Changelog
From OpenOpt
0.27 (2009-December-15)
OpenOpt 0.27:
- scipy_slsqp solver - bugfix for problems where some box-bound constraints lb<= x <= ub are finite and some infinite (Python inf was incorrectly passed to Fortran code, so +/- inf has been replace by +/- 1e50)
- ralg solver - bugfix for problems with several linear equality constraints (>1), and some minor changes
- Now for some problems you can use p.minimize(), p.maximize() instead of p.solve()
- Some code clean up and minor changes
FuncDesigner 0.17:
- Bugfix for FuncDesigner functions sum, sin
- Now you can use oovar/oofun indexation a[ind1:ind2] (yet you cannot use a[ind:] or a[:ind])
- Add FuncDesigner example for system of linear equations, possibly overdetermined
- Example of passing oovars through ordinary Python funcs
- Add "required size" for FuncDesigner oovars
- Now there are some more ways to extract optimal point coordinates from OpenOpt result structure, e.g. a_opt, b_opt, c_opt = r('a', 'b', 'c') or r(a, b, c).
- If you have scipy installed, it yields some benefits to automatic differentiation for large-scale problems
DerApproximator 0.17:
- some minor fixes for some functions output data formats
0.25 (2009-September-15)
- Minor changes for NLP/NSP solver ralg
- Some bugfixes, lots of code clean up
- OpenOpt can optimize FuncDesigner models, for some non-linear classes it provides automatic differentiation
Backward incompatibilities:
- oovar-oofun have been moved to standalone package (FuncDesigner)
- For some problems with nonlinear funcs, where user-supplied derivatives are absent, you should have DerApproximator installed.
0.24 (2009-June-15)
- New class: MINLP - mixed-integer nonlinear problems
- New class: Linear Uniform Norm Problems (LUNP)
- Now DFP can handle user-supplied derivatives
- Some changes for finite-difference derivatives approximation
- New handling of linear equality constraints by ralg and some other changes for the solver
- Some important bugfixes, code cleanup, minor doc improvements
Backward incompatibilities:
- Connection to PSwarm 1.4 instead of 1.3 (Python API is backward-incompatible for 1.4)
- Default p.storeIterPoints set to False (it affects r.iterValues.x - for large scale problems it eats quite lot of memory)
0.23 (2009-March-15)
- New class SDP (solvers: CVXOPT and DSDP)
- New class SOCP (solvers: CVXOPT, in future CVXOPT authors intend to connect DSDP SOCP solver, then it will be connected to OO)
- New class DFP (Data Fit Problem, syntax similar to MATLAB lsqcurvefit)
- Some changes to NLP/NSP solver ralg
- Some more minor changes, code cleanup, bugfixes, doc entries updates
Changes for named variables syntax:
- Check derivatives for oofun
- oolin constraints now are rendered into linear ones, provided all inputs of the oolin involved are oovar instances
Contributors:
- Thanks to Stepan Hlushak for writing GLP solver de (based on differential evolution)
Backward incompatibilities:
- if you provide derivatives for constraints, then for each constraint c_i or h_j: R^n -> R^s_k you should provide dc_i or dh_j with exactly same number of outputs, i.e. R^n -> R^(s_k, n), otherwise correct solution is not guaranteed (for named variables syntax you shouldn't care of the issue, each oofun has single function for obtaining output and no more than a single user-provided function for obtaining output derivatives).
0.21 (2008-December-15)
- major changes for NLP / NSP solver ralg
- new converter: qp2nlp
- new converter: lp2nlp
- new converter: nllsp2nlp
- new converter: nlsp2nlp
- new converter: minimax to NLP
- Introducing OpenOpt GUI
- PSwarm 1.3 has been connected instead of v 1.1. It has much more parameters to modify and ability to use user-supplied callback function.
- Lots of changes related to oofun: add oovar and oolin, now fixed oovars can be correctly handled
- enhanced iterfcn connection for scipy fmin_cobyla
- some doc updates for result structure
- new openopt API func: oosolver
- some code cleanup and bugfixes
- some other minor changes
Backward incompatibilities:
- instead of "from scikits.openopt import ..." now you should use "from openopt import ..."
- LSP has been renamed to NLLSP (Non-Linear Least Squares Problem)
- for oofuns support of ordinary variables (x) had been ceased (it's hard to keep maintaining), use oovars instead.
0.19 (2008-September-15)
- Some changes for NLP/NSP solver ralg (especially related to handling linear constraints Ax <= b, Aeq x = beq, lb <= x <= ub)
- Bugfix for ralg IPOPT linear constraints handling
- ALGENCAN v 2.0.x has been connected (v 1.0 is no longer supported, v 2.0.3 or later is required)
- bugfix for constrained NLSP graphic output (constrained nssolve isn't turned to latest ralg version yet)
- scale parameter for lpSolve (p.scale = {False} | True | 0 | 1)
- New OO class LLAVP (linear least absolute values aka linear least deviations)
- Improved handling of non-linear functions with restricted dom
- GLP (global) solver galileo now can handle integer problems (via p.useInteger = 1 or True)
- Another one GLP solver connected: pswarm
- Lots of work related to oofun concept (see OO Doc page for details)
- Add converters llsp2nlp, llavp2nsp
- Convenient handling of maximization problems (via p.goal = 'max' or 'maximum')
- Some code clean up and bugfixes
Backward incompatibilities:
- Changed objective function in LLSP
- MATLAB-style gradtol renamed to gtol (for to provide same syntax to scipy.optimize fmin_bfgs, fmin_cg and less-to-type)
0.18 (2008-June-15)
- connection to glpk MILP solver (requires cvxopt v >= 1.0)
- connection to NLP solver IPOPT (requires pyipopt installation, that is currently available for Linux only)
- major changes for ralg
- splitting non-linear constraints can benefit for some solvers
- unified text output for NLP solvers
- handling of maximization problems (via p.goal = 'max' or 'maximum')
- some bugfixes, lots of code cleanup
0.17 (2008-March-15)
- new classes: GLP (global problem), MMP (mini-max problem)
- several new solvers written: goldenSection, nsmm
- some more solvers connected: scipy_slsqp, bvls, galileo
- possibility to change default solver parameters
- user-defined callback functions
- changes in auto derivatives check
- "noise" parameter for noisy functions
- some changes to NLP/NSP solver ralg
- some changes in graphical output: initial estimations xlim, ylim
- scaling
- some bugfixes
0.15 (2007-December-15)
- some new classes
- several new solvers written
- some more solvers connected
- NLP/NSP solver ralg can handle constrained problems
- some bugfixes
- some enhancements in graphical output (especially for constrained problems)