Mantis - ALGLIB
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974 Optimization feature have not tried 2023-05-14 21:47 2023-12-24 23:37
SergeyB  
SergeyB  
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0000974: SQP improvements
* We need GammaMax in the new FSQP! rejected steps MUST contribute to GammaMax. We also need a special return code 99 which is intended for a situation when GammaMax is suspiciously large.

* We also need a positive completion code for a solver trapped in a nonzero constraint extremum.

* filter SQP has issues when starting from a local maximum of a constraints violation, like minnlc_d_equality with x0=[0,0]. An SL1QP is better, but adding L1 merit function is likely to overcomplicate the algo.
Issue History
2023-05-14 21:47 SergeyB New Issue
2023-05-14 21:47 SergeyB Status new => assigned
2023-05-14 21:47 SergeyB Assigned To => SergeyB
2023-05-14 21:47 SergeyB Programming language => Unspecified
2023-05-23 21:19 SergeyB Description Updated
2023-06-12 22:38 SergeyB Description Updated
2023-12-18 22:59 SergeyB Description Updated
2023-12-19 21:24 SergeyB Description Updated
2023-12-24 23:37 SergeyB Target Version 4.01.0 => 4.02.0

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