Dear NLopt users,
Version 2.2 of NLopt is now available from the NLopt web page (http://ab-initio.mit.edu/nlopt
). The main changes are the addition of the SLSQP sequential-quadratic-
programming algorithm, automatic per-dimension scaling in BOBYQA and
COBYLA to support per-dimension initial step sizes, and fixes for a
couple of bugs.
Regards,
Steven G. Johnson
NLopt 2.2 (15 July 2010)
* Added SLSQP algorithm for gradient-based local optimization with
nonlinear constraints via sequential quadratic programming, based
on the implementation by Dieter Kraft that was adapted for SciPy.
* Modified BOBYQA and COBYLA algorithms to support unequal initial
step sizes in different directions; thanks to Tom Fiddaman for
pointing
out the need for this in the case where different directions have
very different scales.
* Added Python module docstring; thanks to Sebastian Walter for the
suggestion.
* Added GUILE_INSTALL_DIR variable to allow the user to change the
Guile installation directory.
* Added Fortran interface for vector-valued constraints.
* Throw correct exceptions in Python for the add_*constraint functions;
thanks to Dmitrey Kroshko for the bug report.
* Support forced stop and exceptions in ORIG_DIRECT algorithm.
* Remove arbitrary 1e20 upper bound on function values from ORIG_DIRECT
code.
* Bugfix in C++ interface (and some other language front-ends) when
deallocating the nlopt_opt object in cases like MLSL where
local_optimizer is used; thanks to Jurgen Werner for the bug report.
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