0000566: IMPLEMENTED: new constrained QP solver - QuickQP - Mantis

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ID

Category

Severity

Reproducibility

Date Submitted

Last Update

0000566

[ALGLIB] Optimization

feature

have not tried

2013-09-30 15:24

2014-05-23 14:13

Reporter

SergeyB

View Status

public

Assigned To

SergeyB

Priority

normal

Resolution

implemented

Status

resolved

Product Version

Summary

0000566: IMPLEMENTED: new constrained QP solver - QuickQP

Description

MinQP subpackage now includes new bound constrained QP solver, which is several times faster on constrained problems than BLEIC-QP (and orders of magnitude faster than deprecated Cholesky-QP). The only drawback of new solver is that it supports only boundary constraints.

QuickQP solver can solve both dense and sparse QP problems.

Additional Information

Programming language

Unspecified

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Issue History
Date Modified	Username	Field	Change
2013-09-30 15:24	SergeyB	New Issue
2013-09-30 15:24	SergeyB	Status	new => assigned
2013-09-30 15:24	SergeyB	Assigned To	=> SergeyB
2013-09-30 15:24	SergeyB	Programming language	=> Unspecified
2013-09-30 15:38	SergeyB	Description Updated
2014-05-23 14:12	SergeyB	Summary	Bound-constrained-only dense MinQP => IMPLEMENTED: new constrained QP solver - QuickQP
2014-05-23 14:12	SergeyB	Description Updated
2014-05-23 14:13	SergeyB	Status	assigned => resolved
2014-05-23 14:13	SergeyB	Fixed in Version	=> Next 'Optimization' release
2014-05-23 14:13	SergeyB	Resolution	open => implemented

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