What's Changed

Fix typos in bfgs docs by @cgarling in https://github.com/JuliaNLSolvers/Optim.jl/pull/1175

New Contributors

@cgarling made their first contribution in https://github.com/JuliaNLSolvers/Optim.jl/pull/1175

Full Changelog: https://github.com/JuliaNLSolvers/Optim.jl/compare/v1.13.1...v1.13.2

Scientific Software - Peer-reviewed - Julia
Published by pkofod 7 months ago

What's Changed

Fix SimulatedAnnealing docs by @timholy in https://github.com/JuliaNLSolvers/Optim.jl/pull/1173
Fix admonition block in config.md (close quote) by @abhro in https://github.com/JuliaNLSolvers/Optim.jl/pull/1169
Improve (L-)BFGS docs by @kellertuer in https://github.com/JuliaNLSolvers/Optim.jl/pull/1164

New Contributors

@kellertuer made their first contribution in https://github.com/JuliaNLSolvers/Optim.jl/pull/1164

Full Changelog: https://github.com/JuliaNLSolvers/Optim.jl/compare/v1.13.0...v1.13.1

Scientific Software - Peer-reviewed - Julia
Published by pkofod 7 months ago

What's Changed

Simplify boolean expressions by @devmotion in https://github.com/JuliaNLSolvers/Optim.jl/pull/1167
Update Project.toml to use LineSearches 7.4.0 by @pkofod in https://github.com/JuliaNLSolvers/Optim.jl/pull/1174

Full Changelog: https://github.com/JuliaNLSolvers/Optim.jl/compare/v1.12.0...v1.13.0

Scientific Software - Peer-reviewed - Julia
Published by pkofod 7 months ago

What's Changed

Fix default of allow_f_increases and allow_outer_f_increases in docs by @JoshuaLampert in https://github.com/JuliaNLSolvers/Optim.jl/pull/1127
Start in interior of variable bounds by @blegat in https://github.com/JuliaNLSolvers/Optim.jl/pull/1073
Update MOI_wrapper.jl to exclude two failing tests by @pkofod in https://github.com/JuliaNLSolvers/Optim.jl/pull/1134
Support autodiff with DifferentiationInterface by @gdalle in https://github.com/JuliaNLSolvers/Optim.jl/pull/1131
Update Options documentation by @pkofod in https://github.com/JuliaNLSolvers/Optim.jl/pull/1135
Use DocumenterCitations.jl by @abhro in https://github.com/JuliaNLSolvers/Optim.jl/pull/1130
Expose SAMIN options by @pkofod in https://github.com/JuliaNLSolvers/Optim.jl/pull/1136
Create benchmark suite by @MilesCranmer in https://github.com/JuliaNLSolvers/Optim.jl/pull/1084
Refactor preconditioning code by @pkofod in https://github.com/JuliaNLSolvers/Optim.jl/pull/1138
Fix admonition block and URL display by @abhro in https://github.com/JuliaNLSolvers/Optim.jl/pull/1141
Implement EnumX termination codes by @pkofod in https://github.com/JuliaNLSolvers/Optim.jl/pull/1142
Format repository by @pkofod in https://github.com/JuliaNLSolvers/Optim.jl/pull/1150
Refactor OptimizationResults to not store so many different fields by @pkofod in https://github.com/JuliaNLSolvers/Optim.jl/pull/1151
Update ipnewton_basics.jl by @pkofod in https://github.com/JuliaNLSolvers/Optim.jl/pull/1153
Fix initial convergence by @pkofod in https://github.com/JuliaNLSolvers/Optim.jl/pull/1152
Remove Parameters dependency by @pkofod in https://github.com/JuliaNLSolvers/Optim.jl/pull/1154
fix: equality comparison where assignment was likely meant by @ForceBru in https://github.com/JuliaNLSolvers/Optim.jl/pull/979
CompatHelper: bump compat for ForwardDiff to 1, (keep existing compat) by @github-actions in https://github.com/JuliaNLSolvers/Optim.jl/pull/1140
Slight rewrite of updateg and updatefg as well as some SAMIN fixes by @pkofod in https://github.com/JuliaNLSolvers/Optim.jl/pull/1155
Update TerminationCode names and add ObjectiveNotFinite by @pkofod in https://github.com/JuliaNLSolvers/Optim.jl/pull/1156
Some cleanup for deprecated tolerance specifications by @pkofod in https://github.com/JuliaNLSolvers/Optim.jl/pull/1157
Don't use _tol in tests by @pkofod in https://github.com/JuliaNLSolvers/Optim.jl/pull/1158
Change tag to 1.12.0 by @pkofod in https://github.com/JuliaNLSolvers/Optim.jl/pull/1159

