v3.16.0

Optimization v3.16.0

Diff since v3.15.2

Closed issues:

• Hessian coloring (#269)
• Move all of the AD overloads to subpackages instead of Requires (#309)
• Manual Hessian of Lagrangian function (#343)
• init interface for reduced overhead in repeated solves (#352)
• very easy to get bit by callbacks when there is a mismatch in the args of the callback function and the return of the loss (#538)
• Missing parameters in call to instantiate_function (#559)
• Bump compat for Enzyme.jl to 0.11.2 or higher (#564)
• Error with AutoZygote in OptimizationFunction after Julia version upgrade to 1.9.2 (#571)

Merged pull requests:

• [Experimental] Add Sophia method implementation (#534) (@Vaibhavdixit02)
• Handle sparse hessians, jacobians and hessvec product better (#553) (@Vaibhavdixit02)
• CompatHelper: add new compat entry for Symbolics at version 5, (keep existing compat) (#557) (@github-actions[bot])
• Try Enzyme 0.11.2 (#561) (@Vaibhavdixit02)
• Some NLopt and MOI updates (#562) (@Vaibhavdixit02)
• Update Project.toml to try Enzyme 0.11.4 and then 0.11.3 (#563) (@Vaibhavdixit02)
• Update hessian implementation and avoid closure in gradient (#565) (@Vaibhavdixit02)
• remove second copy of __moi_status_to_ReturnCode (#568) (@visr)
• Refactor: correct a typo (#569) (@tapyu)
• Throw error from callback true in NLopt to halt optimization (#570) (@Vaibhavdixit02)
• CompatHelper: bump compat for ADTypes to 0.2, (keep existing compat) (#574) (@github-actions[bot])
• CompatHelper: bump compat for NLopt to 1 for package docs, (keep existing compat) (#575) (@github-actions[bot])
• CompatHelper: bump compat for NLopt to 1 for package OptimizationNLopt, (keep existing compat) (#576) (@github-actions[bot])
• Add constraints support to ReverseDiff and Zygote (#577) (@Vaibhavdixit02)
• Fix mtk empty contraints creation and update rosenbrock example (#578) (@Vaibhavdixit02)