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ID |
Category |
Severity |
Reproducibility |
Date Submitted |
Last Update |
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0000942 |
[ALGLIB] Optimization |
minor |
have not tried |
2022-05-24 09:51 |
2022-05-24 09:51 |
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Reporter |
SergeyB |
View Status |
public |
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Assigned To |
SergeyB |
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Priority |
normal |
Resolution |
fixed |
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Status |
resolved |
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Product Version |
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Summary |
0000942: FIXED: instability in SLP solver |
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Description |
SLP nonlinear programming solver was sometimes destabilized by problems having "flipping" constraints (ones that activate/deactivate often). Such constraints confused its estimates of Lagrange multipliers maximums (these maximums are used to penalize constrain violations).
Introduced new conservative update strategy for Lagrange multiplier maximums, the problem solved. |
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Additional Information |
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Programming language |
Unspecified |
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Attached Files |
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