New Contributors

@JoshuaLampert made their first contribution in https://github.com/JuliaNLSolvers/Optim.jl/pull/1127
@gdalle made their first contribution in https://github.com/JuliaNLSolvers/Optim.jl/pull/1131
@abhro made their first contribution in https://github.com/JuliaNLSolvers/Optim.jl/pull/1130
@ForceBru made their first contribution in https://github.com/JuliaNLSolvers/Optim.jl/pull/979

Full Changelog: https://github.com/JuliaNLSolvers/Optim.jl/compare/v1.11.0...v1.12.0

Scientific Software - Peer-reviewed - Julia
Published by pkofod 9 months ago

Optim v1.11.0

Diff since v1.10.0

Merged pull requests: - Fixing extended trace failure for Adam and AdaMax and generalising alpha parameter to accept callable object (scheduler) (#1115) (@kishore-nori) - Update simulated_annealing.md documentation to avoid pointing to a very old issue. (#1116) (@pkofod)

Scientific Software - Peer-reviewed - Julia
Published by github-actions[bot] 11 months ago

Optim - v1.10.0

What's Changed

added time_limit for univariate optimization by @christianhauschel in https://github.com/JuliaNLSolvers/Optim.jl/pull/1092
Run CI also on oldest compatible Julia version and update GH actions by @devmotion in https://github.com/JuliaNLSolvers/Optim.jl/pull/1090
Minor improvements and bugfixes related to NelderMead by @pkofod in https://github.com/JuliaNLSolvers/Optim.jl/pull/1094
Bump julia-actions/cache from 1 to 2 by @dependabot in https://github.com/JuliaNLSolvers/Optim.jl/pull/1097
Use @test_broken instead of skipping by @timholy in https://github.com/JuliaNLSolvers/Optim.jl/pull/1105
Remove trailing whitespace by @timholy in https://github.com/JuliaNLSolvers/Optim.jl/pull/1108
Minor cleanups by @timholy in https://github.com/JuliaNLSolvers/Optim.jl/pull/1110
Docs: adjust callback function explanation by @tuncbkose in https://github.com/JuliaNLSolvers/Optim.jl/pull/1113
Fix NelderMead trace aliasing issues by @pkofod in https://github.com/JuliaNLSolvers/Optim.jl/pull/1114
Update maximize.jl by @pkofod in https://github.com/JuliaNLSolvers/Optim.jl/pull/1119

New Contributors

@christianhauschel made their first contribution in https://github.com/JuliaNLSolvers/Optim.jl/pull/1092
@dependabot made their first contribution in https://github.com/JuliaNLSolvers/Optim.jl/pull/1097
@tuncbkose made their first contribution in https://github.com/JuliaNLSolvers/Optim.jl/pull/1113

Full Changelog: https://github.com/JuliaNLSolvers/Optim.jl/compare/v1.9.4...v1.10.0

Scientific Software - Peer-reviewed - Julia
Published by pkofod about 1 year ago

Optim - v1.9.4

Optim v1.9.4

Diff since v1.9.3

Merged pull requests: - Add documenter key to TagBot.yml (#1085) (@asinghvi17) - Fix precompilation issue (#1088) (@devmotion)

Closed issues: - Documentation Incorrect (#1082) - eval in OptimMOIExt fails to precompile (#1087)

Scientific Software - Peer-reviewed - Julia
Published by github-actions[bot] over 1 year ago

Optim -

Run docs

Scientific Software - Peer-reviewed - Julia
Published by pkofod almost 2 years ago

Optim - v1.9.3

Optim v1.9.3

Diff since v1.9.2

Merged pull requests: - Make MathOptInterface.jl a weak dependency (#1081) (@theogf)

Closed issues: - Simple optimization failing (#1083)

Scientific Software - Peer-reviewed - Julia
Published by github-actions[bot] almost 2 years ago

Optim - v1.9.2

Optim v1.9.2

Diff since v1.9.1

Merged pull requests: - Update and reorganize README.md (#1076) (@odow)

Closed issues: - CUDA and Adam errors (#1074)

Scientific Software - Peer-reviewed - Julia
Published by github-actions[bot] almost 2 years ago

Optim - v1.9.1

Optim v1.9.1

Diff since v1.9.0

Merged pull requests: - Use zeros instead of fill in Adam (#1075) (@pkofod)

Scientific Software - Peer-reviewed - Julia
Published by github-actions[bot] almost 2 years ago

Optim - v1.9.0

Optim v1.9.0

Diff since v1.8.0

Merged pull requests: - Add Adam and AdaMax (#1069) (@pkofod) - Add docs for adam and adamax (#1072) (@pkofod)

