julianlsolvers / constrainedoptim.jl Goto Github PK

@pkofod can you enable Travis, Appveyor, and Codecov, please?

Here's a list of things that I believe we should focus on next. If anyone is interested in helping out here that would be very much appreciated.

Interface

• Enable value! et al. for the constraints in NLSolversBase top priority
• Add a quasi-Newton algorithm
• Update MathProgBase interface
• Add a Newton-Krylov scheme

Interior / IPNewton

• Support sparse Hessian and sparse constraint Jacobian top priority
• Figure out how to enable the autodiff-tests in constraints.jl again
• Move "show_linesearch` to Optim.options
• Rethink how to deal with allow_f_increases for constrained problems (it should "always" be allowed)
• There are lots of functions from Tim's PR that are not used anywhere. Figure out what to delete.

Linesearch

• Figure out how Tim inteded to use backtrack_constrained (only backtrack_constrained_grad works at the moment)
• Move line searches to LineSearches.jl (after we change the interface in LineSearches)

Testing

• Add more constrained optimization tests to OptimTestProblems
• Update OptimTests to work with ConstrainedOptim (We need sparse Hessian + Jacobian support before going all in on CUTEst problems)
• Compare against Ipopt