v0.5.1

Manopt v0.5.1

Diff since v0.5.0

Changed

• slightly improves the test for the ExponentialFamilyProjection text on the about page.

Added

• the proximal_point method.

Merged pull requests:

• Adjust text for ExponentialFamilyProjection.jl (#409) (@bvdmitri)
• Proximal Point Method (#410) (@kellertuer)

Closed issues:

• PPA on Stiefel (#252)

v0.5.0

Manopt v0.5.0

Diff since v0.4.69

This breaking release is mainly concerned with stability and usability

• all interfaces have been unified, especially orders of arguments and names of keywords
• for gradient rules like CG or average gradient, and stepsizes like the Armijo linesearch, specifying the manifold (yet again) is no longer necessary thanks to an idea from Dmtry
• the documentation has been reworked to using a glossary internally
• we now use Aqua.jl to avoid ambiguities
• we are back to supporting Julia 1.6 again after this rework as well.

For a full list of breaking changes see the Changelog.md.

Merged pull requests:

• Rework high level interfaces (#392) (@kellertuer)
• Rework presentation of keywords (#393) (@kellertuer)
• Bump tarides/changelog-check-action from 2 to 3 (#405) (@dependabot[bot])

Closed issues:

• Unify passing of optional parts of the objective in high-level solver interfaces (#381)
• Quasi-Newton update rules issues (#382)
• Initialise states based on point type already and not requiring an actual point (#400)
• Problems with quasi-newton and PositiveDefinite matrix (#401)

v0.4.69

Manopt v0.4.69

Diff since v0.4.68

Changed

• Improved performance of Interior Point Newton Method.

Merged pull requests:

• Improve performance of IPM (#404) (@mateuszbaran)

v0.4.68

Manopt v0.4.68

Diff since v0.4.67

Added

• an Interior Point Newton Method, the interior_point_newton
• a conjugate_residual Algorithm to solve a linear system on a tangent space.
• ArmijoLinesearch now allows for additional additional_decrease_condition and additional_increase_condition keywords to add further conditions to accept additional conditions when to accept an decreasing or increase of the stepsize.
• add a DebugFeasibility to have a debug print about feasibility of points in constrained optimisation employing the new is_feasible function
• add a InteriorPointCentralityCondition check that can be added for step candidates within the line search of interior_point_newton
• Add Several new functors
  • the LagrangianCost, LagrangianGradient, LagrangianHessian, that based on a constrained objective allow to construct the hessian objective of its Lagrangian
  • the CondensedKKTVectorField and its CondensedKKTVectorFieldJacobian, that are being used to solve a linear system within interior_point_newton
  • the KKTVectorField as well as its KKTVectorFieldJacobian and ``KKTVectorFieldAdjointJacobian`
  • the KKTVectorFieldNormSq and its KKTVectorFieldNormSqGradient used within the Armijo line search of interior_point_newton
• New stopping criteria
  • A StopWhenRelativeResidualLess for the conjugate_residual
  • A StopWhenKKTResidualLess for the interior_point_newton

Merged pull requests:

• The Riemannian Interior Point Newton Method (#399) (@kellertuer)

Closed issues:

• Refine storage of subsolver states (#403)

v0.4.67

Manopt v0.4.67

Diff since v0.4.66

Merged pull requests:

• fix typos (#398) (@spaette)
• max_stepsize improvements (#402) (@mateuszbaran)

Closed issues:

• typos (#397)

v0.4.66

Manopt v0.4.66

Diff since v0.4.65

Merged pull requests:

• Bundle method(s) patch (#396) (@hajg-ijk)

v0.4.65

Manopt v0.4.65

Diff since v0.4.64

Changed

• refactor stopping criteria to not store a sc.reason internally, but instead only
  generate the reason (and hence allocate a string) when actually asked for a reason.

Merged pull requests:

• CompatHelper: bump compat for DocumenterInterLinks to 1 for package docs, (keep existing compat) (#394) (@github-actions[bot])
• Refactor get_reason (#395) (@kellertuer)

Closed issues:

• Built-in stopping criterions allocate new error strings on each check, even when not required (#389)

v0.4.64

Manopt v0.4.64

Diff since v0.4.63

Added

• Remodel the constraints and their gradients into separate VectorGradientFunctions
  to reduce code duplication and encapsulate the inner model of these functions and their gradients
• Introduce a ConstrainedManoptProblem to model different ranges for the gradients in the
  new VectorGradientFunctions beyond the default NestedPowerRepresentation
• introduce a VectorHessianFunction to also model that one can provide the vector of Hessians
  to constraints
• introduce a more flexible indexing beyond single indexing, to also include arbitrary ranges
  when accessing vector functions and their gradients and hence also for constraints and
  their gradients.

Changed

• Remodel ConstrainedManifoldObjective to store an AbstractManifoldObjective
  internally instead of directly f and grad_f, allowing also Hessian objectives
  therein and implementing access to this Hessian
• Fixed a bug that Lanczos produced NaNs when started exactly in a minimizer, since we divide by the gradient norm.

Deprecated

• deprecate get_grad_equality_constraints(M, o, p), use get_grad_equality_constraint(M, o, p, :)
  from the more flexible indexing instead.

Merged pull requests:

• Modularise Constraints (#386) (@kellertuer)
• Fix Initial condition on Lanczos (#391) (@kellertuer)

Closed issues:

• Representing gradient of constraints as tangents on a power manifold (#185)
• Lanczos initial value shouldn't be zero (#390)

v0.4.63

Manopt v0.4.63

Diff since v0.4.62

Added

• :reinitialize_direction_update option for quasi-Newton behavior when the direction is not a descent one. It is now the new default for QuasiNewtonState.
• Quasi-Newton direction update rules are now initialized upon start of the solver with the new internal function initialize_update!.

Fixed

• ALM and EPM no longer keep a part of the quasi-Newton subsolver state between runs.

Changed

• Quasi-Newton solvers: :reinitialize_direction_update is the new default behavior in case of detection of non-descent direction instead of :step_towards_negative_gradient. :step_towards_negative_gradient is still available when explicitly set using the nondescent_direction_behavior keyword argument.

Merged pull requests:

• Bump julia-actions/cache from 1 to 2 (#387) (@dependabot[bot])
• :reinitialize_direction_update for quasi-Newton (#388) (@mateuszbaran)

v0.4.62

Manopt v0.4.62

Diff since v0.4.61

Changed

• bumped dependency of ManifoldsBase.jl to 0.15.9 and imported their numerical check functions. This changes the throw_error keyword used internally to a error= with a symbol.

Merged pull requests:

• Adapt to the new checks available in ManifoldsBase. (#385) (@kellertuer)