Closed issues: - Documentation outer configurable options (#914) - Newlines in two-argment show (#915) - Feature request: Include the Adam algorithm (#1012) - Typo on Optim.simplexer() function (#1064) - Docs Latex expressions displays as raw (#1067)

Scientific Software - Peer-reviewed - Julia
Published by github-actions[bot] almost 2 years ago

Optim - v1.8.0

Optim v1.8.0

Diff since v1.7.8

Merged pull requests: - Add MOI wrapper (#929) (@blegat) - Update to new MOI nonlinear interface (#1052) (@blegat) - Add option for disabling warnings (#1058) (@MilesCranmer) - Update README example to new MOI nonlinear interface (#1059) (@blegat) - Fix compat bounds in Project.toml (#1060) (@odow) - Grammar in documentation of GradientDescent() (#1061) (@lukketotte)

Closed issues: - Problem with optimization with Optim.GradientDescent (#1018) - Absolute function tolerance (#1063)

Scientific Software - Peer-reviewed - Julia
Published by github-actions[bot] almost 2 years ago

Optim - v1.7.8

Optim v1.7.8

Diff since v1.7.7

Merged pull requests: - restore allocation free maxdiff (#1051) (@annuges)

Closed issues: - Not showing candidate solutions? (#1047)

Scientific Software - Peer-reviewed - Julia
Published by github-actions[bot] about 2 years ago

Optim - v1.7.7

Optim v1.7.7

Diff since v1.7.6

Closed issues: - patch 1.7.4 -> 1.7.5 breaks Accelerated/MomentumGradientDescent() (#1038) - NamedTuple switch broke adddefaultoptions (#1041) - Verbose option (#1042) - Optim with BFGS, LBGFS gives wrong result (#1045)

Merged pull requests: - Change outer tolerances default to nothing (#936) (@ArnoStrouwen) - Add docs for outer boxconstrained options (#937) (@ArnoStrouwen) - fix reset_search_direction! failure when training with GPU (#1034) (@wei3li) - Fix bug in add default options (#1043) (@pkofod) - Math rendering in the README (#1044) (@DanielVandH) - exit early when nan in grad or hessian (#1046) (@mohamed82008)

Scientific Software - Peer-reviewed - Julia
Published by github-actions[bot] over 2 years ago

Optim - v1.7.6

Optim v1.7.6

Diff since v1.7.5

Closed issues: - For ParticleSwarm, upper default to type that errors if lower is passed (#1033)

Merged pull requests: - Rework lower/upper in ParticleSwarm for stability. (#1037) (@pkofod) - CompatHelper: bump compat for StatsBase to 0.34, (keep existing compat) (#1040) (@github-actions[bot])

Scientific Software - Peer-reviewed - Julia
Published by github-actions[bot] over 2 years ago

Optim - v1.7.5

Optim v1.7.5

Diff since v1.7.4

Closed issues: - Rosenbrock example: Type instability (#1021) - How to log additional information after each iteration? (#1024) - JuliaNLSolvers has only 1 member? (#1025)

Merged pull requests: - Use namedtuple for default options. (#1026) (@pkofod) - CompatHelper: bump compat for FillArrays to 1, (keep existing compat) (#1035) (@github-actions[bot])

Scientific Software - Peer-reviewed - Julia
Published by github-actions[bot] over 2 years ago

Optim - v1.7.4

Optim v1.7.4

Diff since v1.7.3

Closed issues: - Support for GPU codes? (#1002) - A way to force at least one iteration (#1004) - Wrong syntax for Fminbox in example (#1006) - Saving intermediate results during optimization (#1007) - Univariate optimisation options (#1008) - Exact line search (#1009) - Optimization with (L)BFGS gives DimensionMismatch(“dimensions must match”) (#1011) - Document what is passed to the callback (#1014) - Help: Generic non-linear constraint with multiple inputs (#1015) - LoadError: MethodError: no method matching Optim.IPNewtonState (#1019) - LoadError: MethodError: no method matching Optim.BarrierLineSearchGrad (#1020) - Would it be possible to add an argument to the optimization function? (#1022)

Merged pull requests: - remove unbound type parameter (#1005) (@nsajko)

Scientific Software - Peer-reviewed - Julia
Published by github-actions[bot] about 3 years ago

Optim - Release 1.7.3

What's Changed

Fix incorrect URL for build badges by @cynddl in https://github.com/JuliaNLSolvers/Optim.jl/pull/998
improve SAMIN convergence message, fix issue #960 by @mcreel in https://github.com/JuliaNLSolvers/Optim.jl/pull/988
Use LinAlg to speed up particle swarm by @alyst in https://github.com/JuliaNLSolvers/Optim.jl/pull/993

