v3.20.0

Optimization v3.20.0

Diff since v3.19.3

Merged pull requests:

• CompatHelper: add new compat entry for HiGHS at version 1 for package docs, (keep existing compat) (#551) (@github-actions[bot])
• CompatHelper: bump compat for Flux to 0.14 for package docs, (keep existing compat) (#566) (@github-actions[bot])
• CompatHelper: bump compat for Documenter to 1 for package docs, (keep existing compat) (#594) (@github-actions[bot])
• CompatHelper: add new compat entry for OptimizationPRIMA at version 0.0.1 for package docs, (keep existing compat) (#618) (@github-actions[bot])
• Change typeof(x) <: y to x isa y (#623) (@pepijndevos)
• Fix optim maxsense (#624) (@Vaibhavdixit02)
• fix: use SII instead of explicitly accessing SciMLFunction.syms (#626) (@AayushSabharwal)
• Create polyopt.md (#627) (@Vaibhavdixit02)
• Update OptimizationOptimJL.jl (#630) (@Vaibhavdixit02)
• CompatHelper: add new compat entry for SciMLBase at version 2 for package docs, (keep existing compat) (#637) (@github-actions[bot])
• Aqua + typos CI (#639) (@ArnoStrouwen)
• Bump actions/checkout from 3 to 4 (#640) (@dependabot[bot])
• Update Flux compat (#642) (@vavrines)
• [skip ci] dependabot ignore typos patches (#643) (@ArnoStrouwen)

Closed issues:

• Linking Nonconvex.jl (#123)
• Add support for constraints for the other AD backends (#130)
• Document MOI Optimizers (#143)
• compiled tape ReverseDiff (#245)
• Wrap LsqFit.jl and LeastSquaresOptim.jl to replace DiffEqParamEstim implementation (#447)
• EnsembleProblem support (#491)
• Documentation callbacks. (#498)
• Provide new initial point without redefining the optimization problem (#500)
• Is it possible to set the parameter "min_mesh_size" of the the NOMAD algorithm when calling from Optimization.jl ? (#573)
• Finding a suitable algorithm to solve my problem (#610)
• Docs job erroring (#614)
• a bug in Optimization.jls enzyme extension (#621)
• Provide a way to create OptimizationProblem from NonlinearLeastSquaresProblem (#622)
• Optim.jl's IPNewton should not require constraints (#629)
• Enormous unnecessary memory allocation (#638)

v3.19.3

Optimization v3.19.3

Diff since v3.19.2

Merged pull requests:

• Add OptimizationPRIMA to the docs (#616) (@ChrisRackauckas)

v3.19.2

Optimization v3.19.2

Diff since v3.19.1

Merged pull requests:

• CompatHelper: bump compat for Optimisers to 0.3 for package OptimizationOptimisers, (keep existing compat) (#580) (@github-actions[bot])
• Documenter 1.0 upgrade (#598) (@ArnoStrouwen)
• Improve Performance for OptimizationBBO (#600) (@Zentrik)
• Add callback to MOI (#601) (@Vaibhavdixit02)
• Mark tests broken on v1.6 as broken on v1.6 (#603) (@ChrisRackauckas)
• Bound Optim.jl to the range where it is generic (#604) (@ChrisRackauckas)
• Require v1.9 for AD tests (#605) (@ChrisRackauckas)
• build: lift Optim bound (#607) (@sathvikbhagavan)
• build(OptimizationOptimJL): bump patch version (#608) (@sathvikbhagavan)
• Make AutoZygote robust to zero gradients (#609) (@ChrisRackauckas)
• fix typos (#611) (@spaette)
• [WIP] Add PRIMA wrapper (#612) (@Vaibhavdixit02)
• Fix zygote constraint bug and update rosenbrock doc (#615) (@Vaibhavdixit02)

Closed issues:

• Inclusion of PRIMA solvers in Optimization.jl (#593)

v3.19.1

Optimization v3.19.1

Diff since v3.19.0

Merged pull requests:

• map maxiters to outer_iterations (#544) (@SebastianM-C)
• Eliminate some runtime dispatch and other things (#597) (@Vaibhavdixit02)

Closed issues:

• Bounds + maxiters breaks BFGS (#508)

v3.19.0

Optimization v3.19.0

Diff since v3.18.0

v3.18.0

Optimization v3.18.0

Diff since v3.17.0

Merged pull requests:

• Support both float and array return extensions [Enzyme] (#589) (@wsmoses)
• Setup tape compilation for ReverseDiff (#590) (@ChrisRackauckas)
• Fix chunksize issue (#595) (@Vaibhavdixit02)

Closed issues:

• Precompilation Warnings (#579)
• Enzyme hessian throws a big error (#592)

v3.17.0

Optimization v3.17.0

Diff since v3.16.1

Merged pull requests:

• [WIP] Enzyme and sparse updates (#585) (@Vaibhavdixit02)
• Fix type instability in Enzyme extension (#586) (@wsmoses)
• Bump actions/checkout from 3 to 4 (#588) (@dependabot[bot])

v3.16.1

Optimization v3.16.1

Diff since v3.16.0

Merged pull requests:

• Fix typos in the extension names (#582) (@ChrisRackauckas)
• Update extensions to not load packages directly only through Optimization (#583) (@Vaibhavdixit02)

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)

v3.15.2

Optimization v3.15.2

Diff since v3.15.1

Merged pull requests:

• Bring back AbstractRule in OptimizationOptimisers (#552) (@Vaibhavdixit02)