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ID Category Severity Reproducibility Date Submitted Last Update
0000486 [ALGLIB] Optimization minor always 2012-08-31 15:32 2012-10-24 10:59
Reporter nlagerr View Status public  
Assigned To SergeyB
Priority normal Resolution fixed  
Status resolved   Product Version 3.6.0
Summary 0000486: FIXED: bug in the constraint activation/deactivation code of QP solver
Description QP solver incorrectly activated/deactivated linear constraints in some tricky cases (multiple constraints which form degenerate system). New version of the solver uses another algorithm for constraint activation/deactivation which is more robust and should not experience this sort of bugs.

Below is an original report from one of the users:

> I have included two NUnit tests in which the QP solver of
> version 3.6.0 does not find the correct optimum. The QP
> solver does return the success termination type. I found
> that if I do not supply a starting point to the solver,
> this problem does not occur and the correct minimum is
> found.
Additional Information
Programming language C#
Attached Files ? file icon AlglibQPSolverTest.cs [^] (4,519 bytes) 2012-08-31 15:32

- Relationships

-  Notes
(0000060)
SergeyB (administrator)
2012-09-04 16:30

I've started investigating this issue and will inform you about results within several days. Thanks for the bug report!
(0000061)
SergeyB (administrator)
2012-09-04 16:58

issue confirmed.

- Issue History
Date Modified Username Field Change
2012-08-31 15:32 nlagerr New Issue
2012-08-31 15:32 nlagerr File Added: AlglibQPSolverTest.cs
2012-08-31 15:32 nlagerr Programming language => C#
2012-08-31 15:32 nlagerr Issue Monitored: nlagerr
2012-09-04 16:30 SergeyB Status new => assigned
2012-09-04 16:30 SergeyB Assigned To => SergeyB
2012-09-04 16:30 SergeyB Note Added: 0000060
2012-09-04 16:58 SergeyB Note Added: 0000061
2012-09-04 16:58 SergeyB Status assigned => confirmed
2012-09-06 09:47 SergeyB Target Version => 3.7.0
2012-10-24 10:59 SergeyB Summary QP solver does not find correct optimum => FIXED: bug in the constraint activation/deactivation code of QP solver
2012-10-24 10:59 SergeyB Description Updated
2012-10-24 10:59 SergeyB Status confirmed => resolved
2012-10-24 10:59 SergeyB Fixed in Version => 3.7.0
2012-10-24 10:59 SergeyB Resolution open => fixed


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