New Contributors

@cynddl made their first contribution in https://github.com/JuliaNLSolvers/Optim.jl/pull/998

Full Changelog: https://github.com/JuliaNLSolvers/Optim.jl/compare/v1.7.2...v1.7.3

Scientific Software - Peer-reviewed - Julia
Published by pkofod over 3 years ago

Optim - v1.7.2

Optim v1.7.2

Diff since v1.7.1

Closed issues: - Autodiff using Enzyme (#1001)

Merged pull requests: - CompatHelper: bump compat for Compat to 4, (keep existing compat) (#986) (@github-actions[bot])

Scientific Software - Peer-reviewed - Julia
Published by github-actions[bot] over 3 years ago

Optim - v1.7.1

Optim v1.7.1

Diff since v1.7.0

Closed issues: - Line search never achieved finiteness -> failure (#948) - only_fgh! not working - where am I going wrong? (#987) - Proposal: Optionally Disabling Optimizer's Printed Output (#990) - optimize(f, g! , [0.0,0.0] , LBFGS()) from example in documentation gives NaN (#994)

Merged pull requests: - Don't print success if a stopping criterion is non-finite. (#997) (@pkofod)

Scientific Software - Peer-reviewed - Julia
Published by github-actions[bot] over 3 years ago

Optim - v1.7.0

Optim v1.7.0

Diff since v1.6.2

Closed issues: - Add option to return the final inverse hessian estimate from BFGS (#984)

Merged pull requests: - Newton Trust Region fail safe for delta very small. (#985) (@pkofod)

Scientific Software - Peer-reviewed - Julia
Published by github-actions[bot] over 3 years ago

Optim - v1.6.2

Optim v1.6.2

Diff since v1.6.1

Closed issues: - Nelder-Mead stopping if no change in stopping criterion? (#940) - NelderMead() gets stuck at specific g_tol/(sd of simplex), which should not be possible? (#974)

Merged pull requests: - fix(ipnewton): NaN instead of undef allocation (#973) (@gwater) - use muladd and hoist some multiplications (#978) (@chriselrod) - CompatHelper: bump compat for FillArrays to 0.13, (keep existing compat) (#980) (@github-actions[bot]) - CompatHelper: bump compat for NaNMath to 1, (keep existing compat) (#981) (@github-actions[bot])

Scientific Software - Peer-reviewed - Julia
Published by github-actions[bot] almost 4 years ago

Optim - v1.6.1

Optim v1.6.1

Diff since v1.6.0

Merged pull requests: - Fix wrong inner optimizer (#968) (@ArnoStrouwen) - fix(show)!: produce executable string for Options (#970) (@gwater) - Fix delta update if rho < eta in newton trust region (#975) (@pkofod)

Scientific Software - Peer-reviewed - Julia
Published by github-actions[bot] almost 4 years ago

Optim - v1.6.0

Optim v1.6.0

Diff since v1.5.0

Closed issues: - To solve 1D problem by adding 5% change at each step in Optim.jl methods (#965)

Merged pull requests: - check for nothing with ===/!== instead of ==/!= (#961) (@st--) - Allow univariate nelder mead. (#966) (@pkofod) - Get tests passing on v1.7 (#967) (@pkofod)

Scientific Software - Peer-reviewed - Julia
Published by github-actions[bot] about 4 years ago

Optim - v1.5.0

Optim v1.5.0

Diff since v1.4.1

Closed issues: - Particle Swarm (#944)

Merged pull requests: - Fix edit link at bottom of each page (#938) (@ArnoStrouwen) - BFGS - GPU (#946) (@vpuri3) - fix for ML example (#956) (@mcreel) - Don't use turbo. All BFGS first calls will be 10 seconds slower. (#957) (@pkofod) - CompatHelper: add new compat entry for ForwardDiff at version 0.10, (keep existing compat) (#958) (@github-actions[bot]) - Fully remove LoopVectorization (#959) (@ChrisRackauckas)

Scientific Software - Peer-reviewed - Julia
Published by github-actions[bot] about 4 years ago

Optim - v1.4.1

Optim v1.4.1

Diff since v1.4.0

Merged pull requests: - d -> obj in bfgs with initial_stepnorm !== nothing (#935) (@chriselrod)

Scientific Software - Peer-reviewed - Julia
Published by github-actions[bot] over 4 years ago

