Stable v4.2.6

Changed:

• Configuration for the documentation build system.

Stable v4.2.5

Changed:

• Improved efficiency of parallel initialization: now all function evaluations in the initialization procedure (as well as restarts) are handled asynchronously, and optimization can start even if the initialization phase is not complete.

Added:

• Added parameter init_sample_increase_parallel to control how many additional samples should be generated in the initialization phase when running in parallel mode. This leads to increased efficiency of CPU usage.

Stable v4.2.3

Changed:

• Fixed bug in parallel optimization with a noisy objective function, that could lead to a crash in some situations (generally triggered by running on many threads).
• Slightly more efficient code to update some data structures in rbfopt_algorithm.

Stable v4.2.2

Changed:

• Fixed bug in the genetic algorithm when optimizing functions with categorical variables at the end of the list of variables.
• Updated documentation.

Stable v4.2.0

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.

stable v4.1.2

Added:

• Additional test functions and unit tests.

Changed:

• Better pickling with dill, if the package is installed.

Bugfixes:

• Fixed bug with uninitialized best_global_rbf_list when the linear system is singular.

stable v4.1.1

Bugfixes:

• Fixed bug with sample_size not being cast to integer and raising an error.

stable v4.1.0

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.

stable v4.0.3

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 now more compact.
• Improved management of failed/discarded iterations.

Bugfixes:

• Fixed bug in parallel optimizer when evaluating RBF model after restarts.

stable v4.0.2

Added:

• Detailed user manual.
• Improved testing tools.

Changed:

• Smaller formulation for the noisy interpolation models.
• Improved stability of the restoration step.

Bugfixes:

• Fixed bug in node deletion in rbfopt_algorithm.
• Fixed infinite loop when testing multiprocessing on Windows.
• Fixed unexpected exit in restoration phase.