Optimization v5.5.0

Diff since v5.4.0

Merged pull requests:

• Only override options if not provided in solver native way (#1148) (@baggepinnen)
• Update Installation section (#1150) (@ChrisRackauckas)
• Fix evolutionary optimizers not working with bounds (#1153) (@ChrisRackauckas-Claude)
• Allow Optim v2 (#1154) (@ChrisRackauckas)
• Allow Optim v2 (#1155) (@ChrisRackauckas-Claude)
• SciMLLogging Integration (#1157) (@jClugstor)
• CompatHelper: bump compat for Mooncake in [extras] to 0.5, (keep existing compat) (#1158) (@github-actions[bot])
• Fix deprecation warnings in CI (#1160) (@ChrisRackauckas-Claude)
• Bump minor versions for all sub-packages (OptimizationBase v5 compat) (#1161) (@ChrisRackauckas-Claude)

Closed issues:

• Broken links on the website (#1144)
• First example not working? (#1149)
• Evolutionary optimizers not working (#1151)

Optimization v5.4.0

Diff since v5.3.0

Merged pull requests:

• CompatHelper: bump compat for OptimizationIpopt to 1 for package docs, (keep existing compat) (#1113) (@github-actions[bot])
• CompatHelper: bump compat for OptimizationMadNLP to 1 for package docs, (keep existing compat) (#1114) (@github-actions[bot])
• CompatHelper: bump compat for ModelingToolkit to 11 for package docs, (keep existing compat) (#1115) (@github-actions[bot])
• CompatHelper: bump compat for Symbolics to 7 for package docs, (keep existing compat) (#1116) (@github-actions[bot])
• CompatHelper: bump compat for OptimizationMOI to 1 for package docs, (keep existing compat) (#1117) (@github-actions[bot])
• Bump minimum SciMLBase compat to 2.130.0 to fix Downgrade CI (#1118) (@ChrisRackauckas-Claude)
• Documentation improvements: fix typos and add missing package pages (#1120) (@ChrisRackauckas-Claude)
• CompatHelper: bump compat for NLPModels to 0.22 for package docs, (keep existing compat) (#1121) (@github-actions[bot])
• Add precompilation workload to OptimizationBase (#1122) (@ChrisRackauckas-Claude)
• Fix type genericity in constraint Jacobian allocations for BigFloat support (#1123) (@ChrisRackauckas-Claude)
• CompatHelper: add new compat entry for OptimizationLBFGSB at version 1 for package docs, (keep existing compat) (#1124) (@github-actions[bot])
• Add SimpleOptimization.jl to solver pages (#1126) (@ChrisRackauckas-Claude)
• Add OptimizationSimpleOptimization sublibrary (#1127) (@ChrisRackauckas-Claude)
• Switch from JuliaFormatter to Runic.jl for code formatting (#1128) (@ChrisRackauckas-Claude)
• Bump actions/checkout from 4 to 6 (#1129) (@dependabot[bot])
• Add JET.jl static analysis tests and fix type instabilities (#1131) (@ChrisRackauckas-Claude)
• perf: Fix Core.Box closure type instability in OptimizationDIExt.jl (#1133) (@ChrisRackauckas-Claude)
• Skip failing tests and disable Downgrade Sublibraries CI (#1139) (@ChrisRackauckas-Claude)
• Fix SecondOrder AD closures (#1142) (@SebastianM-C)
• Rename OptimizationSimpleOptimization to SimpleOptimization (#1143) (@ChrisRackauckas-Claude)
• Add README for SimpleOptimization sublibrary (#1145) (@ChrisRackauckas-Claude)
• Mark certification.md as Draft to prevent Documenter build (#1146) (@ChrisRackauckas-Claude)

Closed issues:

• SecondOrder(AutoForwardDiff, AutoForwardDiff) causes MethodError in MadNLP constraints test (#1137)
• OptimizationMadNLP: SecondOrder AD tests fail with various AD backend combinations (#1140)

Optimization v5.3.0

Diff since v5.2.0

Merged pull requests:

• Fix false convergence when LBFGSB encounters Inf/NaN at bounds (issue #1094) (#1102) (@ChrisRackauckas-Claude)
• Bump actions/cache from 4 to 5 (#1106) (@dependabot[bot])
• refactor: update to MTKv11 (#1107) (@AayushSabharwal)
• build: bump minor versions for packages changed in MTKv11 update (#1108) (@ChrisRackauckas-Claude)
• build: bump OptimizationIpopt, OptimizationMOI, OptimizationMadNLP to v1.0 (#1109) (@ChrisRackauckas-Claude)

