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ID Category Severity Reproducibility Date Submitted Last Update
0000437 [ALGLIB] Optimization feature have not tried 2012-01-17 15:09 2012-07-12 19:13
Reporter SergeyB View Status public  
Assigned To
Priority normal Resolution open  
Status new   Product Version
Summary 0000437: Feasibility solver
Description Solver which finds feasible point subject to boundary and linear constraints:
* two forms - canonical (A*x=b) and general BLEIC constraints
* may be, solver for a problem with general (nonlinear) constraints
* scaling of the inputs and constraint matrix - we must rescale problem in order to have good convergence
* use LQ or bidiagonalization instead of SVD. Or, maybe, orthogonalization for rows of the matrix...
* use algorithm similar to one used by MinQP. Not sure that we should use MinQP internally, because MinQP may need same feasibility detection code. Maybe we should separate internal QP solver from MinQP subpackage, and call this solver from feasibility solver AND from MinQP
* efficient hot starts
Additional Information
Programming language Unspecified
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- Issue History
Date Modified Username Field Change
2012-01-17 15:09 SergeyB New Issue
2012-01-17 15:09 SergeyB Programming language => Unspecified
2012-01-20 10:28 SergeyB Description Updated
2012-02-15 10:22 SergeyB Target Version 3.6.0 => Near future
2012-03-16 10:22 SergeyB Description Updated
2012-03-16 10:24 SergeyB Target Version Near future => 3.6.0
2012-03-16 10:25 SergeyB Description Updated
2012-06-29 10:38 SergeyB Target Version 3.6.0 => 3.7.0
2012-06-29 10:38 SergeyB Description Updated
2012-07-12 19:13 SergeyB Target Version 3.7.0 => Near future

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