v3.19.1

Optimization v3.19.1

Diff since v3.19.0

Merged pull requests:

• map maxiters to outer_iterations (#544) (@SebastianM-C)
• Eliminate some runtime dispatch and other things (#597) (@Vaibhavdixit02)

Closed issues:

• Bounds + maxiters breaks BFGS (#508)

v3.19.0

Optimization v3.19.0

Diff since v3.18.0

v3.18.0

Optimization v3.18.0

Diff since v3.17.0

Merged pull requests:

• Support both float and array return extensions [Enzyme] (#589) (@wsmoses)
• Setup tape compilation for ReverseDiff (#590) (@ChrisRackauckas)
• Fix chunksize issue (#595) (@Vaibhavdixit02)

Closed issues:

• Precompilation Warnings (#579)
• Enzyme hessian throws a big error (#592)

v3.17.0

Optimization v3.17.0

Diff since v3.16.1

Merged pull requests:

• [WIP] Enzyme and sparse updates (#585) (@Vaibhavdixit02)
• Fix type instability in Enzyme extension (#586) (@wsmoses)
• Bump actions/checkout from 3 to 4 (#588) (@dependabot[bot])

v3.16.1

Optimization v3.16.1

Diff since v3.16.0

Merged pull requests:

• Fix typos in the extension names (#582) (@ChrisRackauckas)
• Update extensions to not load packages directly only through Optimization (#583) (@Vaibhavdixit02)

v3.16.0

Optimization v3.16.0

Diff since v3.15.2

Closed issues:

• Hessian coloring (#269)
• Move all of the AD overloads to subpackages instead of Requires (#309)
• Manual Hessian of Lagrangian function (#343)
• init interface for reduced overhead in repeated solves (#352)
• very easy to get bit by callbacks when there is a mismatch in the args of the callback function and the return of the loss (#538)
• Missing parameters in call to instantiate_function (#559)
• Bump compat for Enzyme.jl to 0.11.2 or higher (#564)
• Error with AutoZygote in OptimizationFunction after Julia version upgrade to 1.9.2 (#571)

Merged pull requests:

• [Experimental] Add Sophia method implementation (#534) (@Vaibhavdixit02)
• Handle sparse hessians, jacobians and hessvec product better (#553) (@Vaibhavdixit02)
• CompatHelper: add new compat entry for Symbolics at version 5, (keep existing compat) (#557) (@github-actions[bot])
• Try Enzyme 0.11.2 (#561) (@Vaibhavdixit02)
• Some NLopt and MOI updates (#562) (@Vaibhavdixit02)
• Update Project.toml to try Enzyme 0.11.4 and then 0.11.3 (#563) (@Vaibhavdixit02)
• Update hessian implementation and avoid closure in gradient (#565) (@Vaibhavdixit02)
• remove second copy of __moi_status_to_ReturnCode (#568) (@visr)
• Refactor: correct a typo (#569) (@tapyu)
• Throw error from callback true in NLopt to halt optimization (#570) (@Vaibhavdixit02)
• CompatHelper: bump compat for ADTypes to 0.2, (keep existing compat) (#574) (@github-actions[bot])
• CompatHelper: bump compat for NLopt to 1 for package docs, (keep existing compat) (#575) (@github-actions[bot])
• CompatHelper: bump compat for NLopt to 1 for package OptimizationNLopt, (keep existing compat) (#576) (@github-actions[bot])
• Add constraints support to ReverseDiff and Zygote (#577) (@Vaibhavdixit02)
• Fix mtk empty contraints creation and update rosenbrock example (#578) (@Vaibhavdixit02)

v3.15.2

Optimization v3.15.2

Diff since v3.15.1

Merged pull requests:

• Bring back AbstractRule in OptimizationOptimisers (#552) (@Vaibhavdixit02)

v3.15.1

Optimization v3.15.1

Diff since v3.15.0

Closed issues:

• Document problems of more types than non-linear optimization problems only (#525)
• OptimizationZygoteExt and OptimizationReversediffExt broken w/ Julia <1.9 (#542)
• AutoForwardDiff is not recognized as AbstractADType (#546)

v3.15.0

Optimization v3.15.0

Diff since v3.14.2

Closed issues:

• InvalidSystemException error in Rosetta-OPF on latest releases (#537)
• Have to specify derivatives for Optim.ZerothOrderOptimizer with bounds (#548)

Merged pull requests:

• [WIP] Misc docs updates (#513) (@Vaibhavdixit02)
• Add cache dispatch to Enzyme instantiate_function (#535) (@Vaibhavdixit02)
• Add cache interface to all wrapper packages (#536) (@Vaibhavdixit02)
• Do not ignore the initial guess in OptimizationBBO (#540) (@SebastianM-C)
• Try running CI on 1.8 (#545) (@Vaibhavdixit02)
• Try getting BBO tests passing (#547) (@Vaibhavdixit02)
• Format master (#549) (@Vaibhavdixit02)
• Bump versions (#550) (@Vaibhavdixit02)

v3.14.2

Optimization v3.14.2

Diff since v3.14.1

Closed issues:

• Document EnzymeAD (#522)

Merged pull requests:

• Remove Nonconvex from docs for now (#517) (@baggepinnen)
• prefer use of lagragian hessian if available (#518) (@baggepinnen)
• Performance Improvements for OptimizationBBO (#519) (@Zentrik)
• Update OptimizationGCMAES.jl to set allowscallbacks to false (#527) (@Vaibhavdixit02)
• generate lag_h function for FiniteDiff (#529) (@baggepinnen)
• Move AD files to extension packages (#530) (@Vaibhavdixit02)
• CompatHelper: add new compat entry for ADTypes at version 0.1, (keep existing compat) (#532) (@github-actions[bot])
• Remove buggy structural_simplify usage (#539) (@YingboMa)