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ID | Category | Severity | Reproducibility | Date Submitted | Last Update | |||||||
0000460 | [ALGLIB] Optimization | feature | have not tried | 2012-06-27 12:16 | 2018-01-02 17:15 | |||||||
Reporter | SergeyB | View Status | public | |||||||||
Assigned To | SergeyB | |||||||||||
Priority | normal | Resolution | open | |||||||||
Status | assigned | Product Version | ||||||||||
Summary | 0000460: MinQP improvements | |||||||||||
Description |
* ability to handle different models of target function: dense A, dense (A'*A+diag), sparse A, sparse (A'*A+diag), diagonal A * better feasibility detection code - damped version * hot starts from feasible point (when we detect initial feasible point, we reuse active set left from previous optimization) |
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Additional Information | ||||||||||||
Programming language | Unspecified | |||||||||||
Attached Files | ||||||||||||
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