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242 lines
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242 lines
8.9 KiB
Plaintext
NLopt 2.2.1 (6 September 2010)
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* If you compile nlopt.h with the NLOPT_DLL_EXPORT symbol #defined,
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it now uses the dllexport directive (under Windows), useful for
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compiling an NLopt DLL under Microsoft compilers; thanks to Benoit
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Scherrer for the suggestion.
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* Handle case where copysign function is missing, e.g. on Windows;
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thanks to Benoit Scherrer for the bug report.
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* Remove C99-style mixed declaration and code in a couple files, so
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that code compiles in C89; thanks to Benoit Scherrer for the bug report.
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* Removed a few compiler warnings under Microsoft compilers; thanks
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to Benoit Scherrer for the bug report.
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* Export nlopt_get_algorithm_name function on Windows; thanks to Ofek
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Shilon for the bug report.
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* Don't use dllimport directive with lcc on Windows (which doesn't
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support it); thanks to Laurent Vanbeylen for the bug report.
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* Update Nodedal README directory to indicate that Nocedal's LBFGS code
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is now available under the GPL, and therefore may be distributed with
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a future NLopt version (although Luksan's LBFGS code already works well).
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* Bug fix in set/get_xtol_abs; thanks to David Rivest-Henault for the report.
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NLopt 2.2 (15 July 2010)
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* Added SLSQP algorithm for gradient-based local optimization with
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nonlinear constraints via sequential quadratic programming, based
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on the implementation by Dieter Kraft that was adapted for SciPy.
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* Modified BOBYQA and COBYLA algorithms to support unequal initial
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step sizes in different directions; thanks to Tom Fiddaman for pointing
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out the need for this in the case where different directions have
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very different scales.
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* Added Python module docstring; thanks to Sebastian Walter for the suggestion.
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* Added GUILE_INSTALL_DIR variable to allow the user to change the
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Guile installation directory.
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* Added Fortran interface for vector-valued constraints.
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* Throw correct exceptions in Python for the add_*constraint functions;
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thanks to Dmitrey Kroshko for the bug report.
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* Support forced stop and exceptions in ORIG_DIRECT algorithm.
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* Remove arbitrary 1e20 upper bound on function values from ORIG_DIRECT
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code.
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* Bugfix in C++ interface (and some other language front-ends) when
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deallocating the nlopt_opt object in cases like MLSL where
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local_optimizer is used; thanks to Jurgen Werner for the bug report.
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NLopt 2.1.2 (8 July 2010)
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* The Python mconstraint (vector-valued constraint) functions
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now pass a 2-dimensional array for the gradient argument, rather
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than a flattened 1d array.
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* Improved handling of exceptions and forced stops for constrained
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optimization, making sure that no constraints are evaluated after
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the stop.
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* Return an NLOPT_INVALID_ARGS error if more than n equality constraints
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are added in an n-dimensional problem.
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* Fix bug that could cause spurious NLOPT_INVALID_ARGS errors when
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adding constraints under rare circumstances.
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* Eliminate a few small memory leaks that could occur under error conditions.
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NLopt 2.1.1 (7 July 2010)
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* More robust configure check for Python include directories, via
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distutils.sysconfig.get_python_inc() and numpy.get_include().
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Thanks to Nathaniel Smith for the tip.
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* Bug fix in Guile interface: added missing prefix to nlopt-version-major
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etcetera.
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NLopt 2.1 (6 July 2010)
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* New vector-valued constraint feature; thanks to Dmitrey Kroshko of OpenOpt
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for the suggestion.
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* COBYLA now accepts equality constraints.
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* Guard against multiple inclusion in nlopt.hpp; thanks to Saul
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Thurrowgood for the suggestion.
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NLopt 2.0.2 (17 June 2010)
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* Fixed compilation failure in Microsoft Visual Studio, due to
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incorrect usage of __stdcall keyword; thanks to Dave Katz for the
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bug report.
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NLopt 2.0.1 (16 June 2010)
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* Bug fix in Fortran API (for nlo_get_ functions returning arrays).
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* Fixed buggy compilation with MinGW.
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NLopt 2.0 (15 June 2010)
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* New C API, that works by creating an nlopt_opt "object" and then calling
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functions to set the optimization parameters -- much more extensible
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than the old API (which is preserved for backwards compatibility).
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(Updated Fortran, Matlab, and GNU Octave wrappers as well.)
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* C++ nlopt.hpp wrapper around C API, allowing namespaces, object
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constructors/destructors, std::vector<double>, and exceptions
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to be exploited.
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* New nlopt wrappers callable from Python and GNU Guile, generated
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with the help of SWIG.
