chiark / gitweb /
stevenj [Thu, 27 Nov 2008 19:34:51 +0000 (14:34 -0500)]
modify cobyla to explicitly honor bound constraints
darcs-hash:
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stevenj [Wed, 26 Nov 2008 23:12:16 +0000 (18:12 -0500)]
stevenj [Wed, 26 Nov 2008 22:41:10 +0000 (17:41 -0500)]
stevenj [Wed, 26 Nov 2008 22:40:15 +0000 (17:40 -0500)]
--without-octave and --without-matlab options
darcs-hash:
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stevenj [Wed, 26 Nov 2008 04:23:30 +0000 (23:23 -0500)]
initial (undocumented) support for equality constraints via augmented Lagrangian method
darcs-hash:
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stevenj [Tue, 25 Nov 2008 19:37:07 +0000 (14:37 -0500)]
skeleton of future equality-constraint support
darcs-hash:
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stevenj [Sat, 22 Nov 2008 22:29:58 +0000 (17:29 -0500)]
stevenj [Sat, 22 Nov 2008 21:29:30 +0000 (16:29 -0500)]
better checking for Matlab installation path
darcs-hash:
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stevenj [Fri, 14 Nov 2008 01:04:49 +0000 (20:04 -0500)]
disable Octave code if mkoctfile not found, even if OCT_INSTALL_DIR specified
darcs-hash:
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stevenj [Thu, 13 Nov 2008 21:11:51 +0000 (16:11 -0500)]
stevenj [Thu, 13 Nov 2008 20:52:25 +0000 (15:52 -0500)]
MLSL needs a nonzero default ftol_rel and/or xtol_rel
darcs-hash:
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stevenj [Thu, 13 Nov 2008 19:56:30 +0000 (14:56 -0500)]
fix overriding of MEX_INSTALL_DIR
darcs-hash:
20081113195630-c8de0-
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stevenj [Thu, 13 Nov 2008 17:08:06 +0000 (12:08 -0500)]
yikes, bug fix in DIRECT that prevented convergence for Shekel-10 (DIRECT-L is not affected)
darcs-hash:
20081113170806-c8de0-
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stevenj [Wed, 12 Nov 2008 03:28:33 +0000 (22:28 -0500)]
whoops, removed obsolete Makefile
darcs-hash:
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stevenj [Wed, 12 Nov 2008 03:24:29 +0000 (22:24 -0500)]
stevenj [Wed, 12 Nov 2008 03:23:22 +0000 (22:23 -0500)]
remove BUGS section of man pages
darcs-hash:
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stevenj [Tue, 11 Nov 2008 22:52:06 +0000 (17:52 -0500)]
more conservative ftol test in subplex, based on max delta f in simplices, to avoid false positives in early iterations where the stepssize is too big to make progress
darcs-hash:
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stevenj [Tue, 11 Nov 2008 22:35:24 +0000 (17:35 -0500)]
call stop_ftol instead of stop_f if we check minf_max elsewhere
darcs-hash:
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stevenj [Tue, 11 Nov 2008 22:27:35 +0000 (17:27 -0500)]
fix dependency (rebuild Octave & Matlab plugins if libnlopt changes)
darcs-hash:
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stevenj [Tue, 11 Nov 2008 22:26:52 +0000 (17:26 -0500)]
improve MMA for infeasible starting point -- new points should be preferred over old infeasible ones as long as the infeasibilit decreases
darcs-hash:
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stevenj [Tue, 11 Nov 2008 22:10:32 +0000 (17:10 -0500)]
bug fix in MMA for infeasible starting point -- feasible points always take precedence over infeasible ones
darcs-hash:
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stevenj [Tue, 11 Nov 2008 06:34:00 +0000 (01:34 -0500)]
stevenj [Tue, 11 Nov 2008 06:08:07 +0000 (01:08 -0500)]
stevenj [Tue, 11 Nov 2008 05:57:23 +0000 (00:57 -0500)]
stevenj [Tue, 11 Nov 2008 05:20:39 +0000 (00:20 -0500)]
work around NaN in cobyla that occurs if we run it for too many iterations past the point where it has converged to machine precision
darcs-hash:
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stevenj [Tue, 11 Nov 2008 04:50:39 +0000 (23:50 -0500)]
stevenj [Tue, 11 Nov 2008 02:41:21 +0000 (21:41 -0500)]
first stab at nlopt_minimize_constrained Matlab/Octave wrappers
darcs-hash:
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stevenj [Tue, 11 Nov 2008 01:37:10 +0000 (20:37 -0500)]
stevenj [Tue, 11 Nov 2008 00:57:39 +0000 (19:57 -0500)]
fix description of constrained nelder-mead
darcs-hash:
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stevenj [Mon, 10 Nov 2008 22:58:41 +0000 (17:58 -0500)]
stevenj [Mon, 10 Nov 2008 22:40:44 +0000 (17:40 -0500)]
remove Rowan's original subplex (non-free) from source, document sbplx and neldermead
darcs-hash:
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stevenj [Mon, 10 Nov 2008 22:03:44 +0000 (17:03 -0500)]
stevenj [Mon, 10 Nov 2008 21:58:47 +0000 (16:58 -0500)]
