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ID Category Severity Reproducibility Date Submitted Last Update
0000460 [ALGLIB] Optimization feature have not tried 2012-06-27 12:16 2015-07-20 13:45
Reporter SergeyB View Status public  
Assigned To SergeyB
Priority normal Resolution open  
Status assigned   Product Version
Summary 0000460: MinQP improvements
Description * perform explicit translation when we handle non-zero XOrigin. It will allow to efficiently solve sequential QP problems.
* 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)

* add augmented Lagrangian version of the QP solver
* add trust-region (via LM-like damping factor), it may allow us to solve non-convex problems
* ability to handle different models of target function: dense A, dense (A'*A+diag), sparse A, sparse (A'*A+diag), diagonal A
Additional Information
Programming language Unspecified
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- Issue History
Date Modified Username Field Change
2012-06-27 12:16 SergeyB New Issue
2012-06-27 12:16 SergeyB Status new => assigned
2012-06-27 12:16 SergeyB Assigned To => SergeyB
2012-06-27 12:16 SergeyB Programming language => Unspecified
2012-06-27 12:16 SergeyB Issue generated from 0000449
2012-06-27 12:23 SergeyB Description Updated
2012-06-28 09:42 SergeyB Description Updated
2012-07-12 19:14 SergeyB Description Updated
2012-10-11 16:20 SergeyB Description Updated
2012-10-24 11:57 SergeyB Target Version 3.7.0 => 3.8.0
2012-12-21 11:35 SergeyB Description Updated
2013-02-19 11:39 SergeyB Description Updated
2013-03-04 11:58 SergeyB Description Updated
2013-07-22 19:13 SergeyB Target Version 3.8.0 => Next release
2013-07-22 19:13 SergeyB Description Updated
2015-07-20 13:45 SergeyB Target Version Next release => Near future


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