support for disabling constraints in MMA by returning NaN

darcs-hash:20081002222652-c8de0-17d74a76bfe5a0654cf7f42e79a76a33eeb58ddc.gz

unset mma_verbose for recursive MMA of dual

darcs-hash:20080915211431-c8de0-0832386c70f3139b990f11683baaf19cd90079be.gz

only print averages when multiple iterations

darcs-hash:20080901200458-c8de0-6caef5668ed83a0897ef492107ee36322d18d1ca.gz

added some more decimal places to known minima

darcs-hash:20080901195756-c8de0-c398c7c620fd72e7e2691cda70f9f899d7edd1a4.gz

clarification

darcs-hash:20080901064750-c8de0-11e09d9b351fe5749ce1028e7aaf83dc93ac68c3.gz

default to COBYLA rather than subplex for local searches, since the latter doesn't handle bound constraints well

darcs-hash:20080901064050-c8de0-29a9cca7bc4ac2beec2976d64c1ed7fea96c97f4.gz

check bounds in testopt, fix bug in NEWUOA_BOUNDS that allowed it to go outside of the bounds in one case

darcs-hash:20080901063605-c8de0-466debf023ac975267a65a9f125ada08c771fb49.gz

added NEWUOA_BOUND

darcs-hash:20080901061003-c8de0-6a16e8851e531e3f8d15551849058a7ce303560d.gz

first start at replacing original newuoa routines with nlopt versions that will allow bound constraints

darcs-hash:20080901032752-c8de0-2f993fc0527b8c9f04c2e7dccc00ccd281ef0bc5.gz

whoops, forgot to add NEWUOA code

darcs-hash:20080901032645-c8de0-1465f42dcbcffcba847197f52233c4657fdeae4e.gz

added corner optimization test case, average #evaluations

darcs-hash:20080831181121-c8de0-84e1ad830abe38d212aca8b8791312d30b105489.gz

added NEWUOA, unified starting step-size for derivative-free algorithms

darcs-hash:20080830102737-c8de0-2f48550a7c042db585110d7a05b566c02fc7b892.gz

added Fortran interface

darcs-hash:20080829202843-c8de0-7ecb4ea295e318fea8b8840b15787302c672e744.gz

clarification

darcs-hash:20080829032725-c8de0-5cdef0ccef6ecb04d94ea3db377878fa61d4b17b.gz

added COBYLA algorithm

darcs-hash:20080829031233-c8de0-01084bb786152749b2b8324fa7f549b5bc49e37a.gz

first stab at experimental cquad algorithm; doesn't work well yet, so not in make dist

darcs-hash:20080828015558-c8de0-1f110c33c323e6ecb62c43799d05f8504d33c924.gz

typo

darcs-hash:20080827181148-c8de0-4f259bf285ef149a46c8385866ff8438717176d3.gz

copyright updates

darcs-hash:20080827165439-c8de0-9550c88faa5c0b902b72b9f9430e6a00ab5c80c5.gz

use recursive MMA as fallback in case of problems with dual solution

darcs-hash:20080824200820-c8de0-9a6ae641efe8267ea62a60c77a5b5a421733770c.gz

changed nlopt_minimize_c to nlopt_minimize_constrained, added man page

darcs-hash:20080823001935-c8de0-6cae0c5a23250434c82bb8395a5176551a07c831.gz

fixed another nasty bug, where we could accidentally return an "optimum" that is not feasible

darcs-hash:20080820053504-c8de0-4764f25b825f59b6a4f4312d59b75fd2a3c8736c.gz

tweaks to verbose output

darcs-hash:20080820011424-c8de0-28d7e81e47e3daf7171ca30df12748148f93c65c.gz

fix evil bug in MMA dual function that was leading to incorrect gradient and lots of weird behavior

