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WIP: constrained optimization#50

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timholy wants to merge 29 commits intomasterJuliaNLSolvers/Optim.jl:masterfrom teh/constrainedJuliaNLSolvers/Optim.jl:teh/constrainedCopy head branch name to clipboard

+962-206

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Commits on Sep 11, 2014

• Add support for constraints and a interior-point methods

  timholy

  committed
  680edc7

• Add constrained tests, and don't load problems unless running tests

  timholy

  committed
  809be96

• Implement linear constraints

  timholy

  committed
  83a0bc3

• Improve initial value of barrier coefficient

  Show description for f832562
  timholy

  committed
  f832562

• Update for deprecation of infs

  timholy

  committed
  5fabfe8

• Check type of function value, and fix type of initial t in interior-point

  Show description for 8f56008
  timholy

  committed
  8f56008

• Modify some asserts that were causing trouble for non-convex domains

  timholy

  committed
  de95ece

• nelder-mead: check that at least one starting point has finite value

  timholy

  committed
  72f18ea

• Fix call to norm on high-dimensional objects

  timholy

  committed
  048394a

• fminbox: remove unused tol argument and add mu0

  timholy

  committed
  4d536b7

Commits on Feb 14, 2015

• fixed some deprecation warnings thrown by julia 0.4. Used Compat package to ensure compatibility with earlier Julia versions.

  Cody-G

  committed
  7f48aeb

• Merge pull request #99 from Cody-G/fix_deprecations

  Show description for 7ed8c2a
  timholy

  committed
  7ed8c2a

Commits on Apr 9, 2015

• Fix ConstraintsNone parameter problem in step!

  timholy

  committed
  0f35292

• Fixes for 0.4 deprecations

  timholy

  committed
  03c5e04

Commits on Apr 14, 2015

• Bump the default linesearchmax

  Show description for 4d1cdf4
  timholy

  committed
  4d1cdf4

Commits on Sep 23, 2015

• Julia 0.4 update

  Show description for c0a3a3f
  timholy

  committed
  c0a3a3f

• More 0.4 fixes

  timholy

  committed
  5c1e65e

Commits on Oct 21, 2015

• Guarantee that the initial direction is a descent direction for objective w/o constraints

  Show description for c2b7cda
  timholy

  committed
  c2b7cda

• Pass constraints through to minimizers

  Show description for 92a1c08
  timholy

  committed
  92a1c08

Commits on Oct 22, 2015

• Automatically try a restart if we think we've converged

  Show description for ce8df0a
  timholy

  committed
  ce8df0a

Commits on Dec 1, 2015

• Ensure that the search direction is a descent direction

  Show description for 28ce676
  timholy

  committed
  28ce676

Commits on Dec 18, 2015

• interior_newton: increment t if the step converged

  timholy

  committed
  dc4a4c9

• Fix returned function value when there are 0 parameters

  timholy

  committed
  67c9996

• Improvements to positive-definite newton step

  timholy

  committed
  be3324a

Commits on Jan 26, 2016

• Use PositiveFactorizations for the newton step

  timholy

  committed
  afccefc

Commits on Jan 27, 2016

• Change convergence criteria in interior_newton to monitor solution, not eps_gap

  Show description for dad89d2
  timholy

  committed
  dad89d2

• dot->vecdot

  timholy

  committed
  b66e6b6

• interior_newton: pass options, bail if encounter numeric instability

  Show description for db76ca0
  timholy

  committed
  db76ca0

• interior_newton: also check for finiteness

  timholy

  committed
  2943c3f