Aggiornamento libreria ALGLIB
Inviato: 29 gen 2013, 14:12
Avviso chi interessato che la libreria ALGLIB e' giunta alla versione 3.7.
La novita' principale e' la seguente.
BLEIC optimizer was significantly refactored. First, it uses new three-stage active set algorithm suggested by Elvira Illarionova, which combines gradient projection with iterations of equality constrained L-BFGS. Second, because we do not have nested inner/outer iterations, more transparent stopping criteria can be specified for algorithm. Last, it uses new constraint activation/deactivation strategy which can correctly handle degenerate constraints.
Link
La novita' principale e' la seguente.
BLEIC optimizer was significantly refactored. First, it uses new three-stage active set algorithm suggested by Elvira Illarionova, which combines gradient projection with iterations of equality constrained L-BFGS. Second, because we do not have nested inner/outer iterations, more transparent stopping criteria can be specified for algorithm. Last, it uses new constraint activation/deactivation strategy which can correctly handle degenerate constraints.
Link