OptimizationPRIMA-v0.3.0

OptimizationPRIMA OptimizationPRIMA-v0.3.0

Diff since OptimizationPRIMA-v0.0.1

Merged pull requests:

• Pass state to OptimizationOptimisers callback (#649) (@Vaibhavdixit02)
• CompatHelper: bump compat for LoggingExtras to 1, (keep existing compat) (#651) (@github-actions[bot])
• [WIP]Stats and State (#652) (@Vaibhavdixit02)
• Format and sparsearrays only 1.10 (#656) (@Vaibhavdixit02)
• Add docstrings to state and stats (#657) (@Vaibhavdixit02)
• CompatHelper: bump compat for OptimizationCMAEvolutionStrategy to 0.2 for package docs, (keep existing compat) (#658) (@github-actions[bot])
• CompatHelper: bump compat for OptimizationOptimisers to 0.2 for package docs, (keep existing compat) (#659) (@github-actions[bot])
• CompatHelper: bump compat for OptimizationMOI to 0.3 for package docs, (keep existing compat) (#660) (@github-actions[bot])
• CompatHelper: bump compat for OptimizationNLopt to 0.2 for package docs, (keep existing compat) (#661) (@github-actions[bot])
• CompatHelper: bump compat for OptimizationNOMAD to 0.2 for package docs, (keep existing compat) (#662) (@github-actions[bot])
• CompatHelper: bump compat for OptimizationEvolutionary to 0.2 for package docs, (keep existing compat) (#663) (@github-actions[bot])
• CompatHelper: bump compat for OptimizationMetaheuristics to 0.2 for package docs, (keep existing compat) (#664) (@github-actions[bot])
• CompatHelper: bump compat for OptimizationOptimJL to 0.2 for package docs, (keep existing compat) (#665) (@github-actions[bot])
• CompatHelper: bump compat for OptimizationMultistartOptimization to 0.2 for package docs, (keep existing compat) (#666) (@github-actions[bot])
• CompatHelper: bump compat for OptimizationGCMAES to 0.2 for package docs, (keep existing compat) (#667) (@github-actions[bot])
• CompatHelper: bump compat for OptimizationBBO to 0.2 for package docs, (keep existing compat) (#668) (@github-actions[bot])
• Update minibatch.md (#671) (@Vaibhavdixit02)
• Bump crate-ci/typos from 1.16.23 to 1.17.0 (#672) (@dependabot[bot])
• mtkize behind if and try blocks (#676) (@Vaibhavdixit02)
• Add mtkize to docs (#677) (@Vaibhavdixit02)
• remove extra @shows (#678) (@SebastianM-C)
• Update OptimizationZygoteExt.jl (#679) (@Vaibhavdixit02)
• [OptimizationMOI] improve performance of Jacobian and Hessian accesses (#680) (@odow)
• Moved optstats to SciMLBase (#681) (@Vaibhavdixit02)
• Bump actions/cache from 3 to 4 (#682) (@dependabot[bot])
• refactor: update for MTKv9 (#685) (@AayushSabharwal)
• remove extraneous println in OptimizationOptimJL.jl (#687) (@orens77)
• refactor: remove type-pirated functions (#689) (@AayushSabharwal)
• fix: call complete on systems generated in MTKExt (#690) (@AayushSabharwal)
• Fixed issue #683: error when store_trace=true in OptimizationEvolutionary.jl (#691) (@jonathanfischer97)
• Update Project.toml (#693) (@Vaibhavdixit02)
• Fix docs build (#696) (@ChrisRackauckas)
• Remove linesearch references in IPNewton documentation (#698) (@ederag)
• Bump codecov/codecov-action from 3 to 4 (#699) (@dependabot[bot])
• Bump crate-ci/typos from 1.17.0 to 1.18.0 (#700) (@dependabot[bot])
• [skip ci] Update dependabot.yml (#701) (@ArnoStrouwen)
• fixed user trace! overload compat. Both x and user records now saved (#702) (@jonathanfischer97)
• CompatHelper: bump compat for OptimizationPolyalgorithms to 0.2 for package docs, (keep existing compat) (#703) (@github-actions[bot])
• [skip ci] update downgrade CI repo (#704) (@ArnoStrouwen)
• [OptimizationMOI] fix compat bounds in Project.toml (#705) (@odow)
• CompatHelper: bump compat for OptimizationMOI to 0.4 for package docs, (keep existing compat) (#706) (@github-actions[bot])
• reapply formatter (#708) (@ArnoStrouwen)
• [WIP] Update to using OptimizationBase (#709) (@Vaibhavdixit02)
