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CHANGELOG
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CHANGELOG
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2020-08-13 Giacomo Nannicini <[email protected]>
Version 4.2.1 released.
* rbfopt_settings.py (set_auto_parameters): fixed bug that turned
on affine scaling on certain conditions.
* rbfopt_utils.py (get_lhd_maximin_points, get_lhd_corr_points):
fixed bug that modified bounds on integer variables.
* Changed:
rbfopt_utils.transform_domain() functions now require list of
integer variables as one of the arguments.
2020-06-26 Giacomo Nannicini <[email protected]>
Version 4.2.0 released.
* Added:
Support for categorical variables (variable type 'C', in addition
to 'R' for real and 'I' for integer). These variables are treated
differently from integer variables, but they still need to have
lower and upper bounds; e.g., a categorical variable with bounds
[0, 2] can take on 3 possible values: 0, 1, 2.
* Changed:
Renamed parameter names starting with 'tr' to 'ref', for better
consistency with the literature.
2019-04-08 Giacomo Nannicini <[email protected]>
Version 4.1.1 released.
* rbfopt_utils.py (initialize_nodes): fixed bug with sample_size
not cast to integer.
2019-03-14 Giacomo Nannicini <[email protected]>
Version 4.1.0 released.
* Added:
Finer control of the optimization process, via several options:
init_include_midpoint, init_sample_fraction, do_local_search.
* Changed:
More efficient initialization phase, requiring fewer points.
2019-03-05 Giacomo Nannicini <[email protected]>
* rbfopt_utils.py (initialize_nodes): more flexibility in choosing
the number of sample points, and adding the midpoint.
* rbfopt_utils.py (init_points_cleanup): added function to
eliminate duplicate points in initialization.
* rbfopt_algorithm.py (RbfoptAlgorithm): added several ways to
customize the search: early start, skipping local search.
* rbfopt_settings.py: added options init_include_midpoint,
init_sample_fraction, do_local_search.
2018-10-06 Giacomo Nannicini <[email protected]>
Version 4.0.3 released.
* Added:
More ways for the user to control the initial points and
optimization process.
Ability to control debug messages from solvers.
* Changed:
Format of the output log is more compact.
Improved management of failed/discarded iterations.
2018-09-23 Giacomo Nannicini <[email protected]>
* rbfopt_algorithm.py (update_log): changed log format.
* rbfopt_algorithm.py (RbfoptAlgorithm): constructor now accepts
do_init_strategy option.
* rbfopt_algorithm.py (restart): added distance check for
user-provided points.
* rbfopt_settings.py : added options max_cycles and
thresh_unlimited_refinement_stalled.
2018-08-29 Giacomo Nannicini <[email protected]>
* rbfopt_algorithm.py (restoration_search_parallel): deleted.
* rbfopt_algorithm.py (optimize_parallel): solved bug in parallel
optimizer when evaluating RBF model (for temp_node_pos) after
restarts.
* rbfopt_algorithm.py (discarded_list): discarded points are now
evaluated on a rolling basis.
2018-05-25 Giacomo Nannicini <[email protected]>
Version 4.0.2 released.
* Added:
Detailed user manual.
Improved testing tools.
* Changed:
Smaller formulation for the noisy interpolation models.
Improved stability of the restoration step.
2018-05-24 Giacomo Nannicini <[email protected]>
* rbfopt_algorithm.py (refinement_step): fixed bug in node
deletion.
* rbfopt_degreeX_models.py: reduced size of noisy interpolation
models.
* tests/test_rbfopt_algorithm.py: now only contains relatively
fast tests; the slow tests have been isolated and are not run by
default.
* setup.cfg: added for fine-grained test definition.
* setup.py: fixed possible infinite loop on Windows when using
multiprocessing.
2018-03-09 Giacomo Nannicini <[email protected]>
Version 4.0.1 released.
* rbfopt_user_black_box.py: fixed naming of abstract methods.
2017-09-05 Giacomo Nannicini <[email protected]>
Version 4.0.0 released. List of major changes:
* Added:
Option max_cross_validations to limit the total number of cross
validations performed.
* Changed:
Improved numerical stability for nonlinear models in Gutmann's
algorithm.
Cross validation now uses Gaussian RBFs and different values of
the shape parameter.
2017-08-31 Giacomo Nannicini <[email protected]>
* rbfopt_cl_interface.py, rbfopt_test_interface.py, __init__.py:
Set environment variable OMP_NUM_THREADS=1 to avoid problems with
OpenBLAS parallel optimizer.
* README: Updated documentation to reflect above change.