Optim - v1.4.0

Optim v1.4.0

Diff since v1.3.0

Closed issues: - Ensure alphamax linesearch is set for AcceleratedGradientDescent (#458) - how to make optim work with Measuements (#823) - Preconditioner example is not working (#837) - Add support for OffsetArrays (#868) - Optim.ldiv! is only defined on arrays (#870) - Optim.trace() fails with MethodError: no method matching length(::Nothing) (#895) - Importing Optim.jl causes really unexpected behaviour in unrelated code (#900) - NaN given in parameter vector (#921) - LBFGS: Does Optim.jl also implement an improvement over the original routine (which scipy.optimize does)? (#923) - How to use Optim.jl's Optim.OnceDifferentiable in the context of LBFGSB.jl ? (#926) - How do you do LBFGS() within a bound box for 2 dimensions? (#930)

Merged pull requests: - relax type constraints to support Measurements (#913) (@longemen3000) - Stop being a ☠️ (fix #900, ldiv! and dot pirates Base). (#916) (@pkofod) - Fix eachindexing and dots for NelderMead. (#917) (@pkofod) - NLOpt -> NLopt (#928) (@blegat) - BFGS GPU Support (#931) (@avik-pal) - CompatHelper: bump compat for "FillArrays" to "0.12" (#932) (@github-actions[bot])

Scientific Software - Peer-reviewed - Julia
Published by github-actions[bot] over 4 years ago

Optim - v1.3.0

Optim v1.3.0

Diff since v1.2.4

Merged pull requests: - Allow the choice between fg or f when evaluating the trust region sub… (#911) (@pkofod)

Scientific Software - Peer-reviewed - Julia
Published by github-actions[bot] almost 5 years ago

Optim - v1.2.4

Optim v1.2.4

Diff since v1.2.3

Closed issues: - Optim.minimizer returns the initial starting point (#901) - How to set lower and upper bound for Newton's algorithm? (#905)

Merged pull requests: - Fix LBFGS when rho is infinite and fix initial convergence change (#908) (@pkofod)

Scientific Software - Peer-reviewed - Julia
Published by github-actions[bot] almost 5 years ago

Optim - v1.2.3

Optim v1.2.3

Diff since v1.2.2

Merged pull requests: - Change order of ldiv and - in sparse Newton. (#898) (@mikkoku) - Fix some v1.6 stuff (#899) (@pkofod)

Scientific Software - Peer-reviewed - Julia
Published by github-actions[bot] almost 5 years ago

Optim - v1.2.2

Optim v1.2.2

Diff since v1.2.1

Closed issues: - TwiceDifferentiable and FMinbox seem incompatible (#600) - Wrongly reporting success (#873) - Fminbox problem with integers (#885)

Merged pull requests: - CompatHelper: bump compat for "FillArrays" to "0.11" (#897) (@github-actions[bot])

Scientific Software - Peer-reviewed - Julia
Published by github-actions[bot] almost 5 years ago

Optim - v1.2.1

Optim v1.2.1

Diff since v1.2.0

Closed issues: - Optim 1.0, 1.1 and Julia 1.0 (#863) - BarrierWrapper has no field fcalls (#865) - showtrace panic with Optim.Brent() (#867) - Documentation: Something is wrong with the Matlab Simplexer example: (#871) - optimize passes NaN as x value to function (#874) - Does L-BFGS support mini-batch gradient decent? (#875) - L1 regularization with box constraint in Optim ? (#877) - particle swarm candidate solution (#880) - show_trace fails with Brent (#881)

Merged pull requests: - Small typo in doc, code doesnt run without .+ (#851) (@eirikbrandsaas) - Don't repeatedly calculate first element of the swarm in ParticleSwar… (#869) (@pkofod) - Test that tracing works for univariate optimization. (#879) (@pkofod) - Create CompatHelper.yml (#886) (@briochemc) - Add Github Action CI (#888) (@briochemc) - make some utils gpu friendly (#889) (@piever) - CompatHelper: bump compat for "FillArrays" to "0.10" (#890) (@github-actions[bot]) - Fix reset of LBFGS. (#891) (@pkofod)

Scientific Software - Peer-reviewed - Julia
Published by github-actions[bot] about 5 years ago

Optim - v1.2.0

Optim v1.2.0

Diff since v1.1.0

Closed issues: - Fminbox reset! bug: d not defined (#864) - Error in using Optim with Julia v1.0: ERROR: LoadError: LoadError: UndefVarError: InPlaceObjectiveFGHv not defined (#866)

Scientific Software - Peer-reviewed - Julia
Published by github-actions[bot] over 5 years ago

Optim - v1.1.0

Optim v1.1.0

Diff since v1.0.0

Closed issues: - Doc example with complex numbers not working (#780) - BFGS reset! typo (#859) - Fminbox evaluates outside the box (#861)

Merged pull requests: - Make it easier to use IPNewton if you only have bounds. (#858) (@pkofod) - Fix out-of-box in Fminbox. (#862) (@pkofod)

