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WIP: constrained optimization#50

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timholy wants to merge 29 commits intomasterJuliaNLSolvers/Optim.jl:masterfrom teh/constrainedJuliaNLSolvers/Optim.jl:teh/constrainedCopy head branch name to clipboard

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Commits on Sep 11, 2014

• Add support for constraints and a interior-point methods

  timholy

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• Add constrained tests, and don't load problems unless running tests

  timholy

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• Implement linear constraints

  timholy

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• Improve initial value of barrier coefficient

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  timholy

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• Update for deprecation of infs

  timholy

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• Check type of function value, and fix type of initial t in interior-point

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  timholy

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• Modify some asserts that were causing trouble for non-convex domains

  timholy

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• nelder-mead: check that at least one starting point has finite value

  timholy

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• Fix call to norm on high-dimensional objects

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• fminbox: remove unused tol argument and add mu0

  timholy

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Commits on Feb 14, 2015

• fixed some deprecation warnings thrown by julia 0.4. Used Compat package to ensure compatibility with earlier Julia versions.

  Cody-G

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• Merge pull request #99 from Cody-G/fix_deprecations

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  timholy

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Commits on Apr 9, 2015

• Fix ConstraintsNone parameter problem in step!

  timholy

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• Fixes for 0.4 deprecations

  timholy

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Commits on Apr 14, 2015

• Bump the default linesearchmax

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  timholy

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Commits on Sep 23, 2015

• Julia 0.4 update

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  timholy

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• More 0.4 fixes

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Commits on Oct 21, 2015

• Guarantee that the initial direction is a descent direction for objective w/o constraints

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  timholy

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• Pass constraints through to minimizers

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Commits on Oct 22, 2015

• Automatically try a restart if we think we've converged

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Commits on Dec 1, 2015

• Ensure that the search direction is a descent direction

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Commits on Dec 18, 2015

• interior_newton: increment t if the step converged

  timholy

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• Fix returned function value when there are 0 parameters

  timholy

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• Improvements to positive-definite newton step

  timholy

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Commits on Jan 26, 2016

• Use PositiveFactorizations for the newton step

  timholy

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Commits on Jan 27, 2016

• Change convergence criteria in interior_newton to monitor solution, not eps_gap

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  timholy

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• dot->vecdot

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• interior_newton: pass options, bail if encounter numeric instability

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  timholy

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• interior_newton: also check for finiteness

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