• CompatHelper: add new compat entry for SciMLStructures at version 1 for package OptimizationMOI, (keep existing compat) (#710) (@github-actions[bot])
• Add Manopt.jl wrapper (#712) (@Vaibhavdixit02)
• Update #711 checking if OptimizationFunction is used for derivative based optimizers #711 (#715) (@ParasPuneetSingh)
• Store grad/hess in state for Optim.jl (#716) (@sethaxen)
• CompatHelper: add new compat entry for OptimizationBase at version 0.0.5 for package docs, (keep existing compat) (#717) (@github-actions[bot])
• Delete duplicate ReInitCache (#721) (@Vaibhavdixit02)
• Remove LD_LBFGS_NOCEDAL update nlopt.md (#725) (@Vaibhavdixit02)
• Use lbfgsb as the default solver (#726) (@Vaibhavdixit02)
• Try augmented-lagrangian with lbfgsb (#727) (@Vaibhavdixit02)
• deepcopy to save population in default trace, instead of reference (#730) (@jonathanfischer97)
• check identity instead of equality (#732) (@jonathanfischer97)
• Reversion: stop deep copying population, just save curr_u for OptimizationState construction (#734) (@jonathanfischer97)
• Bump julia-actions/setup-julia from 1 to 2 (#735) (@dependabot[bot])
• CompatHelper: bump compat for OptimizationEvolutionary to 0.3 for package docs, (keep existing compat) (#737) (@github-actions[bot])
• CompatHelper: bump compat for ADTypes to 1, (keep existing compat) (#738) (@github-actions[bot])
• CompatHelper: bump compat for OptimizationBase to 0.0.6 for package docs, (keep existing compat) (#739) (@github-actions[bot])
• Explicit warning when AD backend not specified correctly for automatic box-constraint handling with Optim (#741) (@Vaibhavdixit02)
• CompatHelper: bump compat for OptimizationBase to 0.0.7 for package docs, (keep existing compat) (#742) (@github-actions[bot])
• Update OptimizationOptimJL compats used here (#746) (@Vaibhavdixit02)
• CompatHelper: bump compat for OptimizationBase to 1, (keep existing compat) (#748) (@github-actions[bot])
• CompatHelper: bump compat for OptimizationBase to 1 for package docs, (keep existing compat) (#750) (@github-actions[bot])
• OptimizationOptimJL NoAD fix (#753) (@Vaibhavdixit02)
• Add an iteration count to PRIMA (#756) (@ChrisRackauckas)
• Typo fix (#757) (@ChrisRackauckas)
• Update OptimizationOptimJL.jl (#759) (@Vaibhavdixit02)
• Add tests for Optim.BFGS() with user-supplied grad and bounds (#761) (@sjdaines)
• fix duplicated methods (#762) (@daviehh)
• Get OptimizationManopt ready for registration (#763) (@Vaibhavdixit02)
• Update to nlopt's new error throwing (#764) (@Vaibhavdixit02)
• Proposed solution to bug#745 (#766) (@ParasPuneetSingh)
• Update PRIMA compat (#769) (@Vaibhavdixit02)
• Final dev things for registration of OptimizationManopt (#770) (@Vaibhavdixit02)
• Add license to OptimizationManopt subdir and fix all others (#771) (@Vaibhavdixit02)
• CompatHelper: add new compat entry for Manifolds at version 0.9 for package docs, (keep existing compat) (#772) (@github-actions[bot])
• CompatHelper: add new compat entry for OptimizationManopt at version 0.0.1 for package docs, (keep existing compat) (#773) (@github-actions[bot])
• Update broken test for OptimizationManopt (#775) (@Vaibhavdixit02)
• CompatHelper: add new compat entry for Manopt at version 0.4 for package docs, (keep existing compat) (#777) (@github-actions[bot])
• CompatHelper: add new compat entry for OptimizationManopt at version 0.0.2 for package docs, (keep existing compat) (#778) (@github-actions[bot])
• CompatHelper: bump compat for OptimizationBBO to 0.3 for package docs, (keep existing compat) (#779) (@github-actions[bot])
• Remove lb and ub from kwargs before passing to solver function in lbfgsb (#780) (@Vaibhavdixit02)
• Add another lbfgsb stopping criteria for retcode handling (#781) (@Vaibhavdixit02)
• Add more retcode testing and fix space in lbfgsb return (#782) (@Vaibhavdixit02)
• Bump OptimizationBase to 1.3.3 (#785) (@Vaibhavdixit02)