Scientific Software - Peer-reviewed - Julia
Published by github-actions[bot] over 5 years ago

Optim - v1.0.0

Optim v1.0.0

Diff since v0.22.0

Closed issues: - usage with JuMP? (#107) - Generalize Optim.jl to be an interface for nonlinear optimization (#309) - Multidimensional arrays (#399) - ProgressMeter (#442) - Missing docstrings (#469) - L-BFGS-(B) (#521) - Finite differencing should respect box constraints (#541) - Todo: SAMIN (#555) - Some questions about convergence assessment and results (#574) - Going below sqrt(eps) (#631) - Project manifold tangent when we reset search direction (#649) - Rename optimize to minimize? (#685) - Preallocate caches in Fminbox to avoid unnecessary valuegradient!! calls (#704) - No default objective type for IPNewton (#711) - Fminbox() using parameters outside of the box specified (#712) - onlyfgh! doesn't work if algorithm does not need Hessian (#718) - Bug in StiefelCholQR (#752) - Intermittent assertion error in HagerZhang (#802) - Success when none of convergence measures is satisfied (#806) - feature request: default to gradient-based method when user passes fg! (#816) - Use AbstractConstrainedOptimizer as the parent type for all the constrained optimizers? (#818) - Type instability (#820) - Confusing behavior of fabstol with Fminbox (#821) - Univariate optimization does not stop when callback returns true (#822) - Optim: No method matching iterate (#824) - Brent still broken for flat functions (#827) - Comment doesn't really seem to reflect logic in code (#830) - Computing the inverse of Hessian in Newton's method (#832) - Fminbox optimization does not exit when callback returns true (#834) - Particle Swarm algorithm fails in very simple objective function (#835) - ParticleSwarm does not respect Optim.Options(iterations=x) (#836) - Missing website (#841) - ERROR: ArgumentError: Value and slope at step length = 0 must be finite. (#842) - Problems with BigFloat (#844) - indexing issue with ArrayParition arguments (#848) - NealderMead recalculates same points: (#852) - Functor Support with Univariate analysis (#853) - Warning (again) on LinearAlgebra.dot (#855)

Merged pull requests: - WIP: Corrected StiefelCholQR (#753) (@jagot) - Add callback stops for univariate optimization. (#831) (@pkofod) - Test fgh! (#838) (@pkofod) - Update .travis.yml (#839) (@pkofod) - Bump FillArrays version (#840) (@JeffFessler) - Make promoteobj noop for ipnewton and twicediffed (#845) (@pkofod) - Add methods for (Not)InplaceObjective to optimize when not method is … (#846) (@pkofod) - Allow that f can increase from iteration to iteration (#847) (@pkofod) - Fix project_tangent! and retract! args in manual (#849) (@thisrod) - Don't re-create the cache in every iteration of Fminbox as it calls the objective too often (#850) (@pkofod) - Don't use Function signatures. (#854) (@pkofod) - Fix some outstanding Fminbox issues (#856) (@pkofod)

Scientific Software - Peer-reviewed - Julia
Published by github-actions[bot] over 5 years ago

Optim - v0.22.0

Optim v0.22.0

Diff since v0.21.0

Closed issues: - Complex optimization example of documentary not working (#817)

Merged pull requests: - Fix minor bugs (#815) (@amanbh) - Fix MatlabSimplexer example code in docs (#819) (@Gyoshi) - Don't print vectors, it's hardly useful and gives problems with forma… (#825) (@pkofod) - Update .travis.yml (#826) (@pkofod)

Scientific Software - Peer-reviewed - Julia
Published by github-actions[bot] over 5 years ago

Optim - v0.21.0

Optim v0.21.0

Diff since v0.20.6

Closed issues: - Document KrylovTrustRegion (#737) - Inconsistencies with fg! in Krylov vs LBFGS (#738) - New minor release for StatsBase v0.33 compatibility? (#803) - numerical values for alphaguess (#805) - V1.4 tests fail (#810)

Merged pull requests: - only* constructors for newton-krylov (#742) (@tlienart) - Support creation of TwiceDifferentiable from IPNewton methods (#808) (@timholy) - Skip updates if dxdg is non-positive in BFGS (#809) (@pkofod) - Use inversediagonal in precon test. (#811) (@pkofod) - Add simple InitialStatic alpha choice by providing just a number to t… (#812) (@pkofod)

Scientific Software - Peer-reviewed - Julia
Published by github-actions[bot] over 5 years ago

Optim - v0.20.6

Optim v0.20.6

Diff since v0.20.5

Closed issues: - Gradients not working correctly with Double64 type from DoubleFloats (#761) - Unused return value from update_state!() in optimize() (#789) - brent returns spurious minimum (#798) - It seems like dot is being incorrectly overwritten (#801)

