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2025-06-30 Alexios Galanos <alexios@4dscape.com>
* DESCRIPTION (Version): New version is 2.0.1
* Some fixes to csolnp_ms for cases when no convergence in any runs.
* Added equality function to feasible initialization of multi-start (previously ignored it).
* Fix for early exit (iter = 1 with error code = 1). Relates to resetting vs zeroing out
the lagrange multipliers. Added both a check and removed resetting (just zeroing out now).
* Fix to C++ KKT diagnostics (to account for upper and lower bounds on inequalities)
* Added a kkt_diagnose function with print method to output a quick diagnostic
of the KKT conditions.
* Updated HS test suite to problem 64 (target all 306 in future releases).
2025-06-18 Alexios Galanos <alexios@4dscape.com>
* DESCRIPTION (Version): New version is 2.0.0
* Added a C++ version of the solver which also optionally
takes functions for the analytic gradient and jacobians of
constraints. Numerical central difference functions are instead
constructed in the absence of any of these rather than using the
simple forward difference in the original code.
* Added a new test suite including tests from the Hock-Schittkowski 306 problem set
and a GARCH problem to the existing test suite.
* Added a problem standardization function to convert the SOLNP benchmark problems
to standard form in order to compare with other solvers.
* Converted package to use Roxygen
* Added a vignette
2022-01-18 Alexios Galanos <alexios@4dscape.com>
* DESCRIPTION (Version): New version is 1.17
* Enforce numeric on output of function to avoid warnings in some cases.
2015-07-02 Alexios Galanos <alexios@4dscape.com>
* DESCRIPTION (Version): New version is 1.16
* Fix to gosolnp for one parameter case thanks to
David Lawrence Miller.
* Fix to parallel gosolnp not passing multiple function
arguments (bug reported by Alex Karagiannis).
* rep argument in solnp.R had length rather than length.out (leading
to cases name conflict).
* Fix to pass new CRAN checks which only attach base.
2013-04-10 Alexios Galanos <alexios@4dscape.com>
* DESCRIPTION (Version): New version is 1.15
* Fixes to pass 3.0.0
2012-12-05 Alexios Galanos <alexios@4dscape.com>
* DESCRIPTION (Version): New version is 1.14
* Change to parallel functionality for gosolnp. Now makes use of the
parallel package where the user has to pass an initialized cluster
object (also fixes Windows paralllel functionality problems).
2012-05-22 Alexios Galanos <alexios@4dscape.com>
* DESCRIPTION (Version): New version is 1.13
* Fix to rtruncnorm call.
2012-05-22 Alexios Galanos <alexios@4dscape.com>
* DESCRIPTION (Version): New version is 1.12
* Fix to .onLoad in zzz.R
2011-07-15 Alexios Galanos <alexios@4dscape.com>
* DESCRIPTION (Version): New version is 1.11
* Added a penalty barrier function for use in the gosolnp random sampling and evaluation.
* New function startpars directly returns a set of starting parameters ranked according
to either a direct evaluation of the objective (excluding any inequality violations) else
a penalty barrier function comprising the objective and constraints.
2011-07-06 Alexios Galanos <alexios@4dscape.com>
* DESCRIPTION (Version): New version is 1.1
* Correction to bug when terminating without solution (introduced in last update).
2011-05-19 Alexios Galanos <alexios@4dscape.com>
* DESCRIPTION (Version): New version is 1.0-9
* Added more traps to catch errors in inverting the hessian during the inner step.
Convergence codes are now (0 - solution), (1 - maximum iterations without tolerance),
(2 - no convergence, failure to invert Hessian).
2011-01-03 Alexios Galanos <alexios@4dscape.com>
* DESCRIPTION (Version): New version is 1.0-8
* Parallel functionality changed in 'gosolnp' function to make use of both multicore and snowfall
packages (i.e. windows multicore functionality now possible). This also opens the possibility for
future extensions to use snowfall with Rmpi for cluster processing.
2010-10-01 Alexios Galanos <alexios@4dscape.com>
* DESCRIPTION (Version): New version is 1.0-7
* Some additional clarification in the documentation on the control parameters.
* Corrections to gosolnp checks on the inequality violations during random parameter generation
in the case of one-dimensional constraints (thanks to Matthieu Stigler).
* Convergence checks in the gosolnp with multiple restarts method to avoid exiting on failure from
solnp.
2010-09-22 Alexios Galanos <alexios@4dscape.com>
* DESCRIPTION (Version): New version is 1.0-6
* Correction to gosolnp bugs introduced in 1.0-5.
* Parameter vector (pars) now retains names across calls to fun, eqfun and ineqfun
(previously these were removed).
2010-09-03 Alexios Galanos <alexios@4dscape.com>
* DESCRIPTION (Version): New version is 1.0-5
* Trace parameter was not correctly passed to gosolnp. Also minor
corrections to trace parameter in solnp (i.e. warnings off).
2010-06-27 Alexios Galanos <alexios@4dscape.com>
* DESCRIPTION (Version): New version is 1.0-4
* Corrections to subnp function when single parameter passed
to solver (effectively added dimension arguments to 'diag'
function when updating the Hessian).
2010-03-20 Alexios Galanos <alexios@4dscape.com>
* DESCRIPTION (Version): New version is 1.0-3
* Corrections to documentation
2010-03-10 Stefan Theussl <stefan.theussl@wu.ac.at>
* DESCRIPTION (Version): New version is 1.0-2
* Correction to default solver control parameters
2010-03-05 Stefan Theussl <stefan.theussl@wu.ac.at>
* DESCRIPTION (Version): New version is 1.0-1
* CITATION file: added
2010-03-10 Alexios Galanos <alexios@4dscape.com>
* DESCRIPTION (Version): New version is 1.0
* Release version for CRAN
* Added a function to generate random starting parameters and allow
for multiple restarts of the solver.
* Some more benchmark problems to test the gosolnp function.
2009-09-15 Alexios Galanos <alexios@4dscape.com>
* DESCRIPTION (Version): New version is 0.3.
* Changes to function inputs and benchmark suite and method
of function evaluation.
* Minor Fixes
* More Checks to input functions
2009-05-21 Alexios Galanos <alexios@4dscape.com>
* DESCRIPTION (Version): New version is 0.2.
* Benchmark Problem suite created with more problems added.
2009-05-14 Alexios Galanos <alexios@4dscape.com>
* DESCRIPTION (Version): New version is 0.1.
* First upload of Rsolnp.
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