darcs-hash:20080819230731-c8de0-7391e5affc386c4aeb217382cf4c872eebb4c095.gz

don't print past end of array in mma_verbose mode

darcs-hash:20080819215232-c8de0-9ca9fb52f3cdbea92ddb38fa893b9623d5935798.gz

more accurate dual minimization for small u

darcs-hash:20080819000530-c8de0-f967384aa86b75bdac46769c2929ba51a1d4bca1.gz

missing .m files

darcs-hash:20080818224030-c8de0-946323047197a14252c1e3f54f0d63dac85bd3b6.gz

another missing file

darcs-hash:20080818223913-c8de0-2d8611743aa92c3866db7a23166444f87dab7b0f.gz

whoops, missing file

darcs-hash:20080818223837-c8de0-444a6f4a399d7eecf29b82b2317174769fb42d6c.gz

more verbose output from MMA; more paranoia required in feasibility check because feasibility constraints may be violated by rounding errors

darcs-hash:20080818211332-c8de0-e4e18ad0909671df4f63813f52c7f586ad93da86.gz

rm hack now that we are computing gradient correctly, apparently not needed any more

darcs-hash:20080818205225-c8de0-6c37f0aef8ec1db09a754d86647e1daefd7e313c.gz

added nlopt_minimize_c function for constrained minimization (only via MMA for now); MMA now passes very simple test cases for constrained optimization

darcs-hash:20080818204722-c8de0-3500ba9e001ac8d8f6a4593385c258ee6ed6ce4f.gz

fixed MMA so it compiles and works at least in the unconstrained case again

darcs-hash:20080815004455-c8de0-bcd9c932fe94785311188459463df38d7f54d2c6.gz

initial (untested) stab at ~full MMA

darcs-hash:20080815003121-c8de0-638a9763e951bdab04146be55d5fc80125b8e5df.gz

added mma_verbose flag for debugging

darcs-hash:20080805015945-c8de0-6bd5b05be22520ce8c26cb1fa50019fc9d99d98f.gz

name tweak

darcs-hash:20080729174820-c8de0-183125f530d054805da4f7a92eb45a57b58ba18b.gz

allow cxx library to be installed simultaneously with non-cxx

darcs-hash:20080729173617-c8de0-e9479d60f1f9cd9da68867e219449884c77768f7.gz

fixed incorrect termination code

darcs-hash:20080729063428-c8de0-4efc46b60530d4d75e3a05255f60ea65c635f402.gz

updated .m files

darcs-hash:20080729062633-c8de0-8bdb86888d51da1a4e2bb26bd4319784a9100b4b.gz

added MMA implementation

darcs-hash:20080729061836-c8de0-7119b5077ac025515b357e848c140f2f081ff831.gz

bug fix - xtol is only met if true for *all* components of x, not just for one

darcs-hash:20080729061320-c8de0-77347389447843be32fb38d6050893f706c271d1.gz

compile with non-free Nocedal L-BFGS if it is present (mainly for debugging/development purposes)

darcs-hash:20080729024613-c8de0-86103f4ebdaed2fc4e18756fb328f046920102a8.gz

don't export "subplex" symbol to avoid conflict with libctl

darcs-hash:20080412045915-c8de0-b5c8ffed2176186dce57b2ba246ebd644c701f2e.gz

add --with-cxx to include C++ code, and don't include C++ (StoGO) by default

darcs-hash:20080412044837-c8de0-626c401f26424ecb5c0e76dd6fa6c0c837aaf04a.gz

use __builtin_ctz if available

darcs-hash:20080309192401-c8de0-4524cb891c0806a70adf643340e1065adeea996d.gz

slight improvement in rightzero32

darcs-hash:20080309185625-c8de0-0dde7cdd9e32f087b8c8b726c17320c816fb2559.gz

fix directory build order (build lib before octave and test)

darcs-hash:20080309185601-c8de0-2e6696442a11d11fb31c0a2e5f3e20c339f0d48f.gz

fixed reference date

darcs-hash:20070927202059-c8de0-af109cb88dc9ce6d5e1ff64614f7c8278571cf0b.gz

fixed rosenbrock gradient

darcs-hash:20070913201634-c8de0-c097883008bbd14326621dc815e9f2202a07db5f.gz

added first version of MLSL multistart-type algorithm

darcs-hash:20070913200609-c8de0-b0e9b03737e97fb885b5a7a4305e79f6cd21a18f.gz

added rb_tree_find_lt

darcs-hash:20070911224307-c8de0-cbaa8a1784b3d5cf99c76a95ee8abb10463648cc.gz

detect a couple more out-of-memory conditions in CRS

darcs-hash:20070911224253-c8de0-8b324a9d0f66ad6e54fbf585353c002b2e4b4dce.gz

first stab at minf_max support in StoGO (clearly too conservative still)