• CompatHelper: bump compat for OptimizationPRIMA to 0.2 for package docs, (keep existing compat) (#786) (@github-actions[bot])
• Updating solver __solve function for MOO (#787) (@ParasPuneetSingh)
• New tutorials and docs (#788) (@Vaibhavdixit02)
• [WIP] Updates for OptimizationBase v2 (#789) (@Vaibhavdixit02)
• Add a conversion mechanism between NLPModel to OptimizationProblem (#792) (@alonsoC1s)
• CompatHelper: add new compat entry for SymbolicAnalysis at version 0.2 for package docs, (keep existing compat) (#794) (@github-actions[bot])
• CompatHelper: add new compat entry for Symbolics at version 6 for package docs, (keep existing compat) (#796) (@github-actions[bot])
• CompatHelper: bump compat for Symbolics to 6 for package OptimizationMOI, (keep existing compat) (#797) (@github-actions[bot])
• Add constraints support for NLopt (#799) (@Vaibhavdixit02)
• CompatHelper: add new compat entry for SymbolicAnalysis at version 0.3 for package docs, (keep existing compat) (#800) (@github-actions[bot])
• Add remake docs (#801) (@Vaibhavdixit02)
• CompatHelper: add new compat entry for NLPModelsTest at version 0.10 for package docs, (keep existing compat) (#803) (@github-actions[bot])
• CompatHelper: add new compat entry for NLPModels at version 0.21 for package docs, (keep existing compat) (#804) (@github-actions[bot])
• Update __loss function for MOO using OptimizationMetaheuristics.jl (#805) (@ParasPuneetSingh)
• refactor: remove dependency on Pkg (#807) (@SebastianM-C)
• Added precompilation for nonnegative least squares (#809) (@aris-mav)
• call cons_vjp if available (#811) (@baggepinnen)
• Add constraints support for NOMAD (#817) (@Vaibhavdixit02)
• Bump versions (#818) (@Vaibhavdixit02)
• docs updates (#819) (@Vaibhavdixit02)
• feat: make MLUtils into a weakdep & suppport MLDataDevices (#827) (@avik-pal)
• fix: no printing "dkjht" (#828) (@avik-pal)
• Optimisers iteration count should be calculated with epochs and data both (#830) (@Vaibhavdixit02)
• NLopt: Reuse constraint evaluations (#832) (@Vaibhavdixit02)
• Make auglag generic and reusable with all solvers (#833) (@Vaibhavdixit02)
• Update index.md (#836) (@Vaibhavdixit02)
• Update optimisers extensions and tests (#838) (@Vaibhavdixit02)
• fix: match iterations count in Sophia (#841) (@avik-pal)
• MOI Constraint jacobian-vector fixes (#845) (@aml5600)
• Update links to algorithms in optim.md (#846) (@AbdAlazezAhmed)
• MOI vector lambda and iteration fixes in Optimisers (#847) (@Vaibhavdixit02)
• Update _check_and_convert_maxiters to ensure rounding (#849) (@Vaibhavdixit02)
• Bump codecov/codecov-action from 4 to 5 (#856) (@dependabot[bot])
• More conditionals for not calculating hessian in NLopt (#857) (@Vaibhavdixit02)
• chore: bump Optimisers (#861) (@avik-pal)
• Update OptimizationOptimisers.jl (#869) (@lsmohan)
• fix #870 (#871) (@baggepinnen)
• Update runtests.jl in OptimizationOptimisers (#872) (@Vaibhavdixit02)
• Fix typo (#878) (@dreivmeister)
• Check more retcodes from NLopt (#879) (@sumiya11)
• Bump version (#880) (@sumiya11)
• Fix nested bullet list in optimization.md (#881) (@abhro)
• Make DiffEqFlux test more robust (#887) (@ChrisRackauckas)
• Test if Metaheuristics tests simply need a higher iteration count for robustness (#888) (@ChrisRackauckas)
• Update OptimizationOptimJL.jl (#895) (@Vaibhavdixit02)
• bump MultistartOptimization compatibility (#896) (@Moelf)
• define maxiters similar to epochs (#897) (@prbzrg)
• Cleanup BBO and MOI (#899) (@SebastianM-C)
• Update ensemble.md to use standard API (#903) (@ChrisRackauckas)
• forwardDiff@1 (#905) (@oscardssmith)
• Simplify calls to Optim.jl (#910) (@ChrisRackauckas)
• Update termination reason dictionary (#911) (@ChrisRackauckas)
• Extend getting_started.md (#913) (@ChrisRackauckas)
• Add initial version of OptimizationIpopt (#915) (@SebastianM-C)
