for such model). Thus, SLP solver often fails to converge to more than 3-5 digits of precision. However, it is 10-20 times faster than NLC, and on some problems it works good enough. That's why we included it as non-standard option.
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Issue History
Date Modified Username Field Change
2017-04-18 16:58 SergeyB New Issue
2017-04-18 16:58 SergeyB Status new => assigned
2017-04-18 16:58 SergeyB Assigned To => SergeyB
2017-04-18 16:58 SergeyB Programming language => Unspecified
2017-04-18 16:59 SergeyB Status assigned => resolved
2017-04-18 16:59 SergeyB Fixed in Version => 3.11.0
2017-04-18 16:59 SergeyB Resolution open => implemented

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