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CHANGELOG.md

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Changelog

All notable changes to the PDFO project will be documented in this file.

v0.9 - 2020-04-19

Public beta release of PDFO.

v1.0 - 2020-06-01

Added

  • Add the honour_x0 option when the solver is BOBYQA to indicate whether the user-provided x0 can be changed.
  • Include rosenbrock_example to illustrate the usage.
  • Python version: Bounds, LinearConstraint and NonlinearConstraint more flexible with None and [].
  • Python version: the constr_value output when there are constraints other than bounds.
  • MATLAB version: add uninstall and clean options to setup.m.

Changed

  • Licence modified from GNU GPLv3+ to GNU LGPLv3+.
  • The Fortran source code is refactored to remove the obsolete non-block DO loops and comparison operators.
  • All constraint violations are computed absolutely (instead of relatively)
  • Modify the scaling behavior. Scaling is performed only if all variables have both upper and lower bounds.
  • Change the default rhobeg to 0.5 when the problem is scaled.
  • Change the default rhobeg to min(ub-lb)/4 when the solver is BOBYQA.
  • Previously, if rhobeg is revised to be different from the default value, then rhoend is set to min(rhobeg\*rhoend_default/rhobeg_default, rhoend), where rhobeg_default = 1 and rhoend_default = 1e-6; now it is set to min(0.1\*rhobeg, rhoend).
  • Revise x0 or rhobeg for BOBYQA to make sure that the distance between x0 and inactive bounds is at least rhobeg.
  • Python version: make PDFO available on PyPI.
  • Python version: test files for PDFO have been added as a subpackage of pdfo.
  • MATLAB version: improve the interfaces of prepdfo and postpdfo.

Removed

  • Warning about scaling.
  • The fhist output when PDFO receives a feasibility problem.
  • Python version: numpy.set_printoptions statement in __init__.py.
  • MATLAB version: interactions when modifying the user's startup script.

Fixed

  • In last version, the linear constraints passed to the Fortran backend can have zero gradients due to reduction when some variables are fixed by the bound constraints. Constraint validation and reduction are merged in order to avoid such a situation.
  • In last version, the user-specified npt, rhobeg, and rhoend are ignored if the solver selection function is invoked. They are taken into account now.
  • Python version: previously, the nonlinear constraints defined as a dictionary cannot include NumPy functions of type <ufunc>. It is fixed now.

v1.1 - 2021-08-13

Added

  • Python version: the linear equality constraints are now eliminated explicitly using a QR factorization with column pivoting (or an SVD factorization if SciPy is not installed).
  • Python version: wheel distributions of the package are now available on PyPI to ease the installation. The wheel distributions are generated automatically using GitHub Actions.

Changed

  • If rhobeg is not provided but rhoend is available, the default value of rhobeg is set to 10\*rhoend. Previously, it was rhoend.
  • Python version: undefined constraint bounds for Bounds, LinearConstraint, and NonlinearConstraint can now be declared as numpy.inf with an appropriate sign.

Removed

  • Python version: Replaced deprecated numpy.bool calls by numpy.bool_.

Fixed

  • Python version: the call to the objective function during the debugging mechanism did not include the extra arguments, which are added now.

v1.3 - 2023-04-25

Changed

  • The license is changed from GNU LGPLv3+ to the 3-clause BSD license.
  • Python version: compilation of the Fortran backend is now performed using Meson instead of numpy.distutils.
  • Python version: the uobyqa, newuoa, bobyqa, lincoa, and cobyla functions are deprecated. Only the pdfo function is now supported.

v2.0 - 2023-11-xx

Added

  • Python version: Python 3.12 is now supported.

Changed

  • The rhobeg and rhoend options now become radius_init and radius_final, respectively.
  • Python version: the package does not provide the Bounds, LinearConstraint, and NonlinearConstraint classes anymore. Only those provided by the scipy.optimize module are now supported.
  • Python version: the pdfo function now returns an instance of scipy.optimize.OptimizeResult. The names of the returned fields are changed, and are now documented.
  • Python version: scipy>=1.10.0 is now required and Python 3.7 is not supported anymore.