• OptimizationODE package for ODE solvers (#916) (@ParasPuneetSingh)
• build: bump compats for mtkv10 (#919) (@AayushSabharwal)
• Improve code conciseness in file OptimizationNLopt.jl (#920) (@thimotedupuch)
• Scipywrapper (#927) (@AdityaPandeyCN)
• Add Documentation for Scipywrapper (#928) (@AdityaPandeyCN)
• Fix up a few things (#929) (@ChrisRackauckas)
• Fix tests (#930) (@ChrisRackauckas)
• Added fix for COBYLA example in docs (#931) (@AdityaPandeyCN)
• PyCMA Wrapper (#933) (@mxpoch)
• added pycma docs and python kwargs (#934) (@mxpoch)
• added callbacks to pycma wrapper (#935) (@mxpoch)
• Adding Mooncake to the AD list. (#936) (@yebai)
• Relax type in MOI NLP evaluator (#938) (@ErikQQY)
• Add optimization parameters to OptimizationState (#945) (@ChrisRackauckas)
• Add verbose parameter support to CMAEvolutionStrategyOpt (#946) (@ChrisRackauckas)
• Fix integer bounds error in OptimizationMOI (#947) (@ChrisRackauckas)
• Fix LBFGS iteration counter always showing 0 (#948) (@ChrisRackauckas)
• Add support for dual_ftol_rel parameter in NLopt (#949) (@ChrisRackauckas)
• Add documentation for reinit! function (#950) (@ChrisRackauckas)
• Improve test coverage for src/utils.jl (#952) (@ChrisRackauckas)
• Fix Sophia neural network training documentation example (#953) (@ChrisRackauckas)
• Remove Julia v1.9 version checks and associated AD tests (#956) (@ChrisRackauckas)
• Add spell checking configuration (#962) (@ChrisRackauckas)
• Fix spelling errors and add typos configuration (#963) (@ChrisRackauckas)
• Add downgrade CI workflow with Core test group (#964) (@ChrisRackauckas)
• Add downgrade CI for all sublibraries (#965) (@ChrisRackauckas)
• Update CI to test on Julia 1, lts, and pre versions (#966) (@ChrisRackauckas)
• Fix downgrade CI compatibility issues with version bumps (#983) (@ChrisRackauckas)
• Update code formatting with JuliaFormatter (#985) (@ChrisRackauckas)
• Initialize line split fixes following Catalyst.jl PR #1306 (#987) (@ChrisRackauckas)
• Migrate OptimizationBase.jl as sublibrary (pure migration) (#993) (@ChrisRackauckas-Claude)
• Fix error when store_trace=true with OptimizationOptimJL (#994) (@ChrisRackauckas-Claude)
• Add comprehensive docstring for Sophia optimizer (#998) (@ChrisRackauckas-Claude)
• Add docs for OptimizationIpopt (#1001) (@SebastianM-C)

Closed issues:

• Multi objective optimization (#18)
• Add an abstraction for chaining optimizers (#78)
• Support for different AD for constraints and objective (#191)
• NOMADOpt: libnomadInterface not defined in doc example (#322)
• Maxiters not respected (#335)
• Segfault with NLopt (#344)
• Parallelize local optimizations with MultistartOptimization (#377)
• Export SciMLBase.ReturnCode instead of symbol (#444)
• Add description and usage example of reinit (#502)
• Add more polyalgorithms such as mixture of global (BBO/CMAES/...) and first order and second order optimizers (#523)
• Error messages with integer constraint vectors (#528)
• Vector based modeling not supported. (#531)
• Error in an example in documentation (#555)
• Default wrapping of Optim algorithms in Fminbox incase of box constraints necessitates gradient (#558)
• Prevent printing when using CMAEvolutionStrategyOpt solver (#572)
• The help to solve does not explain the result. (#587)
• Clarify Callback function arguments (#613)
• Accessing optimization iteration in callback function (#617)
• No sol.stats for NLopt (#625)
• Learning rate decay in callback function (#648)
• Optimisers basic usecase (#653)
• OptimizationMOI 0.2.0, cannot assign Symbolics.Num to MArray (#655)
• Downstream Compat bumps (#669)
• Error when store_trace=true with OptimizationEvolutionary.jl (#683)
• Issue in running OptimizationFunction (#686)
• Latest SciMLBase + Optimization breaks precompile (#692)
• TypeError: in keyword argument linesearch, expected Function (#695)
• Optimiztion.jl does not precompile (#697)
