0000389: Optimization improvements

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Category

Severity

Reproducibility

Date Submitted

Last Update

0000389

[ALGLIB] Optimization

feature

have not tried

2010-11-28 22:52

Reporter

SergeyB

View Status

public

Assigned To

SergeyB

Priority

normal

Resolution

open

Status

assigned

Product Version

Summary

0000389: Optimization improvements

Description

* ability to report errors on unbounded functions (CG, L-BFGS, ASA, MINLM, BLEIC)
* BLEIC: exponential modified barrier functions and adaptive control over Mu (slower decrease in case we've accidentally moved deeply into infeasible area)

Additional Information

Programming language

Unspecified

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Issue History
Date Modified	Username	Field	Change
2010-11-28 22:52	SergeyB	New Issue
2010-11-28 22:52	SergeyB	Status	new => assigned
2010-11-28 22:52	SergeyB	Assigned To	=> SergeyB
2010-11-28 22:52	SergeyB	Programming language	=> Unspecified

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