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 value_gradient!! calls (#704)
• No default objective type for IPNewton (#711)
• Fminbox() using parameters outside of the box specified (#712)
• only_fgh! doesn't work if algorithm does not need Hessian (#718)
• Bug in Stiefel_CholQR (#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 f_abstol 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 Stiefel_CholQR (#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 promote_obj 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)

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)

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 dx_dg 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)

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)

v0.20.5

Update Project.toml

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)

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)

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)

v0.20.1

v0.20.1 (2020-01-30)

Diff since v0.20.0

Merged pull requests:

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

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)