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ID | Category | Severity | Reproducibility | Date Submitted | Last Update | |||||||
0000974 | [ALGLIB] Optimization | feature | have not tried | 2023-05-14 21:47 | 2023-12-24 23:37 | |||||||
Reporter | SergeyB | View Status | public | |||||||||
Assigned To | SergeyB | |||||||||||
Priority | normal | Resolution | open | |||||||||
Status | assigned | Product Version | ||||||||||
Summary | 0000974: SQP improvements | |||||||||||
Description |
* We need GammaMax in the new FSQP! rejected steps MUST contribute to GammaMax. We also need a special return code 99 which is intended for a situation when GammaMax is suspiciously large. * We also need a positive completion code for a solver trapped in a nonzero constraint extremum. * filter SQP has issues when starting from a local maximum of a constraints violation, like minnlc_d_equality with x0=[0,0]. An SL1QP is better, but adding L1 merit function is likely to overcomplicate the algo. |
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Additional Information | ||||||||||||
Programming language | Unspecified | |||||||||||
Attached Files | ||||||||||||
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