Closed issues:

• OptimizationLBFGSB.LBFGSB() produces wrong results with retcode: Success (#1094)

Optimization v5.2.0

Diff since v5.1.0

Merged pull requests:

• Fix OptimizationIpopt & OptimizationMOI with OptimizationBase@v3 (#1087) (@SebastianM-C)
• fix Downgrade CI (#1089) (@SebastianM-C)
• Add explicit allowscallback everywhere (#1090) (@SebastianM-C)
• bump versions (#1091) (@SebastianM-C)
• Bump actions/checkout from 4 to 6 (#1096) (@dependabot[bot])
• Fix docs (#1097) (@SebastianM-C)
• CompatHelper: add new compat entry for DifferentiationInterface at version 0.7 for package docs, (keep existing compat) (#1099) (@github-actions[bot])
• CompatHelper: add new compat entry for OptimizationPyCMA at version 1 for package docs, (keep existing compat) (#1100) (@github-actions[bot])

Closed issues:

• OptimizationOptimJL fails to precompile in Julia 1.10- 1.12 (tested) (#1098)

Optimization v5.1.0

Diff since v5.0.0

Merged pull requests:

• Rewrite the progressbar part of OptimizationOptimisers (#1060) (@prbzrg)
• Add OptimizationMadNLP (#1061) (@SebastianM-C)
• CompatHelper: bump compat for OptimizationNLPModels to 1 for package docs, (keep existing compat) (#1063) (@github-actions[bot])
• CompatHelper: bump compat for Optimization to 5 for package docs, (keep existing compat) (#1064) (@github-actions[bot])
• Better handling of Base method movement (#1066) (@ChrisRackauckas)
• Clean up and update to OptimizationBase@v4 (#1067) (@SebastianM-C)
• Fix NLopt crash with gradient-based algorithms when no AD backend specified (#1068) (@ChrisRackauckas-Claude)
• Bugfix (#1069) (@SebastianM-C)
• Cleanup for OptimizationBase (#1071) (@SebastianM-C)
• Fix deprecated field names in MultistartOptimization result handling (#1072) (@ChrisRackauckas-Claude)
• Fix LBFGS/BFGS callback receiving Dual numbers instead of scalar loss values (#1075) (@ChrisRackauckas-Claude)
• Use the current OptimizationBase instead of the release (#1080) (@SebastianM-C)
• Skip gradient updates when gradients contain NaN or Inf (#1081) (@ChrisRackauckas-Claude)
• shorten the OptimizationMadNLP tests (#1082) (@SebastianM-C)
• Continue fixing CI (#1083) (@SebastianM-C)
• Fix OptimizationMadNLP version (#1084) (@SebastianM-C)
• add missing bumps (#1086) (@SebastianM-C)

Closed issues:

• OptimizationBase (v2) fails to precompile (#1056)
• [ERROR] @logprogress must be used inside @withprogress or with _id keyword argument (#1059)
• OptimizationPRIMA v0.3.2 fails to precompile (#1062)
• 1 dependency had output during precompilation (#1065)
• Did Optimization v5 break Optimization v4 somehow? (#1070)
• (L-)BFGS with bounds reports negatives loss to callback (#1073)

Optimization v5.0.0

Diff since v4.8.0

Breaking changes

• Solvers are no longer dependent on the top level Optimization.jl. Now they are built on OptimizationBase.jl, conforming to all other SciML libraries. Optimization.jl is thus preserved for a preference-based optimal setting in the form of other top level libraries.
• Sophia, LGBFGS (renamed to LBFGSB), and Auglag were moved to OptimizationX solver-specific libraries to be in line with the other solvers.