2017-08-24 Giacomo Nannicini <[email protected]>
Version 4.0.0 alpha. List of major changes:
* Added:
Support for Gaussian radial basis function
(rbfopt_degreem1_models).
Automatic selection of the shape parameter
(rbfopt_utils.get_best_rbf_model)
* Changed:
(RbfoptBlackBox) interface now requires returning var_type instead
of a list of integer vars.
(RbfoptBlackBox.evaluate_fast) is now called evaluate_noisy, and
requires returning an estimate of the error.
2017-08-22 Giacomo Nannicini <[email protected]>
List of major changes:
* Added:
Installation script setup.py.
Class to construct RbfoptBlackBox from user data
(rbfopt_user_black_box).
The shape of the multiquadric RBF can now be set at runtime using
the rbf_shape_parameter option in RbfoptSettings.
The path to the solvers bonmin and ipopt can now be set at runtime
using minlp_solver_path and nlp_solver_path in RbfoptSettings.
* Changed:
Directory structure reorganized to allow installation as a module
in Python's site-packages.
(rbfopt_black_box) BlackBox renamed to RbfoptBlackBox.
(rbfopt_cl_interface.py) is now a script and accepts reading
black-box definitions from a path.
(rbfopt_test_interface.py) is now a script.
Documentation and examples are now distributed within the rbfopt
module.
README updated with new installation instructions and minimal
examples.
* Removed:
Module rbfopt_config is no longer necessary.
2017-08-18 Giacomo Nannicini <[email protected]>
Version 3.0.2 released. List of major changes:
* Added:
Model improvement search for refinement phase.
* Changed:
Refinement phase now happens regardless of finding an improved
solution.
Pyomo models changed for numerical stability with default Ipopt
and Bonmin as downloaded from AMPL's website.
2017-06-26 Giacomo Nannicini <[email protected]>
Version 3.0.1 released. List of major changes:
* Changed:
Faster and improved refinement phase.
Several default settings have been changed to exploit the
refinement phase further.
Fixed bug in parallel optimizer.
2017-06-14 Giacomo Nannicini <[email protected]>
* rbfopt_refinement (init_trust_region): Now uses only n+1 points
rather 2n+1 for the initial trust region model.
* rbfopt_settings.py (RbfoptSettings): Changed default settings
for eps_impr, refinement_frequency, max_stalled_cycles to favor
local search.
* rbfopt_algorithm.py (optimize_parallel): Fixed bug that could
occur in parallel optimizer when many consecutive refinement
steps failed on integer problems.
2017-06-09 Giacomo Nannicini <[email protected]>
Version 3.0.0 released. List of major changes:
* Added:
Refinement phase for improved local search: see option
refinement_frequency and new options that start with tr_.
Support for Python 3.
* Changed:
OptAlgorithm is now called RbfoptAlgoritm.
RbfSettings is now called RbfoptSettings.
Automatic model selection is now active by default, using fast
linear algebra routines.
Rbf functions in module rbfopt_utils now use Numpy, triggering
several code optimization changes and major improvement in
iteration speed.
Several default settings have been changed.
* Removed:
Module rbfopt_model_selection is no longer necessary.
Option model_selection_solver is no longer necessary.
Option max_stalled_obj_fun_impr is subsumed by eps_impr.
Cython modules and setup.py have been removed.
2017-06-08 Giacomo Nannicini <[email protected]>
* rbfopt_utils.py (get_model_quality_estimate)
(get_best_rbf_model): Functions moved to this module from the
former model_selection module.
* rbfopt_model_selection.py: Module removed.
* rbfopt_settings.py (RbfoptSettings): Many default settings have
been updated, most notably rbf is now set to auto, and some
settings have been deleted.
2017-06-03 Giacomo Nannicini <[email protected]>
* rbfopt_utils.py: Major optimizations in the computation of
radial basis functions.
* setup.py: File removed, since there is no longer a speed
advantage using Cython and compilation is therefore not necessary.
2017-05-31 Giacomo Nannicini <[email protected]>
* rbfopt_refinement.py: The module provides functions to
periodically run a trust-region based refinement phase. This is
only supported for the serial search engine, at the moment.
* rbfopt_settings.py (max_consecutive_local_searches): This
parameter has been removed.
* rbfopt_settings.py (RbfoptSettings): The class RbfSettings was
renamed RbfoptSettings.
* rbfopt_algorithm.py (RbfoptAlgorithm): The class OptAlgorithm
was renamed RbfoptAlgorithm.
2017-05-22 Giacomo Nannicini <[email protected]>
Upgraded code to support Python 3.
