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nloptr 2.1.1.9000

This is a patch (pre) release. It includes

  • Correcting some of the unit tests in test-global-wrapper.

nloptr 2.1.1

This is a patch release to work around a bug in the CRAN checks. Specifically, one of the unit tests for the isres() algorithm was failing on some CRAN builds because convergence is stochastic with slightly different results even with the same fixed seed prior to calling the function.

nloptr 2.1.0

This release deprecates the default behavior of the inequality equations in any wrapper function which uses them. Currently, they are calibrated to be >= 0. This version allows for the equations to be consistent with the main nloptr function, which requires <= 0. In a future release, the default behavior will switch to assuming the calibration is <= 0, and eventually, the >= 0 behavior will be removed. It also includes a large number of safety and efficiency changes, and an expansion of the unit tests to 100% coverage for all files but one. The major changes include:

  • Reversed the direction of the inequality equations hin and hinjac in the wrapper functions which use them, bringing them into compliance with the main nloptr call. This addresses Issue #148;
  • Cleaned the Hock-Schittkowski problem no. 100, Hartmann 6-dimensional, and Powell exponential examples. This addresses Issue #152 and Issue #156;
  • Updated roxygen version;
  • Updated maintainer email;
  • Deal with NA returns from parallel::detectCores() (contributed by @jeroen in PR #150);
  • Setup rhub v2 checks;
  • Update cmake installation instructions on Mac with brew (#146);
  • Allow use of equality constraints with COBYLA (#135);
  • Replaced the unit testing framework of testthat with tinytest (See Issue #136);
  • Brought coverage of is.nloptr to 100%. The only file not completely covered by unit tests is nloptr.c. The uncovered calls are error messages which get trapped by tests in R before the call gets to C;
  • Linted package for code correctness and consistency;
  • Updated vignette, DESCRIPTION, and NEWS;
  • Updated package website to use bootstrap 5;
  • Expanded unit tests: coverage now over 97% with no file below 90%;
  • Removed forcing C++11;
  • Added safety checks to C code;
  • Added many safety and efficiency enhancements to R code;
  • Most R code style made self-consistent;
  • Updated documentation and messages for accuracy and mathematical formatting
  • Updated Github actions;
  • Some bugfixes (e.g. in isres or the warning in nl.grad).

Please see the commit logs for more detailed descriptions of the changes.

nloptr 2.0.3

  • Improved compatibility on RHEL/CentOS by first searching for a cmake3 binary on the PATH (#104).
  • Improved backward compatibility with older versions of cmake (#119).

nloptr 2.0.2

This is a patch version in which:

  • I link to the nlopt library via nlopt/lib/libnlopt.a instead of -Lnlopt/lib -lnlopt when building nlopt from included sources to avoid potential mess where -lnlopt could look for the nlopt library in other places and possibly link with an existing too old system build of nlopt.

Additionally, we contacted Simon Urbanek for updating the nlopt recipe for macOS users so that it does now match the latest v2.7.1, which should avoid nlopt to be built on the fly on CRAN machines.

nloptr 2.0.1

This is a release mainly for increasing direct compatibility with most user cases. In details, here is the list of changes that have been made:

  • Update SystemRequirements description to make it clearer which minimal versions of cmake (>= 3.15.0) and nlopt (>= 2.7.0) are required (#100, @HenrikBengtsson).
  • End configuration sooner and louder if cmake is missing when needed with clearer message (#103, @eddelbuettel).
  • Ensure system-wide installation of cmake in the list of suggestions to install it when missing.
  • Update GHA scripts to latest versions.
  • Configure git to always use LF line endings for configure.ac file.
  • Add CI for R-devel on Windows with Rtools42.
  • Fix for compatibility with versions of R anterior to 4.0 (#111).
  • Look for a cmake3 binary in the current path before cmake for increasing compatibility with most RHEL/CentOS users (#104, @bhogan-mitre, @HenrikBengtsson).

nloptr 2.0.0

Major changes

  • Use CMake to build nlopt from included sources on macOS and on Linux if no system build of NLopt (>= 2.7.0) is found.
  • Update included sources of NLopt to latest version (2.7.1).
  • Put back the ability on Linux platforms to re-use an existing external build of NLopt instead of building from the included sources (contributed by Dirk Eddelbuettel, #88).
  • Now builds using NLopt from rwinlib on Windows current release (contributed by Jeroen Ooms, #92), or NLopt from Rtools42 on Windows devel (contributed by Tomas Kalibera).

