[ojAlgo-user] New ConvexSolver
Mathematics, linear algebra and optimisation
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From: Anders P. <an...@op...> - 2016-01-12 13:35:23
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v39.1 (v40-SNAPSHOT) has just been uploaded to the snapshot folder at SourceForge. https://sourceforge.net/projects/ojalgo/files/ojAlgo/snapshot/ It contains a modified ConvexSolver that scales much better than the previous version. With larger optimisation models (thousands of variables) it is an order of magnitude faster (and produces significantly less garbage). The downside is that there is now a handfull of test cases that fail. I have not yet fully understood the details of why they fail or what (if anything) can be done to fix it. Please try the new ConvexSolver and report how it works for you to this list. /Anders |