2017-03-15 Giacomo Nannicini <[email protected]>
Version 2.1 released.
* requirements.txt: Updated requirements.
* setup.py: Improved build system on Windows.
2017-02-16 Giacomo Nannicini <[email protected]>
* rbfopt_algorithm.py (optimize_serial, optimize_parallel): The
algorithm now checks if points generated after restart have been
explored before restart. If so, it uses the previously evaluated
value.
* rbfopt_settings.py (max_consecutive_discarded): This setting is
now intended to be per cpu, i.e. the actual value is obtained
multiplying by the number of CPUs.
2017-02-09 Giacomo Nannicini <[email protected]>
Major changes with the introduction of Numpy and Cython.
* rbfopt_aux_problems.py (get_min_bump_node, get_bump_new_node):
These functions are moved to aux_problems from utils, to allow
faster performance using Cython.
* rbfopt_utils.pyx, rbfopt_aux_problems.pyx: Hybrid Python/C
version of these modules. At the moment only the RBF functions are
written in real C.
* setup.py: Created, for automatic compilation in Cython.
2016-10-02 Giacomo Nannicini <[email protected]>
* rbfopt_cl_interface.py (register_options): Options are now
grouped into Algorithmic settings and Execution settings.
* rbfopt_cl_interface.py (rbfopt_cl_interface): Added option to
read initialization points from file.
* rbfopt_algorithm.py (restart): Now adds user-provided points to
the initial sample. It is no longer possible to provide a full
initial sample to the algorithm, and employ user-provided points
instead of the generated sample.
2016-07-25 Giacomo Nannicini <[email protected]>
Version 2.0 released.
* rbfopt_aux_problems.py (global_search, pure_global_search):
Restructured to allow for 'genetic', 'sampling' and 'solver'
solution methods..
* rbfopt_aux_problem.py (MetricSRSMObj): The option
modified_msrsm_score now determines the weight for the objective
function component of the score: the classical MSRSM is obtained
setting it to False, the default is True.
2016-07-20 Giacomo Nannicini <[email protected]>
Removed the possibility of setting integer_vars to None. It now
has to be empty if there are no integer variables.
The argument integer_vars now always appears immediately after
var_upper.
* rbfopt_algorithm.py (__init__): Resolved a bug in handling fixed
variables with integer variables.
* rbfopt_aux_algorithm.py (GutmannHkObj): Improved numerical
stability of formulas.
2016-07-19 Giacomo Nannicini <[email protected]>
* rbfopt_settings.py: Added global_search_method option to allow
for solution of auxiliary subproblems not based on solvers.
* rbfopt_aux_problems.py (ga_optimize, ga_mate, ga_mutate): New
functions for genetic algorithm, which can be used instead of the
solvers.
* rbfopt_aux_problems.py (MetricSRSMObj): Reworked for faster
computation.
* rbfopt_aux_problem.py (MaximinDistanceObj, GutmannHkObj)
(GutmannMukObj): New classes to allow solution of auxiliary
problems via genetic algorithms.
2016-07-14 Giacomo Nannicini <[email protected]>
Updated dependency to Pyomo 4.3.11388.
* rbfopt_config.py: Added MINLP_SOLVER_PATH and NLP_SOLVER_PATH
options.
* rbfopt_aux_problems.py: Now use PATH option.
* rbfopt_algorithm.py: Using binary mode to load/save state files
to fix issues on Windows.
2016-05-05 Giacomo Nannicini <[email protected]>
* rbfopt_settings.py: Added save_state_interval and
save_state_file settings.
* rbfopt_algorithm.py (optimize_serial, optimize_parallel):
Supports periodic state save according to the two options above.
2016-04-20 Giacomo Nannicini <[email protected]>
* rbfopt_algorithm.py (__init__, optimize): Fixed variables no
longer cause numerical issues and are correctly handled.
2016-03-17 Giacomo Nannicini <[email protected]>
* rbfopt_algorithm.py (update_log): Log file format change to fit
within 80 characters, and print elapsed time.
2016-03-16 Giacomo Nannicini <[email protected]>
* rbfopt_algorithm.py (OptAlgorithm.optimize_parallel): Added
parallel version of the optimization engine.
* rbfopt_algorithm.py (OptAlgorithm.optimize_serial): Code for the
serial (standard) optimizer was moved here.
* rbfopt_algorithm.py (optimize): Now simply redirects to either
the serial or parallel version.
* rbfopt_black_box.py (BlackBox): Added abstract class to define a
black box optimization problem.
* rbfopt_black_box_example.py (BlackBox): Added an example of an
implementation of the BlackBox abstract class.