darcs-hash:20070911224219-c8de0-7eb662a7671d5ae99616bb64dc3cf754c1d7376f.gz

added verbose mode to Octave/Matlab plugin, for convenience

darcs-hash:20070909012401-c8de0-02cf1c2c437a62a20ce7bdd0950499e4c6b19ba6.gz

document CRS2

darcs-hash:20070907015811-c8de0-542d55f7f9027b6341e97ac2d4f7eacf1929e940.gz

added missing .m files

darcs-hash:20070907015406-c8de0-4bf04c827b12db3b8d30c01ea8af75acca8e3c02.gz

added my own implementation of controlled random search (CRS) algorithm

darcs-hash:20070907015248-c8de0-5f583ad3dac1a4d688b992a894c8ce75745bbbc7.gz

whoops!

darcs-hash:20070906174241-c8de0-234a11916f87017de65a60b562c8f2cfa7dae4af.gz

fix comment

darcs-hash:20070906172640-c8de0-11a7a435200e761ead10dc64dd940eeed6bfcdbe.gz

use clever O(1) algorithm from Knuth to find rightmost zero bit (I doubt it's significantly faster, but it sure is cooler)

darcs-hash:20070906154335-c8de0-7d3f930d12b00a5d71a0406605cace694195e620.gz

include "nlopt.h", not <nlopt.h>

darcs-hash:20070906132958-c8de0-ee487c0dfb8390814acee28d48e57912b08195a5.gz

added rb_tree_shift_keys

darcs-hash:20070906020018-c8de0-ebbcf31bebdb208a5d1ff57aca14a3994f08f549.gz

move redblack trees into libutil so they can be shared

darcs-hash:20070906015428-c8de0-47309e79f9b9610b7bd7b3c1098879d49fcc8eef.gz

allow NULL to be passed to sobol routines to fall back on pseudo-random

darcs-hash:20070906015046-c8de0-6a3da0b8e0b19d904995ceae6c5d798568a3c301.gz

fixed documentation to reflect latest algs.

darcs-hash:20070906002420-c8de0-52dc2c7d5e47001fa7f88af3e0270932f75c821d.gz

rename sobolseq.h to soboldata.h

darcs-hash:20070905212910-c8de0-d17e6db5865b4aa93ec15b6521e348e647e90abf.gz

tweak

darcs-hash:20070905212543-c8de0-a6f8bacf2db3c0b3ae79cd0f06ad946f2afdb898.gz

copyright etc. comments

darcs-hash:20070905212356-c8de0-23bbb4a4af7867599387cace7787eb63a07d16e3.gz

bug fix - missing 0's in Sobol ... now matches published test integral results to 1111 dimensions

darcs-hash:20070905211405-c8de0-d3fc1fd6834a2ba40bfa40e10c652c4faa7316ed.gz

added test integrand, sobol_skip, checked whether lookup table makes rightzero32 faster (it doesn't)

