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ID |
Category |
Severity |
Reproducibility |
Date Submitted |
Last Update |
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0000909 |
[ALGLIB] Optimization |
feature |
have not tried |
2020-11-08 12:51 |
2020-11-08 12:51 |
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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 |
0000909: IMPLEMENTED: sparse interior point QP solver |
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Description |
Interior point QP engine now supports both dense (medium scale) and sparse (large scale) problems. The latter ones are solved using new supernodal Cholesky decomposition routine with AMD ordering applied to (M+N)*(M+N) quasidefinite KKT system (Vanderbei-style QP). |
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Additional Information |
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Programming language |
Unspecified |
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Attached Files |
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