* rbfopt_utils.py: Added several utility functions for parallel
optimization.
* README: Documentation updated to discuss the parallel optimizer.
2016-03-07 Giacomo Nannicini <[email protected]>
* rbfopt_algorithm.py (OptAlgorithm): Added class for optimization
algorithm. Allows saving/loading algorithm state.
* rbfopt.py (rbf_optimize): Now simply redirects to OptAlgorithm.
2016-02-28 Giacomo Nannicini <[email protected]>
* test_rbfopt.py: Moved to tests/rbfopt_test_interface.py.
* tests/: Added unit tests for all modules to documentation.
* rbfopt.py (rbf_optimize): Several buxfixes.
* rbfopt_utils.py (several functions): Several bugfixes.
Version 1.2.0 released.
2015-11-21 Giacomo Nannicini <[email protected]>
* rbfopt.py (rbf_optimize): Implementation of Metric SRSM method.
* rbfopt_utils.py: Performance improvements. Bulk version of some
utility functions (bulk_evaluate_rbf, bulk_get_min_distance).
* rbfopt_aux_problems.py (maximize_one_over_mu): Renamed to
pure_global_search.
* rbfopt_aux_problems.py (maximize_h_k): Renamed to global_search.
* rbfopt_aux_problems.py (MetricSRSMObj): New class to support the
Metric SRSM method.
2015-10-26 Giacomo Nannicini <[email protected]>
* README: Updated installation instructions for Windows systems.
2015-09-23 Giacomo Nannicini <[email protected]>
* rbfopt.py (rbf_optimize): Minor bug fixing and performance
improvements in handling the noisy oracle.
2015-07-29 Giacomo Nannicini <[email protected]>
* rbfopt_model_selection.py: Introduced stand-alone module for
model selection. Increased efficiency of cross-validation via LPs
solved with Cplex or Clp.
* rbfopt_settings.py (RbfSettings): Introduced unpacking of
parameters from dictionary.
* rbfopt_settings.py (RbfSettings): skip_targetval_clipping
flipped and renamed to targetval_clipping.
* rbfopt_cl_interface.py (rbfopt_cl_interface): Switched to
dictionary to pass algorithmic parameters.
* test_rbfopt: Switched to dictionary to pass algorithmic
parameters.
Version 1.1.0 released.
2015-07-17 Giacomo Nannicini <[email protected]>
Switch to Pyomo 4. The relevant files have been updated to use the
pyomo module rather than coopr.
2015-06-23 Giacomo Nannicini <[email protected]>
* rbfopt_settings.py (RbfSettings): Added log_scaling_threshold
option. Moved RbfSettings here from the rbfopt module.
* rbfopt.py (rbf_optimize): Improved automatic function
scaling. Improved efficiencyhen skipping infstep.
* rbfopt_cl_interface.py (register_options): Parameters are now
read automatically from the rbfopt_settings module.
2015-06-11 Giacomo Nannicini <[email protected]>
* black_box.py: Introduced class BlackBox as a wrapper around the
black-box methods.
Improved docstrings following NumPy's format.
Added documentation in the doc/ directory.
Version 1.0.2 released.
2015-06-03 Giacomo Nannicini <[email protected]>
* rbfopt.py (rbf_optimize): Better printout of initialization
points.
2015-05-17 Giacomo Nannicini <[email protected]>
* rbfopt_cl_interface.py: Added module for command line interface.
* rbfopt_utils.py (initialize_nodes): Added test for linear
independence of the generated points.
* test_rbfopt.py (test_rbfopt): Function removed.
* test_rbfopt.py: Module restructured to integrate with
rbfopt_cl_interface.py.
Version 1.0.1 released.
2015-05-03 Giacomo Nannicini <[email protected]>
* rbfopt.py (RbfSettings): Added print_solver_output option.
* rbfopt_aux_problems: Added support for print_solver_output.
* rbfopt_aux_problems (maximize_h_k): Added initialization of
auxiliary variables for the problem.
* test_functions: Added several MINLP functions.
2014-12-05 Giacomo Nannicini <[email protected]>
Version 1.0 released.
2014-11-19 Giacomo Nannicini <[email protected]>
* rbfopt.py (rbf_optimize): Added support for redirection of
output stream in rbfopt.py.
* rbfopt_utils.py (transform_function_values): Fixed division by
zero bug when fmin is zero.
2014-11-05 Giacomo Nannicini <[email protected]>
* rbfopt_utils.py (transform_function_values): Fixed misspelled
keyword 'a ffine'.
2014-09-24 Giacomo Nannicini <[email protected]>
Version 0.9 released.