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Mantis - ALGLIB
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| ID: | Category: | Severity: | Reproducibility: | Date Submitted: | Last Update: |
| 994 | Optimization | feature | have not tried | 2023-10-29 23:57 | 2023-10-29 23:57 |
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| 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: | 4.01.0 | ||
| Programming language: | Unspecified | ||||
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| Summary: | 0000994: IMPLEMENTED: some NLP solvers can now recover from infinite/NAN target values | ||||
| Description: |
Prior to ALGLIB 4.01, all optimizers stopped as soon as user callback returned infinite/NAN values in target/constraints vector or their Jacobian. Now some ALGLIB solvers (SQP, DFO-LSA, 2PS) can recover from infinite values by reducing a trust radius. Upon successful recovery they continue optimization and add +800 to their completion code after return. If no successful recovery was possible (trust radius was decreased below lower bound), -8 completion code (critical error) is returned. |
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| Issue History | |||||
| Date Modified | Username | Field | Change | ||
| 2023-10-29 23:57 | SergeyB | New Issue | |||
| 2023-10-29 23:57 | SergeyB | Status | new => assigned | ||
| 2023-10-29 23:57 | SergeyB | Assigned To | => SergeyB | ||
| 2023-10-29 23:57 | SergeyB | Programming language | => Unspecified | ||
| 2023-10-29 23:57 | SergeyB | Status | assigned => resolved | ||
| 2023-10-29 23:57 | SergeyB | Fixed in Version | => 4.01.0 | ||
| 2023-10-29 23:57 | SergeyB | Resolution | open => implemented | ||
| There are no notes attached to this issue. |