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* New 'man nlopt' manual page documenting new API.
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* New AUGLAG algorithm(s) implementing an augmented-Lagrangian method
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proposed by Birgin and Martinez (2008), which supports nonlinear
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equality and inequality constraints "wrapped around" other
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local/global optimization methods.
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* Added API for nonlinear equality constraints (currently only
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supported by AUGLAG and ISRES algorithms).
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* Support inequality constraints directly in ORIG_DIRECT algorithms
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(no need to return NaN when constraint is violated).
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* Inequality/equality constraints now have optional tolerances that
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are used as conditions in stopping criteria.
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* Pseudo-randomize simplex steps in COBYLA algorithm, improving robustness
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by avoiding accidentally taking steps that don't improve conditioning
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(which seems to happen sometimes with active bound constraints). The
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algorithm remains deterministic (a deterministic seed is used), however.
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* Allow COBYLA to increase the trust-region radius if the predicted improvement
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was approximately right and the simplex is OK, following a suggestion
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in the SAS manual for PROC NLP that seems to improve convergence speed.
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* Added nlopt_force_stop function to force a (graceful) halt to
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the optimization, and corresponding NLOPT_FORCED_STOP return code.
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* Improved thread-safety in random-number generation: thread-local
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storage is used for random-number state, on compilers that support
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it (e.g. gcc, Intel, Microsoft), to make the generation thread-safe.
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In this case, the random-number seed must be set per-thread.
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* Return an error in global-search algorithms if the domain is not finite.
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* Use stdcall convention on Windows; thanks to Alan Young for the suggestion.
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* Added missing absolute-tolerance criteria in Luksan algorithms; thanks
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to Greg Nicholas for the bug report.
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* Fixed compilation under C++, and use C++ compiler for everything in
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--with-cxx mode; thanks to Greg Nicholas for the bug report.
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* In MMA, only stop at minf_max/stopval if the point is feasible.
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* Fix Matlab mex file to not include unnecessary nlopt-util.h file,
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simplifying Windows compilation.
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NLopt 1.2 (18 November 2009)
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* Added Powell's BOBYQA algorithm for box-constrained optimization
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without derivatives, an improvement on NEWUOA.
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* Added ISRES genetic algorithm, supporting nonlinearly constrained
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global optimization.
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* New functions nlopt_{set/get}_stochastic_population to provide
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optional greater control over the random "population" sizes in
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stochastic algorithms (although it still has a sensible default).
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* Bug fix: remove extraneous text accidentally included in nlopt.f Fortran
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include file.
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* Bug fix: configure script now correctly handles Matlab installation
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when MEX_INSTALL_DIR is specified manually by the user.
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NLopt 1.1 (12 November 2009)
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* configure script detects whether --enable-shared is required
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in order to compile Matlab and Octave plugins (as is the case
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on x86_64), and disables compilation of those plugins if
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--enable-shared is not used.
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* Added --without-octave and --without-matlab configure options to
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disable Octave and Matlab plugins, respectively.
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* Modified COBYLA algorithm to have better support for bound
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constraints.
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* Added new NLOPT_ROUNDOFF_LIMITED failure code to indicate
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cases in which optimization breaks down due to roundoff errors,
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in which case it is possible that useful results were obtained.
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* Experimental support for nonlinear equality constraints via
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augmented-Lagrangian method.
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* Support for compiling under Windows (ideally with MinGW) as a
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DLL, although you have to manually add #define NLOPT_DLL
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to nlopt.h *after* installing (after compiling NLopt).
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* Added several checks for roundoff-related breakdown to NEWUOA code.
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* When only a relative error tolerance is specified, no longer
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fails to halt when exact convergence to zero is obtained.
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* Workaround for incompatible qsort_r functions in BSD and GNU libc
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by always using my own version; thanks to Wendy Vandoolaeghe
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and Philippe Preux for the bug report and explanation.
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* Workaround for gcc 3.4.x conflict with HUGE_VAL definition in Solaris
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(gcc bug 19933).
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* Better identification of Matlab-plugin installation directory.
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* Fixed identification of Octave-plugin installation directory for
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recent Octave versions.
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NLopt 1.0.1 (13 Nov. 2008)
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* Allow user to override Matlab-plugin installation directory with
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MEX_INSTALL_DIR.
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* Bug fix in my DIRECT code that prevented convergence (DIRECT-L unaffected).
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* MLSL needs a nonzero default ftol_rel and/or xtol_rel to ensure that
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its local searches terminate; use roughly machine precision as defaults.
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NLopt 1.0 (11 Nov. 2008)
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* Initial public release.
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