Merged pull requests: - Update the documentation of the callback function. (#795) (@hcarlsso) - fix Brent for flat functions (#799) (@bjarthur) - Fix typo in IPNewton docs (#800) (@rcurtin)

Scientific Software - Peer-reviewed - Julia
Published by github-actions[bot] over 5 years ago

Optim - v0.20.5

Scientific Software - Peer-reviewed - Julia
Published by julia-tagbot[bot] almost 6 years ago

Optim - v0.20.4

v0.20.4 (2020-03-14)

Diff since v0.20.3

Closed issues:

Least square minimization (#797)

Merged pull requests:

Update krylov_trust_region.jl (#794) (pkofod)

Scientific Software - Peer-reviewed - Julia
Published by julia-tagbot[bot] almost 6 years ago

Optim - v0.20.3

v0.20.3 (2020-03-10)

Diff since v0.20.2

Merged pull requests:

Convert initial radius to match types (#793) (ChrisRackauckas)
fix printf syntax in error message (#792) (tpapp)

Scientific Software - Peer-reviewed - Julia
Published by julia-tagbot[bot] almost 6 years ago

Optim - v0.20.2

v0.20.2 (2020-03-03)

Diff since v0.20.1

Closed issues:

Maximizing a complicated nonlinear logliklihood function (#787)
Nelder-Mead stopping condition (#759)
Roadmap-ish stuff (#662)
linesearch warning (#579)
Trust-Region code does not handle the hard case (#540)
Finite Difference: Remove Calculus when DiffEqDiffTools Hessians are implemented (#519)
Type instability in result object (#510)
Feature request: Callback function gets passed current best solution (#452)
optimize with autodiff accumulates calls counter (#443)

Merged pull requests:

Use Compat.jl for dot. (#791) (pkofod)
Fix swapped relative and absolute tolerances (#788) (gwater)

Scientific Software - Peer-reviewed - Julia
Published by julia-tagbot[bot] almost 6 years ago

Optim - v0.20.1

v0.20.1 (2020-01-30)

Diff since v0.20.0

Merged pull requests:

Handle Inf values in NewtonTrustRegion (#781) (andreasnoack)

Scientific Software - Peer-reviewed - Julia
Published by julia-tagbot[bot] almost 6 years ago

Optim - v0.20.0

v0.20.0 (2020-01-23)

Diff since v0.19.7

Closed issues:

OneDifferenciable strange error (#769)
Parallel Auto Differentiation (#760)
Documentation suggests no support for global optimizaiton (#731)

Merged pull requests:

Fix typo (#779) (hsm207)
Fix typo (#777) (hsm207)
Normalized multidimensional arrays (#776) (thisrod)
Fixes for OptimTestProblems.UnconstrainedProblems (#773) (rasmushenningsson)
Update Project.toml (#772) (pkofod)
Remove AD imports (#771) (pkofod)
Remove Calculus from Project.toml (#770) (pkofod)

Scientific Software - Peer-reviewed - Julia
Published by julia-tagbot[bot] almost 6 years ago

Optim - v0.19.7

v0.19.7 (2019-12-06)

Diff since v0.19.6

Merged pull requests:

Make sure that lambda is large enough to make Hessian positive definite (#768) (andreasnoack)

Scientific Software - Peer-reviewed - Julia
Published by julia-tagbot[bot] about 6 years ago

Optim - v0.19.6

v0.19.6 (2019-12-04)

Diff since v0.19.5

Merged pull requests:

Tr safeguards (#767) (pkofod)

Scientific Software - Peer-reviewed - Julia
Published by julia-tagbot[bot] about 6 years ago

Optim - v0.19.5

v0.19.5 (2019-12-01)

Diff since v0.19.4

Closed issues:

I was downgraded to 0.18.1 today (#762)

Merged pull requests:

Bump FillArrays version bound (#766) (ChrisRackauckas)

Scientific Software - Peer-reviewed - Julia
Published by julia-tagbot[bot] about 6 years ago

Optim - v0.19.4

v0.19.4 (2019-11-03)

Diff since v0.19.3

Closed issues:

Box constrained optimization docs example fails (#758)
Optim.jl is installed successfully, however got an error when using "optimize" function!! (#751)
Parameters.jl 0.11 cannot be installed with Optim.jl (#743)

Merged pull requests:

Include test/multivariate/f_increase.jl (#757) (tkf)
Fix successive_f_tol (#755) (tkf)
Use LinearAlgebra.dot(::Array, ::Diagonal, ::Array) in Julia 1.4 (#754) (tkf)
Make dot definition on Julia version since it's implemented in Julia 1.4 (#748) (andreasnoack)

