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ID Category Severity Reproducibility Date Submitted Last Update
0000691 [ALGLIB] Optimization feature have not tried 2017-04-14 20:38 2017-04-14 20:44
Reporter SergeyB View Status public  
Assigned To SergeyB
Priority normal Resolution implemented  
Status resolved   Product Version
Summary 0000691: IMPLEMENTED: "exact robust" preconditioner mode for MinNLC optimizer
Description New preconditioner which behaves robustly independently of constraint count K (whether it is zero, less than N, more than N). The only drawback is that it always requires at least O(N^3) time to build, even for K<<N.

New preconditioner is now default one (pre-3.11 ALGLIB used inexact preconditioner as default option).

For comparison, "exact low rank" preconditioner behaves well on problems with constraint number K less than problem N, but fails for K>=N, although for small K's it requires just O(N*K^2) time to be built.
Additional Information
Programming language Unspecified
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- Issue History
Date Modified Username Field Change
2017-04-14 20:38 SergeyB New Issue
2017-04-14 20:38 SergeyB Status new => assigned
2017-04-14 20:38 SergeyB Assigned To => SergeyB
2017-04-14 20:38 SergeyB Programming language => Unspecified
2017-04-14 20:44 SergeyB Description Updated
2017-04-14 20:44 SergeyB Status assigned => resolved
2017-04-14 20:44 SergeyB Fixed in Version => 3.11.0
2017-04-14 20:44 SergeyB Resolution open => implemented

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