Welcome to MSDN Blogs Sign in | Join | Help

Browse by Tags

All Tags » optimization » interior point methods   (RSS)
The latest edition of Scott Hanselman 's Hanselminutes podcast features yours truly. We talked about Solver Foundation, numerical optimization, and good old-fashioned code optimization. Scott's a great guy and doing the podcast was a lot of fun. Those Read More...
On our MSDN message board there was a question about how to control when the SimplexSolver aborts. You can do this by providing an abort callback to the params object sent to the solver. For example, to terminate after 100ms: private static void PetrochemLinearModel() Read More...
I'm pleased to announce the release of Solver Foundation 2.0, available at solverfoundation.com . We've added capabilities that allow Solver Foundation to solve important categories of optimization problems, improved the performance and stability our Read More...
A couple of weeks ago I wrote about one of our big features for Solver Foundation 2.0: stochastic programming . In this post I want to talk about a new solver for 2.0: an interior-point solver for Second Order Conic Programming (SOCP). Second Order Conic Read More...
I've had a few requests on this topic, so I thought I would give a simple example of how to write code against Solver Foundation's interior point solver. If you are new to Solver Foundation, be warned that this is something of an "advanced topic". The Read More...
Here are my notes from the second day of ISMP . ( Here are my day 1 notes. ) I spent the whole day going to IPM talks: Meszaros : Unfortunately I missed the plenary talk by Friedrich Eisenbrand due to microbrews. I attended an IPM session after that - Read More...
 
Page view tracker