• Add trait for checking if OptimizationFunction is used for derivative based optimizers (#711)
• MethodError: objects of type Nothing are not callable when lb and ub are used with NelderMead (#713)
• PolyesterForwardDiff not loading (#714)
• No documentation for latest release (#718)
• PRIMA lib errors with AutoForwardDiff (#719)
• Support LBFGSB.jl (#722)
• PolyOpt only accept functions without any extra inputs (#728)
• US spelling preferred? (#729)
• Augmented Lagrangian (#731)
• Callback signature doesn't match with the docs for PRIMA (#743)
• BBO always returns retcode Failure (#745)
• ERROR: UndefVarError: NoAD not defined (#747)
• callback-generated stopping criteria no longer work in OptimizationNLopt (#752)
• BFGS fails with user-supplied derivative and bounds (regression in v3.25.0, v3.25.1) (#754)
• OptimizationOptimJL.Optim.BFGS() missing tests for user-supplied derivatives (grad), upper/lower bounds, and the combination (#755)
• Reopen issue 755 : OptimizationOptimJL.Optim.BFGS() missing tests for user-supplied derivatives (grad), upper/lower bounds, and the combination (#760)
• Update OptimizationPRIMA [compat] for PRIMA to 0.2.0 (#768)
• OptimizationOptimJL fails to precompile (#774)
• Disassociate batching from the data arg to solve and remove data (#776)
• Move Sophia from OptimizationOptimisers to src/ (#783)
• Adding a thin wrapper to NLPModels (#790)
• maxtime documentation doesn't mention units (seconds) (#795)
• Optimization.LBFGS fails with MethodError: no method matching take(::Base.Iterators.Cycle{Tuple{OptimizationBase.NullData}}, ::Nothing) (#798)
• Support for MOI.eval_constraint_jacobian_transpose_product (#808)
• docs: index.md: broken html after v3.26 (#834)
• OptimizationFunction cannot return multiple values (#839)
• Should maxiters and epochs be disambiguated? (#842)
• iterating through a DataLoader is still broken (#843)
• epochs calculation should have a floor or ceil to avoid this (#848)
• lbfgsb issue (#855)
• Optimization over 3d Array throws (#859)
• Error in trying to use Optimization.jl for LSTM training based on Lux.jl (#860)
• Incorrect return value classification of FTOL_REACHED from NLopt (#862)
• Nelder Mead asks for gradients (#863)
• Better error message when gradient is required but not available (#865)
• test: test coverage needs improvement for the ./src/utils.jl file (#868)
• maxtime errors for Evolutionary.jl (#870)
• Expose step size parameters for AutoFiniteDiff (#874)
• Running optimizations with maps as input (#875)
• Optimization algorithm (Adam) not found (#882)
• Error with e.g. Any[] starting condition (#885)
• Solving Ensemble problem requires ensemble algorithm (not the case for other ensemble solves) (#889)
• For ensemble simulations, how do I set different parameter values for each run of the ensemble? (#890)
• Add optimization parameters to OptimiationStsate (#891)
• UndefVarError: maxiters not defined in OptimizationOptimisers (#892)
• OutOfMemory error as Optim.jl interface allocates a hessian for first order methods' (#893)
• Setting Absolute Tolerance for BFGS with Box Constraints (#894)
• Make a release for Optim.jl f_tol deprecation? (#898)
• Type AbstractOptimizationAlgorithm not exported (#900)
• Unhandled stopping condition (#904)
• LBFGS iteration index is always 0? (#907)
• [Docs] Unclear return type from solve, and how to use it (#912)
• Add OptimizationSciPy wrapper package (#917)
• Add OptimizationPyCMA Wrapper Package (#918)
• Adding dual_ftol_rel keyword for NLopt (#922)
• no method matching keys(::Nothing) when I forget to pass lcons and ucons to a constrained problem (#959)
• Error when store_trace = true with OptimizationOptimJL (#990)
• Optimization algorithms should be SciMLBase.AbstractSciMLAlgorithm? (#992)
• OptimizationOptimisers doesn't store parameters p into OptimizationState (#995)