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ID |
Category |
Severity |
Reproducibility |
Date Submitted |
Last Update |
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0000868 |
[ALGLIB] Optimization |
feature |
have not tried |
2019-11-19 19:26 |
2019-11-19 19:26 |
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Reporter |
SergeyB |
View Status |
public |
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Assigned To |
SergeyB |
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Priority |
normal |
Resolution |
implemented |
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Status |
resolved |
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Product Version |
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Summary |
0000868: IMPLEMENTED: dense interior point QP solver |
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Description |
Implemented dense interior point QP solver for convex and semidefinite QP problems with moderate (up to several thousands) variables count.
New algorithm is order of magnitude faster than BLEIC-QP and DENSE-AUL-QL solvers on general QP problems (although some special cases are still better handled by BLEIC/DENSE-AUL). |
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Additional Information |
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Programming language |
Unspecified |
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Attached Files |
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