Merged pull requests:

• Added a new Subpackage for Augmented Lagrangian (#984) (@ParamThakkar123)
• New Subpackage for LBFGS (#986) (@ParamThakkar123)
• Added new subpackage for Sophia.jl (#988) (@ParamThakkar123)
• Improve the OptimizationManopt.jl interface (#1009) (@kellertuer)
• CompatHelper: add new compat entry for ADTypes at version 1 for package docs, (keep existing compat) (#1032) (@github-actions[bot])
• CompatHelper: bump compat for OptimizationManopt to 1 for package docs, (keep existing compat) (#1033) (@github-actions[bot])
• Fix dependency structure of solvers to OptimizationBase (#1037) (@ChrisRackauckas)
• Bump OptimizationBase requirement to v3 and increment sublibrary versions (#1040) (@ChrisRackauckas-Claude)
• CompatHelper: bump compat for OptimizationBase to 3 for package docs, (keep existing compat) (#1042) (@github-actions[bot])
• Fix dependency structure of OptimizationAuglag (#1046) (@ChrisRackauckas)
• Update OptimizationMultistartOptimization.jl to OptimizationBase backend (#1047) (@ChrisRackauckas)
• Add solve, solve!, init (#1049) (@jClugstor)
• Revert "Add solve, solve!, init" (#1050) (@ChrisRackauckas)
• Complete solve interface migration from SciMLBase to OptimizationBase (#1053) (@ChrisRackauckas-Claude)

Closed issues:

• Optimization.LBFGS errors with Float32 (#1039)
• OptimizationMOI fails to init problems (#1054)
• OptimizationOptimJL fails to precompile (#1055)

Optimization v4.8.0

Diff since v4.7.0

Merged pull requests:

• DAE optimizers added to OptimizationODE (#932) (@ParasPuneetSingh)
• [WIP] fix: fix tests (#1003) (@AayushSabharwal)
• Fix OptimizationOptimisers.jl progress bar (#1019) (@ChrisRackauckas)
• IpoptOptimizer now stores solver specific options and the callbacks are faster (#1021) (@SebastianM-C)
• bump OptimizationIpopt compat in docs (#1022) (@SebastianM-C)
• Relax Matrix type in IpoptCache (#1025) (@ErikQQY)
• Add error message when NLopt AUGLAG algorithms are used without local_method (#1026) (@ChrisRackauckas-Claude)
• General test fixes (#1028) (@ChrisRackauckas)
• Fix MOI Symbolic writing and docs (#1029) (@ChrisRackauckas)
• Omit known broken Enzyme Hessian-free AD test (#1031) (@ChrisRackauckas)

Closed issues:

• The progress bar gets reset at each epoch for OptimizationOptimisers (#1018)
• Inconsistent Behavior Related to NLopt (#1020)
• Deploy stable and dev online documentation (#1027)

Optimization v4.7.0

Diff since v4.6.0

Merged pull requests:

• Update the multistart optimization tutorial in ensemble.md (#1005) (@francis-biocurie)
• Fix Sophia optimizer: add Random import to resolve randn! error (#1006) (@ChrisRackauckas-Claude)
• Fix CMAEvolutionStrategy solution u (#1008) (@gabrevaya)
• Add missing solve interface to OptimizationBase from SciMLBase.jl (#1012) (@ChrisRackauckas-Claude)
• Create solver_missing_error_messages.jl (#1013) (@ChrisRackauckas)
• Add compatibility support for supports_opt_cache_interface (#1014) (@ChrisRackauckas-Claude)

Closed issues:

• [email protected] is not registered (#939)
• Sophia: undefined reference to rand! (#1004)

Optimization v4.6.0

Diff since v4.5.0

Merged pull requests:

• Add initial version of OptimizationIpopt (#915) (@SebastianM-C)
• Adding Mooncake to the AD list. (#936) (@yebai)
• Fix downgrade CI compatibility issues with version bumps (#983) (@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)
• Fix Sophia optimizer shadow generation for ComponentArrays (#1000) (@ChrisRackauckas-Claude)
• Add docs for OptimizationIpopt (#1001) (@SebastianM-C)
• Clarify Rosenbrock examples documentation (#1002) (@mikeingold)

Closed issues:

• Error when store_trace = true with OptimizationOptimJL (#990)
• Optimization algorithms should be SciMLBase.AbstractSciMLAlgorithm? (#992)
• OptimizationOptimisers doesn't store parameters p into OptimizationState (#995)

Optimization v4.5.0

Diff since v4.4.0

Merged pull requests:

• 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)
• 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)
• Update code formatting with JuliaFormatter (#985) (@ChrisRackauckas)

Closed issues:

• Add description and usage example of reinit (#502)
• Error messages with integer constraint vectors (#528)
• Prevent printing when using CMAEvolutionStrategyOpt solver (#572)
• The help to solve does not explain the result. (#587)
• test: test coverage needs improvement for the ./src/utils.jl file (#868)
• Add optimization parameters to OptimiationStsate (#891)
• LBFGS iteration index is always 0? (#907)
• 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)