Scientific Software - Peer-reviewed - Julia
Published by julia-tagbot[bot] about 6 years ago

Optim - v0.19.3

v0.19.3 (2019-09-11)

Diff since v0.19.2

Closed issues:

Strange inconsistency in the trace of the norm of a complex gradient (#741)
Print information on whether time limit reached (#739)
Using IterativeSolvers in the Newton solvers (#736)
Add linesearch to summary (#726)

Merged pull requests:

Bump FillArrays (#747) (andreasnoack)
More max run time fixes (#746) (pkofod)
add info on if time_limit reached (#740) (magerton)

Scientific Software - Peer-reviewed - Julia
Published by julia-tagbot[bot] over 6 years ago

Optim - v0.19.2

Scientific Software - Peer-reviewed - Julia
Published by julia-tagbot[bot] over 6 years ago

Optim - v0.19.1

v0.19.1 (2019-07-14)

Diff since v0.19.0

Scientific Software - Peer-reviewed - Julia
Published by julia-tagbot[bot] over 6 years ago

Optim - v0.19.0

v0.19.0 (2019-07-09)

Diff since v0.18.1

Closed issues:

SAMIN does not show_trace (#721)
out-of-bounds crash in show() for MultivariateOptimizationResults (#716)
Assertion issue: isfinite(phi_d) && isfinite(gphi) (#713)
How to transfer data into the minimization function (#707)
Feature request: API to allow tied computation of function value and gradient (#701)
Feature request: trace time() (#700)
Docs for (L)BFGS: wrong kwarg name (#697)
Extend maxlikenlm.jl to system of dependent variables (#696)
No trace for NelderMead\(\) (#678)
Add tests for #623 (#625)
Fminbox API improvements (#620)
Complex manifolds ? (#611)
See if we can learn from Ivo's benchmarks (#593)
Tolerances (#571)
Output printing (#570)
Maximize option for the optimizer (#554)
API/Examples of nested optimization? (#551)
Trust-region solver fails to solve trivial problems (#534)
Support for scalar bounds in Multivariate optimisation methods. (#531)
Arbitrary precision (#527)
optimize and Fminbox only work with Float64 (#526)
GSoC 2018 proposals (#523)
Extract final DiffResult (#493)
Citing Optim.jl (#478)
ReverseDiff reintroduction (#422)
Functionality to check whether gradient and hessian is correct (#386)
Naming conventions for absolute and relative tolerance parameters (#279)
When should we throw errors versus return a result that flags a potentially bad result? (#263)

Merged pull requests:

Add compats to Project.toml. (#733) (pkofod)
Remove warnings for line search failures, but add a field to MOR. (#732) (pkofod)
Fix output of SAMIN. (#730) (pkofod)
Switch to Project.toml. (#729) (pkofod)
Add relative and absolute termination criterions and adjust printing … (#727) (pkofod)
Add trace to SAMIN and some small fixes to SimulatedAnnealing. (#725) (pkofod)
Test #623 (#724) (pkofod)
Avoid Float64 numbers in SAMIN and ParticleSwarm to avoid lower preci… (#723) (pkofod)
Replace many similar calls with copies to better support BigFloat's m… (#722) (pkofod)
Improve trace with simplex and time additions. (#719) (pkofod)
fix bug in show() when trying to abbreviate singleton arrays (#717) (andrewclausen)
Initial stepnorm in BFGS (#715) (pkofod)
Create CITATION.bib (#714) (ViralBShah)
Typo in the documentation: Update nelder_mead.md (#709) (eirikeb)
Use FillArrays to handle scalar bounds in Fminbox. (#708) (pkofod)
Update newton_trust_region.md (#706) (nan2ge1)
Update newton_trust_region.jl (#705) (nan2ge1)

Scientific Software - Peer-reviewed - Julia
Published by julia-tagbot[bot] over 6 years ago

Optim - Fix docs for BFGS

Scientific Software - Peer-reviewed - Julia
Published by pkofod almost 7 years ago

Optim - Docs improvements, fgh! support, and some bug fixes

For a complete list see https://github.com/JuliaNLSolvers/Optim.jl/compare/JuliaNLSolvers:397765d...JuliaNLSolvers:f41d1f0

Scientific Software - Peer-reviewed - Julia
Published by pkofod almost 7 years ago

Optim - Remove unused Compat, fix some doc building, typos, and dot calls.

Scientific Software - Peer-reviewed - Julia
Published by pkofod about 7 years ago

Optim - Bugfix for Fminbox, solver choice docs and maximization wrapper for optimize

Fix a sub2ind bug in Fminbox (this was removed in Julia 1.0) Document solver choice advise Introduce experimental support for a maximize convenience interface