Mantis - ALGLIB
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868 Optimization feature have not tried 2019-11-19 19:26 2019-11-19 19:26
SergeyB  
SergeyB  
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resolved  
implemented  
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none 3.16.0  
Unspecified
0000868: IMPLEMENTED: dense interior point QP solver
Implemented dense interior point QP solver for convex and semidefinite QP problems with moderate (up to several thousands) variables count.

New algorithm is order of magnitude faster than BLEIC-QP and DENSE-AUL-QL solvers on general QP problems (although some special cases are still better handled by BLEIC/DENSE-AUL).
Issue History
2019-11-19 19:26 SergeyB New Issue
2019-11-19 19:26 SergeyB Status new => assigned
2019-11-19 19:26 SergeyB Assigned To => SergeyB
2019-11-19 19:26 SergeyB Programming language => Unspecified
2019-11-19 19:26 SergeyB Status assigned => resolved
2019-11-19 19:26 SergeyB Fixed in Version => 3.16.0
2019-11-19 19:26 SergeyB Resolution open => implemented

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