don't use fp equality in coincident-point check, fix bug that allowed points to go outside bounds
darcs-hash:
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stevenj [Mon, 10 Nov 2008 20:51:43 +0000 (15:51 -0500)]
check for coincident points in simplex
darcs-hash:
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stevenj [Mon, 10 Nov 2008 02:10:39 +0000 (21:10 -0500)]
keep track of max/min evaluation counts
darcs-hash:
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stevenj [Sun, 9 Nov 2008 18:47:20 +0000 (13:47 -0500)]
stevenj [Sun, 9 Nov 2008 18:43:17 +0000 (13:43 -0500)]
added internal nldrmd_minimize_ for use in subplex
darcs-hash:
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stevenj [Sun, 9 Nov 2008 18:19:16 +0000 (13:19 -0500)]
fixed nelder-mead xtol/ftol stopping criteria, added diameter reduction test for subplex
darcs-hash:
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stevenj [Sun, 9 Nov 2008 06:15:14 +0000 (01:15 -0500)]
stevenj [Sat, 8 Nov 2008 21:56:21 +0000 (16:56 -0500)]
added nelder-mead simplex algorithm (in preparation for re-implementing subplex, and possibly recent provably convergent variants of nelder-meade)
darcs-hash:
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stevenj [Sat, 8 Nov 2008 06:20:03 +0000 (01:20 -0500)]
fixes for latest autoconf version
darcs-hash:
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stevenj [Tue, 21 Oct 2008 20:00:14 +0000 (16:00 -0400)]
handle infeasible initial point in MMA with finite upper bound on dual variables
darcs-hash:
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stevenj [Thu, 2 Oct 2008 22:26:52 +0000 (18:26 -0400)]
support for disabling constraints in MMA by returning NaN
darcs-hash:
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stevenj [Mon, 15 Sep 2008 21:14:31 +0000 (17:14 -0400)]
unset mma_verbose for recursive MMA of dual
darcs-hash:
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stevenj [Mon, 1 Sep 2008 20:04:58 +0000 (16:04 -0400)]
only print averages when multiple iterations
darcs-hash:
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stevenj [Mon, 1 Sep 2008 19:57:56 +0000 (15:57 -0400)]
added some more decimal places to known minima
darcs-hash:
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stevenj [Mon, 1 Sep 2008 06:47:50 +0000 (02:47 -0400)]
stevenj [Mon, 1 Sep 2008 06:40:50 +0000 (02:40 -0400)]
default to COBYLA rather than subplex for local searches, since the latter doesn't handle bound constraints well
darcs-hash:
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stevenj [Mon, 1 Sep 2008 06:36:05 +0000 (02:36 -0400)]
check bounds in testopt, fix bug in NEWUOA_BOUNDS that allowed it to go outside of the bounds in one case
darcs-hash:
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stevenj [Mon, 1 Sep 2008 06:10:03 +0000 (02:10 -0400)]
stevenj [Mon, 1 Sep 2008 03:27:52 +0000 (23:27 -0400)]
first start at replacing original newuoa routines with nlopt versions that will allow bound constraints
darcs-hash:
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stevenj [Mon, 1 Sep 2008 03:26:45 +0000 (23:26 -0400)]
whoops, forgot to add NEWUOA code
darcs-hash:
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stevenj [Sun, 31 Aug 2008 18:11:21 +0000 (14:11 -0400)]
added corner optimization test case, average #evaluations
darcs-hash:
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stevenj [Sat, 30 Aug 2008 10:27:37 +0000 (06:27 -0400)]
added NEWUOA, unified starting step-size for derivative-free algorithms
darcs-hash:
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stevenj [Fri, 29 Aug 2008 20:28:43 +0000 (16:28 -0400)]
stevenj [Fri, 29 Aug 2008 03:27:25 +0000 (23:27 -0400)]
stevenj [Fri, 29 Aug 2008 03:12:33 +0000 (23:12 -0400)]
stevenj [Thu, 28 Aug 2008 01:55:58 +0000 (21:55 -0400)]
first stab at experimental cquad algorithm; doesn't work well yet, so not in make dist
darcs-hash:
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stevenj [Wed, 27 Aug 2008 18:11:48 +0000 (14:11 -0400)]
stevenj [Wed, 27 Aug 2008 16:54:39 +0000 (12:54 -0400)]
stevenj [Sun, 24 Aug 2008 20:08:20 +0000 (16:08 -0400)]
use recursive MMA as fallback in case of problems with dual solution
darcs-hash:
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stevenj [Sat, 23 Aug 2008 00:19:35 +0000 (20:19 -0400)]
changed nlopt_minimize_c to nlopt_minimize_constrained, added man page
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stevenj [Wed, 20 Aug 2008 05:35:04 +0000 (01:35 -0400)]
fixed another nasty bug, where we could accidentally return an "optimum" that is not feasible
darcs-hash:
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stevenj [Wed, 20 Aug 2008 01:14:24 +0000 (21:14 -0400)]
stevenj [Tue, 19 Aug 2008 23:07:31 +0000 (19:07 -0400)]