darcs-hash:20070905182412-c8de0-2ff5c41960f9e7526831cfced27be56690a74888.gz

comments

darcs-hash:20070905172746-c8de0-68efd4e54f675b63c6f6faa46c3118887f2d8a63.gz

added sobol api to nlopt-util.h, split data into separate file

darcs-hash:20070905172358-c8de0-3b172cc335ef8a3705a34b7bb5b087100ded5d8e.gz

initial cut at Sobol sequence generator

darcs-hash:20070905001914-c8de0-9d8968118bcc77a63b44d8d56ebc54b24d5b2ed5.gz

added -C option to force contraints to be active

darcs-hash:20070904163236-c8de0-33897b41afe8d8fd4520b02c19100efeb3193d64.gz

added TNEWTON (pnet) code from luksan

darcs-hash:20070904031915-c8de0-c146f3a4b28f90444c299eb79f73e94b2d22586d.gz

plip shouldn't reset nevals

darcs-hash:20070904030049-c8de0-a57d4e553ccd11f80ae165ebd48adf29b96a8861.gz

support function handles from Matlab

darcs-hash:20070904021550-c8de0-49623cb50c1970965af5b72315b656c38025c367.gz

mex file doesn't use usage.h

darcs-hash:20070904013714-c8de0-febfb807bc48f2a21bedb530971e77938ca66ae4.gz

updated .m help

darcs-hash:20070904013545-c8de0-2f4a0b3f51a776918e163594cfa745e4969a803b.gz

added Matlab plug-in

darcs-hash:20070904012015-c8de0-b18f22f76ac879415165b98ed8d34c52b062a481.gz

auto updating of constant .m files

darcs-hash:20070903212523-c8de0-bcc71ab76958e9ce4f845ed01a649bab501de705.gz

added PLIS variable-metric methods

darcs-hash:20070903204210-c8de0-428d0689b27e43df180260d820e68000db8bdc3a.gz

added original .for files; this will make it easier to diff the changes if upstream changes

darcs-hash:20070903203224-c8de0-be15e46393143c4d1c400ecacef548ff1fb4a01d.gz

added more time checks

darcs-hash:20070903200505-c8de0-9e8929452a50483ad0d627fbbc04ed17bbe94320.gz

got plip_ to compile, basic changes for NLopt, no wrapper yet

darcs-hash:20070903200121-c8de0-75721dba7e4c5dd4d21602f8335573d8bd81f670.gz

added plip/pnet .txt files

darcs-hash:20070903194601-c8de0-8315f01aaf5007f7bd663b6c5e643c969ffc39b9.gz

added initial f2c conversions of plip and pnet

darcs-hash:20070903194532-c8de0-725aba9fd7b6e3d4cba7c7f0f89f051a7fa2e60e.gz

added luksan/ directory, which will eventually contain several routines written by Prof. Luksan and made available under the LGPL.  currently, I've converted the PLIN.FOR subroutine, which is a reimplementation of the LBFGS algorithm (and removed the lbfgs/ directory, since the code turns out to be non-free)

darcs-hash:20070903193815-c8de0-7428452045bf7147a8424cbd56af89de2e3efa66.gz

bug fix in grosenbrock gradient (no wonder StoGO etc. were so bad for this functioon)

darcs-hash:20070903192207-c8de0-cef32242ac0bc7308b24d07ae31e2e9e1c6c463a.gz

rename fmin to minf to avoid conflict with C99 fmin() function

darcs-hash:20070903155355-c8de0-573f0e3548646f08a7a2c2c2712375ff69307219.gz

whoops, fix gradient

darcs-hash:20070902021052-c8de0-a9be63facbd050d1e2a61a62cce45c0175fca451.gz

added 1d test function

darcs-hash:20070902015359-c8de0-6debf4722defcdd64dad8ff6eb3770c7002d5f5f.gz

support all termination conditions in praxis

darcs-hash:20070902014000-c8de0-62c7656d09bbdf241c57fcce96352d0a67f27e73.gz

minor bug fixes, praxis now supports maxeval/maxtime/fmin_max

darcs-hash:20070902005553-c8de0-36bf93ff122a2ee40cb6f80b748a0b0269170cdb.gz

dynamic allocation in praxis, pass stop parameter (not used yet)

darcs-hash:20070902001903-c8de0-4e82ae47b3eaf665dc3185dc38ff75c6d323a74b.gz

update symbol names

darcs-hash:20070901210625-c8de0-518c86ef7ae04d00c7ce24954db63644aeac024b.gz

added first cut at Praxis, renamed constants

darcs-hash:20070901205135-c8de0-23fc5194f42a4bb5c52b8ecb88ab2f404af2907f.gz

added octave plug-in

darcs-hash:20070830210914-c8de0-2ff67f1fb7eb4ac60968712d7b4259742593c445.gz

success message

darcs-hash:20070830174213-c8de0-14c5471918d19044ca95f59d20f80908afa8d834.gz

added 3 more test functions

darcs-hash:20070830033808-c8de0-58085c97cc5f62162f85879266ac1b4e64d65ac7.gz

reset age whenever we change a hyperrect

darcs-hash:20070830030126-c8de0-b7e915fb8c8e628b8a2eb186e2df4c44b5c634a5.gz