minfx SVN archive

Minfx version 1.0.11.

This is a major feature release. Finally infinite target function values are handled. When
infinite values are encountered, the main optimisation loop is terminated. This also occurs in the
main outer loop of the Method of Multipliers and log-barrier constraint algorithms. This
termination condition prevents optimisation from continuing forever.

Missing import of numpy.inf used to terminate optimisation when infinite function values occur.

This should have been part of r177.

Added a check for an infinite target function value to the logarithmic barrier main loop.

The check in the optimisation main loop for infinite values is not sufficient for stopping the
constraint algorithms. The log-barrier constraint algorithm will continue forever even if the
optimisation sub loop terminates.

Added a check for an infinite target function value to the Method of Multiplers main loop.

The check in the optimisation main loop for infinite values is not sufficient for stopping the
constraint algorithms. The Augmented Lagrangian or Method of Multiplers algorithm will continue
forever even if the optimisation sub loop terminates.

Added a check for an infinite target function value to the main optimisation loop.

This is to prevent the problem that certain optimisation algorithms will continue indefinitely when
infinite target function values are encountered.

Updated the API documentation for minfx 1.0.10.

Updated the version numbers to 1.0.10.

Backported the 1.0.10 tag CHANGES file to trunk.

The command used was:
svn merge -r171:172 svn+ssh://bugman@.../svn/minfx/tags/1.0.10 .

Updated the CHANGES file for minfx 1.0.10.

Minfx version 1.0.10.

This is a major feature release which adds the gradient and Hessian of the log-barrier constraint
algorithm.