fix evil bug in MMA dual function that was leading to incorrect gradient and lots of weird behavior
darcs-hash:
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stevenj [Tue, 19 Aug 2008 21:52:32 +0000 (17:52 -0400)]
don't print past end of array in mma_verbose mode
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stevenj [Tue, 19 Aug 2008 00:05:30 +0000 (20:05 -0400)]
more accurate dual minimization for small u
darcs-hash:
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stevenj [Mon, 18 Aug 2008 22:40:30 +0000 (18:40 -0400)]
stevenj [Mon, 18 Aug 2008 22:39:13 +0000 (18:39 -0400)]
stevenj [Mon, 18 Aug 2008 22:38:37 +0000 (18:38 -0400)]
stevenj [Mon, 18 Aug 2008 21:13:32 +0000 (17:13 -0400)]
more verbose output from MMA; more paranoia required in feasibility check because feasibility constraints may be violated by rounding errors
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stevenj [Mon, 18 Aug 2008 20:52:25 +0000 (16:52 -0400)]
rm hack now that we are computing gradient correctly, apparently not needed any more
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stevenj [Mon, 18 Aug 2008 20:47:22 +0000 (16:47 -0400)]
added nlopt_minimize_c function for constrained minimization (only via MMA for now); MMA now passes very simple test cases for constrained optimization
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stevenj [Fri, 15 Aug 2008 00:44:55 +0000 (20:44 -0400)]
fixed MMA so it compiles and works at least in the unconstrained case again
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stevenj [Fri, 15 Aug 2008 00:31:21 +0000 (20:31 -0400)]
initial (untested) stab at ~full MMA
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stevenj [Tue, 5 Aug 2008 01:59:45 +0000 (21:59 -0400)]
added mma_verbose flag for debugging
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stevenj [Tue, 29 Jul 2008 17:48:20 +0000 (13:48 -0400)]
stevenj [Tue, 29 Jul 2008 17:36:17 +0000 (13:36 -0400)]
allow cxx library to be installed simultaneously with non-cxx
darcs-hash:
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stevenj [Tue, 29 Jul 2008 06:34:28 +0000 (02:34 -0400)]
fixed incorrect termination code
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stevenj [Tue, 29 Jul 2008 06:26:33 +0000 (02:26 -0400)]
stevenj [Tue, 29 Jul 2008 06:18:36 +0000 (02:18 -0400)]
stevenj [Tue, 29 Jul 2008 06:13:20 +0000 (02:13 -0400)]
bug fix - xtol is only met if true for *all* components of x, not just for one
darcs-hash:
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stevenj [Tue, 29 Jul 2008 02:46:13 +0000 (22:46 -0400)]
compile with non-free Nocedal L-BFGS if it is present (mainly for debugging/development purposes)
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stevenj [Sat, 12 Apr 2008 04:59:15 +0000 (00:59 -0400)]
don't export "subplex" symbol to avoid conflict with libctl
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stevenj [Sat, 12 Apr 2008 04:48:37 +0000 (00:48 -0400)]
add --with-cxx to include C++ code, and don't include C++ (StoGO) by default
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stevenj [Sun, 9 Mar 2008 19:24:01 +0000 (15:24 -0400)]
stevenj [Sun, 9 Mar 2008 18:56:25 +0000 (14:56 -0400)]
slight improvement in rightzero32
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stevenj [Sun, 9 Mar 2008 18:56:01 +0000 (14:56 -0400)]
fix directory build order (build lib before octave and test)
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stevenj [Thu, 27 Sep 2007 20:20:59 +0000 (16:20 -0400)]
stevenj [Thu, 13 Sep 2007 20:16:34 +0000 (16:16 -0400)]
stevenj [Thu, 13 Sep 2007 20:06:09 +0000 (16:06 -0400)]
added first version of MLSL multistart-type algorithm
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stevenj [Tue, 11 Sep 2007 22:43:07 +0000 (18:43 -0400)]
stevenj [Tue, 11 Sep 2007 22:42:53 +0000 (18:42 -0400)]
detect a couple more out-of-memory conditions in CRS
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stevenj [Tue, 11 Sep 2007 22:42:19 +0000 (18:42 -0400)]
first stab at minf_max support in StoGO (clearly too conservative still)
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stevenj [Sun, 9 Sep 2007 01:24:01 +0000 (21:24 -0400)]
added verbose mode to Octave/Matlab plugin, for convenience
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stevenj [Fri, 7 Sep 2007 01:58:11 +0000 (21:58 -0400)]
stevenj [Fri, 7 Sep 2007 01:54:06 +0000 (21:54 -0400)]
stevenj [Fri, 7 Sep 2007 01:52:48 +0000 (21:52 -0400)]
added my own implementation of controlled random search (CRS) algorithm
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stevenj [Thu, 6 Sep 2007 17:42:41 +0000 (13:42 -0400)]
stevenj [Thu, 6 Sep 2007 17:26:40 +0000 (13:26 -0400)]