[ojAlgo-user] New feature in ActiveSetSolver
Mathematics, linear algebra and optimisation
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From: Anders P. <an...@op...> - 2008-11-07 13:28:22
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I've added a solve-method to ActiveSetSolver that takes a suggested solution as input. It may be able to jumpstart its algorithm using this suggestion. If you only made small modifications to your model/ problem since you last solved it; then maybe the last solution you have is a good guess for the new model/problem. I've built it, but haven't tested/used it myself. The solver OptimisationSolver.Result class now also contains the number of iterations used to reach the solution. It could be interesting to compare the number of iterations needed depending on which solve(?) method you call. /Anders |