Minor changes

  • Added a NEWS.md file to track changes to the package.
  • Use markdown in Roxygen documentation.
  • Added a logo and a proper nloptr website.
  • Added coverage.
  • Switch from Travis to Github Actions for CI.
  • Use Catch for unit testing C/C++ code.
  • Now tracking code coverage.
  • Update NLopt-related URLs following migration of NLopt website.
  • Fixed bug to avoid linking issues when using the C API via #include <nloptrAPI.h> in several source files.
  • Fix precision issue in test example hs071 (#81, @Tom-python0121).
  • Made NLopt algorithm NLOPT_GN_ESCH available from R interface (contributed by Xiongtao Dai).

nloptr 1.2.2 (29 February 2020)

26 February 2020:

  • Fixed warnings (as requested by CRAN): R CMD config variables 'CPP' and 'CXXCPP' are deprecated.

20 October 2018:

  • Exposed CCSAQ algorithm in R interface (contributed by Julien Chiquet).

nloptr 1.2.1 (03 October 2018)

  • Build process was changed to solve issues on several OS (many thanks to the CRAN maintainers).

nloptr 1.2.0 (30 September 2018)

21 April 2018:

  • Changed installation procedure. NLopt source code is now part of nloptr package and not downloaded separately during configure in Unix systems in case NLopt library cannot be found.
  • Registered NLopt C functions to be used by external R package and included C API.
  • Documentation is generated using roxygen.

25 September 2017:

  • Fixed a bug in auglag. BOBYQA is now allowed as local solver (thanks to Léo Belzile).

nloptr 1.1.0 (22 August 2016)

  • Fixed a bug that sometimes caused segmentation faults due to an uninitialized vector of tolerances for the inequality and/or equality constraints (thanks to Florian Schwendinger).

nloptr 1.0.9 (22 March 2015)

  • When the problem fails with error status 6 (NLOPT_MAXTIME_REACHED) and maxtime was not set to a positive number in the options, then nloptr tries a couple more times to solve the problem. This is a new approach that should solve the bug that NLopt sometimes exits a problem stating the maximum available time has been reached, even when no limit on the time has been set.
  • Changed warning to message in order to show that for consistency with the rest of the package the inequality sign in the functions auglag, cobyla, isres, mma, and slsqp will be switched from >= to <= in a future nloptr version.

nloptr 1.0.8 (22 February 2015)

  • Changed description in DESCRIPTION such that it does not start with the package name (as requested by CRAN).

nloptr 1.0.7 (14 February 2015)

  • Changed title field in DESCRIPTION to title case (as requested by CRAN).
  • Added donttest around example in mma documentation.

nloptr 1.0.6 (8 February 2015)

  • Updated description to better reflect installation procedure on Linux when NLopt is pre-installed (as requested by CRAN).

nloptr 1.0.5 (28 January 2015)

  • Added non-exported functions CFlags and LdFlags to be used in packages that want to link to the NLopt C library.
  • For consistency with the rest of the package the inequality sign in the functions auglag, cobyla, isres, mma, and slsqp will be switched from >= to <= in the next nloptr version. The current version of nloptr shows a warning when using these functions with inequality constraints. This warning can be turned off with options('nloptr.show.inequality.warning' = FALSE).

nloptr 1.0.4 (02 August 2014)

  • Increased version number to re-submit package to CRAN with CRLF line endings removed from configure and configure.ac.

nloptr 1.0.3 (25 July 2014)

  • Changed NLOPT_VERSION to 2.4.2 for Linux.
  • Changed nloptr.default.options from a data.frame to a function returning the data.frame.

nloptr 1.0.2 (25 July 2014)

  • Added configure script which tests for a system NLopt library via pkg-config and uses it if it is sufficiently recent (ie 2.4.*), and otherwise configure downloads, patches and builds the NLopt sources just how src/Makevars used to (thanks to Dirk Eddelbuettel).

nloptr 1.0.1 (05 May 2014)

