v0.9.0

Added

• add errors to all algorithms
• add Hessian evaluation to Function trait
• kickstart BFGS with H-inverse scaling
• switch to using nalgebra data structures by default

Fixed

• simplify L-BFGS algorithm and ensure the first few steps are computed correctly
• left and right matrices were switched by accident
• make terminator epsilon fields public for BFGS methods, set default f tolerance to epsilon rather than its cube root

v0.8.5

Added

• reboot L-BFGS-B on invalid line searches

Fixed

• follow strong Wolfe condition a bit more carefully
• make bounds inclusive
• ensure sufficient decrease is met before marking line search as valid
• make g_eval increment gradient evaluations rather than function evaluations
• use trait to implement ordering on float-like generics

Other

• remove unused import
• remove comment

v0.8.4

Fixed

• use absolute value for absolute tolerance

Other

• reverse some dot products with the wrong dimensions

v0.8.3

Fixed

• switch sign on function termination condition

v0.8.2

Added

• add function value terminators for BFGS algorithms
• add function value terminators for BFGS algorithms

v0.8.1

Added

• add gradient tolerance to L-BFGS-B

Other

• Merge branch 'main' into development
• export BFGS methods in mod

v0.8.0

Added

• add L-BFGS-B algorithm
• update line search to take a max_step optional argument and return a bool flag of validity rather than an Option
• add LineSearch trait and implementations of BFGS and L-BFGS algorithms
• update NelderMead to count gradient evals and use bounded interface
• add bounded evaluation shortcuts to Function trait and count gradient evaluations in Status

Fixed

• simplify logic by removing internal m
• change to inequality to ensure a proper status message if the max iterations are passed

Other

• fix brackets in readme and update main lib docs
• update readme
• remove unused collections module

v0.7.1

Other

• fix doctests
• make minimize return Result<(), E> and store Status in the Minimizer struct

v0.7.0

Added

• add useful assert warning for trying to construct a NelderMead Simplex with fewer than 2 points
• add check to make sure starting position is within bounds
• add display method, methods for getting lower and upper bounds, and contains method for Bounds
• add Debugs to NelderMead
• add preliminary implementation of BFGS algorithm
• add method to return the gradient and inverse of Hessian matrix

Fixed

• remove tracking main.rs, which I use for quick demos
• adaptive Nelder-Mead now requires inputting the dimension
• remove out-of-bounds issue
• step direction should be opposite the gradient
• p is -grad_f so this was right all along
• allow expect in Hessian inverse function
• update BFGS algorithm to recent changes with ganesh
• change learning_rate to an Option in gradient descent

Other

• adds documentation to all parts of crate, additionally makes some Algorithm methods return Results now
• fix typo in example
• update dependencies
• update licensing
• switch license to MIT
• add Bounds section to TOC
• correct statements about Function trait in readme
• typo in readme
• update README.md
• major rewrite of library, adds experimental bounds to Nelder Mead
• qualify path to abs function
• Merge remote-tracking branch 'origin/bfgs' into development
• change slice to DVector in documentation
• update docs and fix links/footnotes

v0.6.0

Added

• reduces the Field trait to use num traits rather than nalgebra's RealField

Fixed

• ensure all methods use the Field trait rather than just Float for better compatibility
• re-export nalgebra::DVector

Other

• fix some of the documentation to reflect recent changes to the crate