optim 1.5.2: ------------ ** Some build fixes. Builds with Octave 4.2. ** Links to core Octave documentation work now in html version of package documentation. optim 1.5.1: ------------ ** Fixed treatment of one-parameter-functions in `jacobs'. ** The sign of `lambda' returned for equality constraints by `quadprog' has been changed for compatibility with Matlab. ** Deprecated `nmsmax' -- the same code is in `fminsearch' in core Octave, with a slightly different interface. ** Fixed portability issue in building documentation. ** Fixed bug which could break building oct-files. optim 1.5.0: ------------ ** Compatible with Octaves new exception-based error handling. Compatibility with old error handling up to Octave-4.0 is retained. ** For parallel optimization, package `parallel' of at least version 3.0.4 is now required. This version of `parallel' attempts to install its functions for local parallel computation even on systems where its functions for parallel computation in clusters cannot be installed; so `optim' should at least be able to perform local parallel optimization even in this case. ** A parallel cluster can be used for computation of gradients. Currently needs a patched version of Octave. ** New compatibility wrapper functions `lsqnonlin' and `lsqcurvefit', calling the more general functions `nonlin_residmin' and `nonlin_curvefit' iternally. ** New compatibility wrapper function `nlinfit', calling `nonlin_curvefit' and `curvefit_stat' internally. New functions `statset' and `statget' for compatibility in handling options of `nlinfit'. ** New common frontend option 'TypicalX'. Additional common frontend options 'FinDiffRelStep' and 'FinDiffType', to match usual option names. 'diffp' and 'diff_onesided' are still available and can now also be specified as scalars. ** nonlin_residmin and nonlin_curvefit return determined Lagrange multipliers of any constaints ** New interface function `quadprog', similar to Octaves `qp'. ** New function `lsqlin'. ** Removed deprecated functions `minimize', `d2_min', and `fmin'. Removed obsolete documentation `optim-mini-howto-2'. optim 1.4.1: ------------ ** Made compatible with Octave 4.0. ** Fixed bug #43699. optim 1.4.0: ------------ ** There is now general package documentation in info format. To display it, type `optim_doc ()' or `optim_doc (keyword)'. ** Core Octaves `sqp' can now be used by the `nonlin_min' frontend. ** New backend `d2_min' for `nonlin_min' frontend, the standalone function `d2_min' is deprecated instead. ** Introduced option `user_interaction' into frontends, `nonlin_min', `nonlin_residmin', and `nonlin_curvefit'. ** Package `optim' does not depend on package `miscellaneous' anymore. ** The frontend `minimize' has been deprecated. An alternative frontend is `nonlin_min', released previously. The backends `nelder_mead_min' and `bfgsmin' of `minimize' can also be called directly, the backend `d2_min' is also deprecated and its algorithm is now available as a backend to `nonlin_min'. `poly_2_ex' is scheduled for removal from optim since it is not related to optimization. optim 1.3.1: ------------ ** Fixed parameter fixing issue in residmin_stat/curvefit_stat. ** Simulated annealing backend of nonlin_min can save and recover state, for interrupting and continuing long optimizations. ** Having the parallel package loaded is now optional. ** Simulated annealing backend of nonlin_min can do some parallel computation. optim 1.3.0: ------------ ** LinearRegression: Two demo codes added ad the confidence band for the dependent variable can be estimated. ** Bugfix in jacobs for functions of more than 2 variables. ** Parallel computation of gradients supported by nonlin_residmin, nonlin_curvefit, and nonlin_min for default and for complex step gradient methods. Introduces dependency on parallel package. ** In nonlin_residmin, nonlin_curvefit, nonlin_min, residmin_stat, and curvefit_stat, the following names of optimset options had to be changed to be consistent with interpretation of abbreviated option names: dfdp_pstruct -> df_pstruct, inequc_f_idx -> f_inequc_idx, inequc_df_idx -> df_inequc_idxn, equc_f_idx -> f_equc_idx, equc_df_idx -> df_equc_idx, objf_grad_pstruct -> grad_objf_pstruct, objf_hessian_pstruct -> hessian_objf_pstruct, objf -> objf_type, complex_step_derivative -> complex_step_derivative_f. ** The function fminsearch was removed from the optim package, since it is available in Octave 3.8.0. ** The depricated functions optimset_compat and fminunc_compat are now removed. optim 1.2.2: ------------ ** Bugfixes in nonlin_min and nonlin_residmin/nonlin_curvefit in termination criteria, argument checking, and documentaion. ** Bugfix in private/__lm_feasible__.m: Wrong parantheses in checking of equality constraints for initial parameters (reported by Marcus Schmidt). optim 1.2.1: ------------ ** Bugfix in leasqr.m: errors when a function 'options' is in namespace. Summary of important user-visible changes for optim 1.2.0: ------------------------------------------------------------------- ** Together with the new backend "lm_feasible" there is now a complete suite of backends for optimization with linear and general equality and inequality constraints, for scalar valued objective functions and for array valued model function, which features, a.o., honouring of constraints throughout optimization and handling of structure-based parameters. The respective user functions (frontends) are nonlin_min nonlin_residmin nonlin_curvefit together with a user function for statistics residmin_stat ** The requirement of nonlin_min, nonlin_residmin, and nonlin_curvefit for the general constraint functions being able to honour an index of constraints has been removed, the respective feature is still available by setting some options. ** Makefile fixed to work with non-standard linker options e.g on Apple. Summary of important user-visible changes for optim 1.1.0: ------------------------------------------------------------------- ** The following functions are new optim 1.1.0: powell cauchy nonlin_min ** The following functions have been deprecated since they have been implemented in Octave core: fminunc_compat optimset_compat ** The function `fmin' has been deprecated in favour of using `fminbnd' directly. If one really wishes to use the short version, one can easily create an alias on an octaverc file (see `doc startup') with the following code function out=fmin(varargin) out=fminbnd(varargin{:}); endfunction ** The package Makefile has been adapted for compatibility with Octave 3.6.0. ** Bugfixes on the functions: deriv linprog ** The function `line_min' has a configurable setpesize and max evals. ** Added possibility to restrict a parameter to samin. ** Package is no longer automatically loaded. Some important changes of the last versions of optim before 1.1.0: ------------------------------------------------------------------ ** New functions: jacobs: complex step derivative approximation nonlin_residmin, nonlin_curvefit: Frontends with a general interface for constrained residual-based optimization. They allow a.o. optimization of structure-based named parameters or parameter-arrays. A backend is included, which is derived from the algorithm of leasqr, but enables feasible-path optimization with linear and general constraints.

Package: optim