  • All unit tests are now enabled and use the package testthat. Install the package with argument INSTALL_opt = "--install-tests" supplied to install.packages to install the tests. The tests can be run after installation with test_package('nloptr'). The testthat package needs to be installed and loaded to be able to run the tests.
  • Changed default value for maxtime option from 0.0 to -1.0. In some cases nloptr returned NLOPT_MAXTIME_REACHED without running any iterations with the default setting. This change solves this.
  • Replaced cat by message or warning. Messages can be suppressed by suppressMessages.

nloptr 1.0.0 (27 January 2014)

  • Merged wrappers from the nloptwrap package.

nloptr 0.9.6 (19 November 2013)

  • Added a line in Makevars to replace some code in NLopt to fix compilation on Solaris as requested by Brian Ripley.

nloptr 0.9.5 (12 November 2013)

  • Updated references from NLopt version 2.3 to NLopt version 2.4 in installation instructions in INSTALL.windows.
  • Added a line in Makevars that replaces some code related to type-casting in NLopt-2.4/isres/isres.c.
  • Changed encoding of src/nloptr.c from CP1252 to UTF-8.

nloptr 0.9.4 (09 November 2013)

  • Updated NLopt to version 2.4.
  • Changed tests to use unit testing package testthat (these are currently disabled).
  • Fixed a segfault that started to occur on the latest version of Ubuntu.
  • Slightly changed the build process (Removed -lstdc++ from linker statement. A file dummy.cpp (with C++ extension) is added to the source directory to ensure linking with C++. Thanks to Brian Ripley for bringing this up.)

nloptr 0.9.3 (31 July 2013)

  • Split lines longer than 100 characters in check.derivatives examples in two lines to comply with new package rules.
  • Moved vignettes from inst/doc to vignettes to comply with new package rules.
  • Removed dependency on apacite in vignette as an update of apacite on CRAN resulted in errors.

nloptr 0.9.2 (11 July 2013)

  • Made changes in bibtex file of documentation.
  • Removed CFLAGS, CXXFLAGS from Makevars.

nloptr 0.9.0

  • Introduced new print_level = 3. Shows values of controls (16 April 2012 on R-Forge).
  • Changed Makevars and Makevars.win to link to version 2.3 of NLopt compiled with --with-cxx option. This makes the StoGo algorithm available. (31 April 2013 on R-Forge).

nloptr 0.8.9 (18 November 2011)

  • Changed CRLF and CR line endings in src/Makevars to LF line endings to remove a warning from R CMD check.
  • Adopted some changes proposed by Brian Ripley to src/Makevars.win in order for nloptr to work with his new toolchain.

nloptr 0.8.8 (28 September 2011)

  • Updated src/Makevars to compile on Solaris.

nloptr 0.8.7 (24 September 2011)

  • Updated src/Makevars to compile on Solaris.

nloptr 0.8.6 (19 September 2011)

  • Updated src/Makevars to compile on Solaris.

nloptr 0.8.5 (03 September 2011)

  • Updated src/Makevars to compile a working binary for MacOS.

nloptr 0.8.4 (12 August 2011)

  • added new options:

    • data/nloptr.default.options.R: new file with a description of all options, mostly taken from the NLopt website (for internal use).
    • R/nloptr.print.options.R: function to show the description for a specific (set of) option(s). E.g. nloptr.print.options(option="maxeval"). nloptr.print.options() shows a description of all options if called without arguments.
    • added option to print a description of all options and their values (print_options_doc = TRUE/FALSE).
    • added option population to set the population of stochastic/global solvers (population = 1000).
    • added option ranseed which sets the random seed for stochastic solvers (ranseed = 3141). A value of 0 uses a random seed generated by system time.
    • option check_derivatives is no longer listed as a termination condition.
    • documented the option to set the tolerance of (in)equality constraints (tol_constraints_eq, tol_constraints_ineq).

  • tests/banana_global.R: new test file that uses the algorithms (CRS, ISRES, MLSL) and options ranseed and population.

  • src/nloptr.c: capture error codes from setting options.

  • R/nloptr.print.R: output gives 'optimal value of controls' when status = -4 (some error code), this is changed to 'current value of controls'.