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ID Category Severity Reproducibility Date Submitted Last Update
0000503 [ALGLIB] Optimization tweak have not tried 2013-02-10 11:44 2013-07-24 12:22
Reporter SergeyB View Status public  
Assigned To SergeyB
Priority normal Resolution implemented  
Status resolved   Product Version
Summary 0000503: IMPLEMENTED: uphill steps in BLEIC optimizer
Description In constrained optimization setting sometimes we have to perform uphill steps. It can be necessary when constraints force us to perform very small step, with function change being dominated by numerical noise.

Most optimizers will detect this step as uphill and stop optimization process. Improved BLEIC can handle such situation by allowing small number of short uphill steps, which greatly improves robustness of the optimizer.
Additional Information
Programming language Unspecified
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- Issue History
Date Modified Username Field Change
2013-02-10 11:44 SergeyB New Issue
2013-02-10 11:44 SergeyB Programming language => Unspecified
2013-05-22 10:58 SergeyB Description Updated
2013-06-07 11:30 SergeyB Description Updated
2013-07-24 12:13 SergeyB Status new => assigned
2013-07-24 12:13 SergeyB Assigned To => SergeyB
2013-07-24 12:21 SergeyB Summary Tweaking BLEIC optimizer => IMPLEMENTED: uphill lsteps in BLEIC optimizer
2013-07-24 12:21 SergeyB Description Updated
2013-07-24 12:21 SergeyB Status assigned => resolved
2013-07-24 12:21 SergeyB Fixed in Version => 3.8.0
2013-07-24 12:21 SergeyB Resolution open => implemented
2013-07-24 12:22 SergeyB Summary IMPLEMENTED: uphill lsteps in BLEIC optimizer => IMPLEMENTED: uphill steps in BLEIC optimizer

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