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ID | Category | Severity | Reproducibility | Date Submitted | Last Update | ||
0000994 | [ALGLIB] Optimization | feature | have not tried | 2023-10-29 23:57 | 2023-10-29 23:57 | ||
Reporter | SergeyB | View Status | public | ||||
Assigned To | SergeyB | ||||||
Priority | normal | Resolution | implemented | ||||
Status | resolved | Product Version | |||||
Summary | 0000994: IMPLEMENTED: some NLP solvers can now recover from infinite/NAN target values | ||||||
Description |
Prior to ALGLIB 4.01, all optimizers stopped as soon as user callback returned infinite/NAN values in target/constraints vector or their Jacobian. Now some ALGLIB solvers (SQP, DFO-LSA, 2PS) can recover from infinite values by reducing a trust radius. Upon successful recovery they continue optimization and add +800 to their completion code after return. If no successful recovery was possible (trust radius was decreased below lower bound), -8 completion code (critical error) is returned. |
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Additional Information | |||||||
Programming language | Unspecified | ||||||
Attached Files | |||||||
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