v4.0.0

Optimization v4.0.0

Diff since v3.28.0

Merged pull requests:

• [WIP] Updates for OptimizationBase v2 (#789) (@Vaibhavdixit02)
• Add constraints support for NLopt (#799) (@Vaibhavdixit02)
• Add constraints support for NOMAD (#817) (@Vaibhavdixit02)
• Bump versions (#818) (@Vaibhavdixit02)
• docs updates (#819) (@Vaibhavdixit02)

v3.28.0

Optimization v3.28.0

Diff since v3.27.0

Merged pull requests:

• CompatHelper: bump compat for OptimizationPRIMA to 0.2 for package docs, (keep existing compat) (#786) (@github-actions[bot])
• Updating solver __solve function for MOO (#787) (@ParasPuneetSingh)
• New tutorials and docs (#788) (@Vaibhavdixit02)
• Add a conversion mechanism between NLPModel to OptimizationProblem (#792) (@alonsoC1s)
• CompatHelper: add new compat entry for SymbolicAnalysis at version 0.2 for package docs, (keep existing compat) (#794) (@github-actions[bot])
• CompatHelper: add new compat entry for Symbolics at version 6 for package docs, (keep existing compat) (#796) (@github-actions[bot])
• CompatHelper: bump compat for Symbolics to 6 for package OptimizationMOI, (keep existing compat) (#797) (@github-actions[bot])
• CompatHelper: add new compat entry for SymbolicAnalysis at version 0.3 for package docs, (keep existing compat) (#800) (@github-actions[bot])
• Add remake docs (#801) (@Vaibhavdixit02)
• CompatHelper: add new compat entry for NLPModelsTest at version 0.10 for package docs, (keep existing compat) (#803) (@github-actions[bot])
• CompatHelper: add new compat entry for NLPModels at version 0.21 for package docs, (keep existing compat) (#804) (@github-actions[bot])
• Update __loss function for MOO using OptimizationMetaheuristics.jl (#805) (@ParasPuneetSingh)
• refactor: remove dependency on Pkg (#807) (@SebastianM-C)
• Added precompilation for nonnegative least squares (#809) (@arismavridis)
• call cons_vjp if available (#811) (@baggepinnen)

Closed issues:

• Add an abstraction for chaining optimizers (#78)
• Maxiters not respected (#335)
• Segfault with NLopt (#344)
• Parallelize local optimizations with MultistartOptimization (#377)
• Add more polyalgorithms such as mixture of global (BBO/CMAES/...) and first order and second order optimizers (#523)
• Downstream Compat bumps (#669)
• Adding a thin wrapper to NLPModels (#790)
• maxtime documentation doesn't mention units (seconds) (#795)
• Optimization.LBFGS fails with MethodError: no method matching take(::Base.Iterators.Cycle{Tuple{OptimizationBase.NullData}}, ::Nothing) (#798)

v3.27.0

Optimization v3.27.0

Diff since v3.26.3

Merged pull requests:

• Bump OptimizationBase to 1.3.3 (#785) (@Vaibhavdixit02)

v3.26.3

Optimization v3.26.3

Diff since v3.26.2

Merged pull requests:

• Add more retcode testing and fix space in lbfgsb return (#782) (@Vaibhavdixit02)

v3.26.2

Optimization v3.26.2

Diff since v3.26.1

Merged pull requests:

• Add another lbfgsb stopping criteria for retcode handling (#781) (@Vaibhavdixit02)

v3.26.1

Optimization v3.26.1

Diff since v3.26.0

Merged pull requests:

• CompatHelper: bump compat for OptimizationBBO to 0.3 for package docs, (keep existing compat) (#779) (@github-actions[bot])
• Remove lb and ub from kwargs before passing to solver function in lbfgsb (#780) (@Vaibhavdixit02)

Closed issues:

• Export SciMLBase.ReturnCode instead of symbol (#444)
• Error in an example in documentation (#555)
• Support LBFGSB.jl (#722)
• BBO always returns retcode Failure (#745)

v3.26.0

Optimization v3.26.0

Diff since v3.25.1

Merged pull requests:

• Add an iteration count to PRIMA (#756) (@ChrisRackauckas)
• Typo fix (#757) (@ChrisRackauckas)
• Update OptimizationOptimJL.jl (#759) (@Vaibhavdixit02)
• Add tests for Optim.BFGS() with user-supplied grad and bounds (#761) (@sjdaines)
• fix duplicated methods (#762) (@daviehh)
• Get OptimizationManopt ready for registration (#763) (@Vaibhavdixit02)
• Update to nlopt's new error throwing (#764) (@Vaibhavdixit02)
• Proposed solution to bug#745 (#766) (@ParasPuneetSingh)
• Update PRIMA compat (#769) (@Vaibhavdixit02)
• Final dev things for registration of OptimizationManopt (#770) (@Vaibhavdixit02)
• Add license to OptimizationManopt subdir and fix all others (#771) (@Vaibhavdixit02)
• CompatHelper: add new compat entry for Manifolds at version 0.9 for package docs, (keep existing compat) (#772) (@github-actions[bot])
• CompatHelper: add new compat entry for OptimizationManopt at version 0.0.1 for package docs, (keep existing compat) (#773) (@github-actions[bot])
• Update broken test for OptimizationManopt (#775) (@Vaibhavdixit02)
• CompatHelper: add new compat entry for Manopt at version 0.4 for package docs, (keep existing compat) (#777) (@github-actions[bot])
• CompatHelper: add new compat entry for OptimizationManopt at version 0.0.2 for package docs, (keep existing compat) (#778) (@github-actions[bot])

Closed issues:

• NOMADOpt: libnomadInterface not defined in doc example (#322)
• Callback signature doesn't match with the docs for PRIMA (#743)
• callback-generated stopping criteria no longer work in OptimizationNLopt (#752)
• BFGS fails with user-supplied derivative and bounds (regression in v3.25.0, v3.25.1) (#754)
• OptimizationOptimJL.Optim.BFGS() missing tests for user-supplied derivatives (grad), upper/lower bounds, and the combination (#755)
• Reopen issue 755 : OptimizationOptimJL.Optim.BFGS() missing tests for user-supplied derivatives (grad), upper/lower bounds, and the combination (#760)
• Update OptimizationPRIMA [compat] for PRIMA to 0.2.0 (#768)
• OptimizationOptimJL fails to precompile (#774)

v3.25.1

Optimization v3.25.1

Diff since v3.25.0

Merged pull requests:

• Explicit warning when AD backend not specified correctly for automatic box-constraint handling with Optim (#741) (@Vaibhavdixit02)
• CompatHelper: bump compat for OptimizationBase to 0.0.7 for package docs, (keep existing compat) (#742) (@github-actions[bot])
• Update OptimizationOptimJL compats used here (#746) (@Vaibhavdixit02)
• CompatHelper: bump compat for OptimizationBase to 1, (keep existing compat) (#748) (@github-actions[bot])
• CompatHelper: bump compat for OptimizationBase to 1 for package docs, (keep existing compat) (#750) (@github-actions[bot])
• OptimizationOptimJL NoAD fix (#753) (@Vaibhavdixit02)

Closed issues:

• MethodError: objects of type Nothing are not callable when lb and ub are used with NelderMead (#713)
• ERROR: UndefVarError: NoAD not defined (#747)

v3.25.0

Optimization v3.25.0

Diff since v3.24.3

Merged pull requests:

• Add Manopt.jl wrapper (#712) (@Vaibhavdixit02)
• Update #711 checking if OptimizationFunction is used for derivative based optimizers #711 (#715) (@ParasPuneetSingh)
• Remove LD_LBFGS_NOCEDAL update nlopt.md (#725) (@Vaibhavdixit02)
• Use lbfgsb as the default solver (#726) (@Vaibhavdixit02)
• Try augmented-lagrangian with lbfgsb (#727) (@Vaibhavdixit02)
• deepcopy to save population in default trace, instead of reference (#730) (@jonathanfischer97)
• check identity instead of equality (#732) (@jonathanfischer97)
• Reversion: stop deep copying population, just save curr_u for OptimizationState construction (#734) (@jonathanfischer97)
• Bump julia-actions/setup-julia from 1 to 2 (#735) (@dependabot[bot])
• CompatHelper: bump compat for OptimizationEvolutionary to 0.3 for package docs, (keep existing compat) (#737) (@github-actions[bot])
• CompatHelper: bump compat for ADTypes to 1, (keep existing compat) (#738) (@github-actions[bot])
• CompatHelper: bump compat for OptimizationBase to 0.0.6 for package docs, (keep existing compat) (#739) (@github-actions[bot])

Closed issues:

• Clarify Callback function arguments (#613)
• Accessing optimization iteration in callback function (#617)
• Add trait for checking if OptimizationFunction is used for derivative based optimizers (#711)
• US spelling preferred? (#729)
• Augmented Lagrangian (#731)

v3.24.3

Optimization v3.24.3

Diff since v3.24.2

Merged pull requests:

• Delete duplicate ReInitCache (#721) (@Vaibhavdixit02)

Closed issues:

• PRIMA lib errors with AutoForwardDiff (#719)