Mantis - ALGLIB
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891 Optimization feature have not tried 2020-01-08 11:30 2020-01-08 11:30
SergeyB  
SergeyB  
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resolved  
implemented  
none    
none 3.16.1  
Unspecified
0000891: IMPLEMENTED: stabilized Hessian updates for SQP solver with periodic resets
1. Stabilized Hessian updates with better guards against degenerate line searches

2. Periodic Hessian resets in order to improve algorithm behavior on highly nonquadratic problems with varying curvature. Behavior on quadratic problems is almost same (a few percents of performance drop).
Issue History
2020-01-08 11:30 SergeyB New Issue
2020-01-08 11:30 SergeyB Status new => assigned
2020-01-08 11:30 SergeyB Assigned To => SergeyB
2020-01-08 11:30 SergeyB Programming language => Unspecified
2020-01-08 11:30 SergeyB Status assigned => resolved
2020-01-08 11:30 SergeyB Fixed in Version => 3.16.1
2020-01-08 11:30 SergeyB Resolution open => implemented
2020-05-10 10:10 User4614167 Issue Monitored: User4614167
2020-05-10 10:11 User4614167 Issue End Monitor: User4614167

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