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Mantis - ALGLIB
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| ID: | Category: | Severity: | Reproducibility: | Date Submitted: | Last Update: |
| 942 | Optimization | minor | have not tried | 2022-05-24 09:51 | 2022-05-24 09:51 |
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| Reporter: | SergeyB | Platform: | |||
| Assigned To: | SergeyB | OS: | |||
| Priority: | normal | OS Version: | |||
| Status: | resolved | Product Version: | |||
| Product Build: | Resolution: | fixed | |||
| Projection: | none | ||||
| ETA: | none | Fixed in Version: | 3.19.0 | ||
| Programming language: | Unspecified | ||||
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| Summary: | 0000942: FIXED: instability in SLP solver | ||||
| Description: |
SLP nonlinear programming solver was sometimes destabilized by problems having "flipping" constraints (ones that activate/deactivate often). Such constraints confused its estimates of Lagrange multipliers maximums (these maximums are used to penalize constrain violations). Introduced new conservative update strategy for Lagrange multiplier maximums, the problem solved. |
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| Issue History | |||||
| Date Modified | Username | Field | Change | ||
| 2022-05-24 09:51 | SergeyB | New Issue | |||
| 2022-05-24 09:51 | SergeyB | Status | new => assigned | ||
| 2022-05-24 09:51 | SergeyB | Assigned To | => SergeyB | ||
| 2022-05-24 09:51 | SergeyB | Programming language | => Unspecified | ||
| 2022-05-24 09:51 | SergeyB | Status | assigned => resolved | ||
| 2022-05-24 09:51 | SergeyB | Fixed in Version | => 3.19.0 | ||
| 2022-05-24 09:51 | SergeyB | Resolution | open => fixed | ||
| There are no notes attached to this issue. |