-
Notifications
You must be signed in to change notification settings - Fork 214
New issue
Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.
By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.
Already on GitHub? Sign in to your account
IPNewton / ConstrainedOptim TODOs #609
Comments
Hey, just wanted to bump this since I just recently used the constrained optimization functionality in Optim.jl - thanks a lot for implementing this! |
Happy to hear that you've used this:) There is an automatic differentiation convenience call for first order, but not for second order. See https://github.com/JuliaNLSolvers/NLSolversBase.jl/blob/master/src/objective_types/constraints.jl#L122 If you want to extend it to TwiceDifferentialbleConstraints that would be very helpful; PRs welcome :) When I looked at convenience functions for constraint differentiation I stopped at first order because Unfortunately I never got around to implement interior point (L)BFGS. I've started working in industry now and don't user Julia anymore, so I won't be fixing any of the to-dos myself. |
Regarding If you don't know how, please let us know and we'll give further instructions :) |
On behalf of both academia and the Julia ecosystem, sorry to hear that! Best of luck :-) |
Thanks for saying that, much appreciated! I'll probably follow the developments in the Julia-verse and hope I get to come back to it someday :) |
Okay, It's been a while since I fiddled with Documenter - your make.jl complains about a missing site name on my system. Are there any special twists and whistles to your Documenter setup? Concerning the 2nd order autodiff, I'll have a look at it. Might not be an ideal solution but I got it working for my problem already :) |
I used to set up Documenter to use |
This was originally at JuliaNLSolvers/ConstrainedOptim.jl#4
Here's a list of things that I believe we should focus on next. If anyone is interested in helping out here that would be very much appreciated.
Interface
value!
et al. for the constraints in NLSolversBase top priorityUpdate MathProgBase interfaceAddMathOptInterface.jl
functionalityInterior / IPNewton
constraints.jl
againallow_f_increases
for constrained problems (it should "always" be allowed)Linesearch
backtrack_constrained
(onlybacktrack_constrained_grad
works at the moment)Testing
Docs
Literate.jl
approach to also test the examples in CI?)The text was updated successfully, but these errors were encountered: