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

v0.5.0

This release is fairly large, but the main differences will go unnoticed except for those who have implemented their own algorithms.

Added

• Generics have been changed and the Field trait was removed. The generics now cover minimal traits required to run each method, along with a From<f32> bound which does the majority of what the Field trait did anyway.
• Most types that were &[F] are now &DVector<F>. The exceptions are in algorithm new functions, which are more ergonomic if slices are used. In the actual implementations, DVectors are much more convenient than all the Vec iterations I was doing previously.
• Added some line search algorithms to make the GradientDescent method more functional. This will also be used in the next update, which will hopefully provide the BFGS algorithm family.

Fixed

• Some fields in the Newton and GradientDescent algorithm initializers were set wrong, making these algorithms function strangely or not at all. This has been fixed.

v0.4.0

Other

• undo changes to previous version, lifetimes make things more difficult to work with for end-users. Removed NelderMeadMessage.