1 NLopt 2.1.1 (7 July 2010)
3 * More robust configure check for Python include directories, via
4 distutils.sysconfig.get_python_inc() and numpy.get_include().
5 Thanks to Nathaniel Smith for the tip.
7 * Bug fix in Guile interface: added missing prefix to nlopt-version-major
10 NLopt 2.1 (6 July 2010)
12 * New vector-valued constraint feature; thanks to Dmitrey Kroshko of OpenOpt
15 * COBYLA now accepts equality constraints.
17 * Guard against multiple inclusion in nlopt.hpp; thanks to Saul
18 Thurrowgood for the suggestion.
20 NLopt 2.0.2 (17 June 2010)
22 * Fixed compilation failure in Microsoft Visual Studio, due to
23 incorrect usage of __stdcall keyword; thanks to Dave Katz for the
26 NLopt 2.0.1 (16 June 2010)
28 * Bug fix in Fortran API (for nlo_get_ functions returning arrays).
30 * Fixed buggy compilation with MinGW.
32 NLopt 2.0 (15 June 2010)
34 * New C API, that works by creating an nlopt_opt "object" and then calling
35 functions to set the optimization parameters -- much more extensible
36 than the old API (which is preserved for backwards compatibility).
37 (Updated Fortran, Matlab, and GNU Octave wrappers as well.)
39 * C++ nlopt.hpp wrapper around C API, allowing namespaces, object
40 constructors/destructors, std::vector<double>, and exceptions
43 * New nlopt wrappers callable from Python and GNU Guile, generated
44 with the help of SWIG.
46 * New 'man nlopt' manual page documenting new API.
48 * New AUGLAG algorithm(s) implementing an augmented-Lagrangian method
49 proposed by Birgin and Martinez (2008), which supports nonlinear
50 equality and inequality constraints "wrapped around" other
51 local/global optimization methods.
53 * Added API for nonlinear equality constraints (currently only
54 supported by AUGLAG and ISRES algorithms).
56 * Support inequality constraints directly in ORIG_DIRECT algorithms
57 (no need to return NaN when constraint is violated).
59 * Inequality/equality constraints now have optional tolerances that
60 are used as conditions in stopping criteria.
62 * Pseudo-randomize simplex steps in COBYLA algorithm, improving robustness
63 by avoiding accidentally taking steps that don't improve conditioning
64 (which seems to happen sometimes with active bound constraints). The
65 algorithm remains deterministic (a deterministic seed is used), however.
67 * Allow COBYLA to increase the trust-region radius if the predicted improvement
68 was approximately right and the simplex is OK, following a suggestion
69 in the SAS manual for PROC NLP that seems to improve convergence speed.
71 * Added nlopt_force_stop function to force a (graceful) halt to
72 the optimization, and corresponding NLOPT_FORCED_STOP return code.
74 * Improved thread-safety in random-number generation: thread-local
75 storage is used for random-number state, on compilers that support
76 it (e.g. gcc, Intel, Microsoft), to make the generation thread-safe.
77 In this case, the random-number seed must be set per-thread.
79 * Return an error in global-search algorithms if the domain is not finite.
81 * Use stdcall convention on Windows; thanks to Alan Young for the suggestion.
83 * Added missing absolute-tolerance criteria in Luksan algorithms; thanks
84 to Greg Nicholas for the bug report.
86 * Fixed compilation under C++, and use C++ compiler for everything in
87 --with-cxx mode; thanks to Greg Nicholas for the bug report.
89 * In MMA, only stop at minf_max/stopval if the point is feasible.
91 * Fix Matlab mex file to not include unnecessary nlopt-util.h file,
92 simplifying Windows compilation.
94 NLopt 1.2 (18 November 2009)
96 * Added Powell's BOBYQA algorithm for box-constrained optimization
97 without derivatives, an improvement on NEWUOA.
99 * Added ISRES genetic algorithm, supporting nonlinearly constrained
102 * New functions nlopt_{set/get}_stochastic_population to provide
103 optional greater control over the random "population" sizes in
104 stochastic algorithms (although it still has a sensible default).
106 * Bug fix: remove extraneous text accidentally included in nlopt.f Fortran
109 * Bug fix: configure script now correctly handles Matlab installation
110 when MEX_INSTALL_DIR is specified manually by the user.
112 NLopt 1.1 (12 November 2009)
114 * configure script detects whether --enable-shared is required
115 in order to compile Matlab and Octave plugins (as is the case
116 on x86_64), and disables compilation of those plugins if
117 --enable-shared is not used.
119 * Added --without-octave and --without-matlab configure options to
120 disable Octave and Matlab plugins, respectively.
122 * Modified COBYLA algorithm to have better support for bound
125 * Added new NLOPT_ROUNDOFF_LIMITED failure code to indicate
126 cases in which optimization breaks down due to roundoff errors,
127 in which case it is possible that useful results were obtained.
129 * Experimental support for nonlinear equality constraints via
130 augmented-Lagrangian method.
132 * Support for compiling under Windows (ideally with MinGW) as a
133 DLL, although you have to manually add #define NLOPT_DLL
134 to nlopt.h *after* installing (after compiling NLopt).
136 * Added several checks for roundoff-related breakdown to NEWUOA code.
138 * When only a relative error tolerance is specified, no longer
139 fails to halt when exact convergence to zero is obtained.
141 * Workaround for incompatible qsort_r functions in BSD and GNU libc
142 by always using my own version; thanks to Wendy Vandoolaeghe
143 and Philippe Preux for the bug report and explanation.
145 * Workaround for gcc 3.4.x conflict with HUGE_VAL definition in Solaris
148 * Better identification of Matlab-plugin installation directory.
150 * Fixed identification of Octave-plugin installation directory for
151 recent Octave versions.
153 NLopt 1.0.1 (13 Nov. 2008)
155 * Allow user to override Matlab-plugin installation directory with
158 * Bug fix in my DIRECT code that prevented convergence (DIRECT-L unaffected).
160 * MLSL needs a nonzero default ftol_rel and/or xtol_rel to ensure that
161 its local searches terminate; use roughly machine precision as defaults.
163 NLopt 1.0 (11 Nov. 2008)
165 * Initial public release.