v0.12.1

JSOSolvers v0.12.1

Diff since v0.12.0

Merged pull requests:

• Add optional preconditioner for linear solves (#279) (@mpf)

Closed issues:

• Integrating a preconditioner into Trunk's trust-region subsolver (#278)

v0.12.0

JSOSolvers v0.12.0

Diff since v0.11.2

Merged pull requests:

• Fomo nonmonotone extension (#267) (@d-monnet)
• Add unbounded objective tests (#268) (@d-monnet)
• Add unbounded optimality (#269) (@tmigot)
• Update Krylov.jl [compat] (#274) (@paraynaud)
• Bump to NLPModels 0.21 (#277) (@tmigot)

Closed issues:

• "Error: not a descent direction" when trying to minimize LinearAlgebra.norm (!) with trunk (#273)

v0.11.2

JSOSolvers v0.11.2

Diff since v0.11.1

Merged pull requests:

• First-order with momentum (#250) (@d-monnet)
• Add references for R2 and LBFGS in readme #236 (#259) (@hpmouton)
• Generalize callback documentation (#263) (@tmigot)
• Fix warnings (#264) (@tmigot)
• Add time limit on Krylov solvers (#265) (@tmigot)

Closed issues:

• Add references for R2 and LBFGS in readme (#236)
• Add time limit in Krylov solvers (#237)
• Fix warning conflict on solve! (#238)
• R2 doesn't stop when sigma overflow (#245)
• R2 doc does not list callback function as kwarg (#247)
• Issue with the update of NLPModelsModifiers#v0.7.0 (#258)
• Callback documentation (#262)
• Negative predicted reduction in tron/trunk (#266)

v0.11.1

JSOSolvers v0.11.1

Diff since v0.11.0

Merged pull requests:

• [CI] Update .cirrus.yml (#239) (@amontoison)
• [documentation] Update Documenter.jl (#240) (@amontoison)
• Small update to the docs (#241) (@abelsiqueira)
• Removed unnecessary code (#243) (@Jay-sanjay)
• Added warning message (#246) (@Jay-sanjay)
• fix consistency.jl test (#249) (@d-monnet)
• Remove x (#252) (@Jay-sanjay)
• Use CITATION.cff instead of CITATION.bib (#253) (@tmigot)
• replace σ by 1/α (#255) (@d-monnet)
• CompatHelper: bump compat for NLPModelsModifiers to 0.7, (keep existing compat) (#257) (@github-actions[bot])

Closed issues:

• Docs (#20)
• TRON: add a warning if initial guess is not within the bounds (#244)
• Remove x in tests (#251)

v0.11.0

JSOSolvers v0.11.0

Diff since v0.10.0

Closed issues:

• Test allocations of each solver (#161)
• Review Krylov.jl usage (#163)
• What does "Error: Cauchy step returned: small_step" mean and what can/should I do about it? (#201)
• Iteration numbers in tron logging are offset by one. (#207)
• max_iter kwarg not supported (R2.jl) (#213)

Merged pull requests:

• Use in-place cg in TRON (#202) (@tmigot)
• Save allocations in projected line search (#204) (@tmigot)
• Save allocations with active indices (#205) (@tmigot)
• Save allocations from Hessian operator (#206) (@tmigot)
• Fix display TRON (#208) (@tmigot)
• Pre-allocate ZHZ operator (#209) (@tmigot)
• Save allocations computing -g (#210) (@tmigot)
• Remove subsolver logger (#211) (@tmigot)
• Use Krylov.cg! (#215) (@tmigot)
• Remove allocations in TRON (#218) (@tmigot)
• Save allocations in TRON-NLS (#220) (@tmigot)
• Save allocations in cauchy_ls for TRON-NLS (#221) (@tmigot)
• Save allocations in projected_line_search_ls! for TRON-NLS (#222) (@tmigot)
• Resize projected newton subsolver (#223) (@tmigot)
• Add allocation test for TRON and TRUNK NLS (#225) (@tmigot)
• Use NLS variant for aredpred! (#226) (@tmigot)
• Add allocation test for bound-constrained problems (#227) (@tmigot)
• Update R2.jl (#228) (@farhadrclass)
• Review logs (#230) (@tmigot)
• Add subsolver verbose in TRON (#232) (@tmigot)
• Remove @error macro (#234) (@tmigot)
• Version 0.11 (#235) (@tmigot)

v0.10.0

JSOSolvers v0.10.0

Diff since v0.9.3

Closed issues:

• Stop criteria for NLS solvers: residual is sufficiently small (#34)
• TRON appears to not be using its internal TrustRegion (#181)
• Add max_iter stopping criterion (#184)
• Use obj to compute the objective function for NLS (#194)

Merged pull requests:

• Use objgrad! at initialization of lbfgs (#180) (@tmigot)
• Use max_radius in TRON (#182) (@tmigot)
• Use test problems in allocation tests (#185) (@tmigot)
• Add allocation tests for R2 (#186) (@tmigot)
• Add small residual check (#187) (@tmigot)
• Add max_iter in all solvers (#188) (@tmigot)
• Add trunk in 0-allocs tests (#190) (@tmigot)
• Save some allocations in tron (#191) (@tmigot)
• Save some allocations in Trunk-LS (#192) (@tmigot)
• Remove allocations in trunk-nls (#193) (@tmigot)
• Avoid using nls.F (#195) (@tmigot)
• Use obj and grad! in NLS solvers with NLPModels 0.20 (#197) (@tmigot)
• Use NLPModels parametric type (#198) (@tmigot)
• Version 0.10.0 (#200) (@tmigot)

v0.9.3

JSOSolvers v0.9.3

Diff since v0.9.2

Closed issues:

• [trunk/QuasiNewtonModel] wrong ∇fn at first iterate (#175)

Merged pull requests:

• Add missing stats.status (#174) (@tmigot)
• Fix first QuasiNewtonModel iterate of trunk (#176) (@paraynaud)
• Support Krylov.jl v0.9 (#178) (@paraynaud)
• v0.9.3 (#179) (@paraynaud)

v0.9.2

JSOSolvers v0.9.2

Diff since v0.9.1

Closed issues:

• Test restart with solvers (#160)

Merged pull requests:

• Test restart (#171) (@tmigot)
• Version 0.9.2 (#173) (@tmigot)

v0.9.1

JSOSolvers v0.9.1

Diff since v0.9.0

Closed issues:

• README (#29)

Merged pull requests:

• Update readme (#159) (@tmigot)
• Fix bug: stop when encounters an error (#169) (@tmigot)
• Version 0.9.1 (#170) (@tmigot)

v0.9.0

JSOSolvers v0.9.0

Diff since v0.8.1

Closed issues:

• Uniform input (#3)
• Test problem type on input (#31)
• Callbacks (#33)
• Improve memory of solver structure preallocating execution stats (#74)
• how to control progress verbosity (#83)
• If there is a way to obtain the optimization trace of x values? (#112)
• Add solver structure (#131)

Merged pull requests:

• R2 solver (#124) (@nathanemac)
• r2 with callback (#134) (@nathanemac)
• add FPS in breakage (#137) (@tmigot)
• updated R2 to include momentum (#138) (@farhadrclass)
• update SolverCore dep (#139) (@dpo)
• Update CommentPR.yml (#141) (@amontoison)
• Update R2.jl (#142) (@farhadrclass)
• Up abstract type and solve! (#144) (@tmigot)
• add TronNLS solver structure (#145) (@tmigot)
• Add trunkls solver structure (#147) (@tmigot)
• Review R2 docstring and callback (#148) (@tmigot)
• Add callback in lbfgs (#149) (@tmigot)
• Add callback in trunk (#151) (@tmigot)
• Add callback in tron (#154) (@tmigot)
• Add callback trunkls (#155) (@tmigot)
• Add callback tronls (#157) (@tmigot)
• Uniform input (#158) (@tmigot)
• fix gradient sign (#165) (@dpo)
• remove forgotten iter = 0 (#167) (@tmigot)
• Version 0.9.0 (#168) (@tmigot)