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|ID||Category||Severity||Reproducibility||Date Submitted||Last Update|
|0000607||[ALGLIB] Optimization||tweak||have not tried||2014-05-23 14:35||2014-05-23 14:35|
|Summary||0000607: INCOMPATIBLE: default solver used by MinQP subpackage was changed.|
THIS CHANGE MAY BREAK BACKWARD COMPATIBILITY! IF YOU USE MINQP SUBPACKAGE, CAREFULLY READ TEXT BELOW BEFORE APPLYING UPDATE.
* changed behavior of MinQP object when no QP solver was chosen by user.
* Cholesky-QP algorithm was used.
* QuickQP algorithm with default stopping criteria is used, if no general linear constraints is present (only boundary ones). BLEIC-QP algorithm with default stopping criteria is used, if general linear constraints are present.
* Cholesky-QP algorithm was excessively slow on large-scale tasks. Some users were unaware of presence of better solver.
* affects only users who did not set QP solver explicitly.
* because default stopping criteria are used, these stopping criteria may be too relaxed for some problems. Thus, default algorithm may solve some problems with less-than-desired precision.
* if you update to new version, you may (a) explicitly choose Cholesky-QP solver with MinQPSetAlgoCholesky() call, or (b) set on of better solvers (QQP, BLEIC-QP) and make sure that algorithm converges with desired precision.
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|2014-05-23 14:35||SergeyB||New Issue|
|2014-05-23 14:35||SergeyB||Status||new => assigned|
|2014-05-23 14:35||SergeyB||Assigned To||=> SergeyB|
|2014-05-23 14:35||SergeyB||Programming language||=> Unspecified|
|2014-05-23 14:35||SergeyB||Status||assigned => resolved|
|2014-05-23 14:35||SergeyB||Fixed in Version||=> Next 'Optimization' release|
|2014-05-23 14:35||SergeyB||Resolution||open => implemented|
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