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ID Category Severity Reproducibility Date Submitted Last Update
0000891 [ALGLIB] Optimization feature have not tried 2020-01-08 11:30 2020-01-08 11:30
Reporter SergeyB View Status public  
Assigned To SergeyB
Priority normal Resolution implemented  
Status resolved   Product Version
Summary 0000891: IMPLEMENTED: stabilized Hessian updates for SQP solver with periodic resets
Description 1. Stabilized Hessian updates with better guards against degenerate line searches

2. Periodic Hessian resets in order to improve algorithm behavior on highly nonquadratic problems with varying curvature. Behavior on quadratic problems is almost same (a few percents of performance drop).
Additional Information
Programming language Unspecified
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- Issue History
Date Modified Username Field Change
2020-01-08 11:30 SergeyB New Issue
2020-01-08 11:30 SergeyB Status new => assigned
2020-01-08 11:30 SergeyB Assigned To => SergeyB
2020-01-08 11:30 SergeyB Programming language => Unspecified
2020-01-08 11:30 SergeyB Status assigned => resolved
2020-01-08 11:30 SergeyB Fixed in Version => 3.16.1
2020-01-08 11:30 SergeyB Resolution open => implemented
2020-05-10 10:10 User4614167 Issue Monitored: User4614167
2020-05-10 10:11 User4614167 Issue End Monitor: User4614167


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