Merge branch 'master' into mbaran/manopt

SciML · Oct 25, 2023 · 129aefc · 129aefc
2 parents 1717303 + 461d002
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diff --git a/.JuliaFormatter.toml b/.JuliaFormatter.toml
@@ -1 +1,2 @@
 style = "sciml"
+format_markdown = true
diff --git a/.github/dependabot.yml b/.github/dependabot.yml
@@ -0,0 +1,7 @@
+# https://docs.github.com/github/administering-a-repository/configuration-options-for-dependency-updates
+version: 2
+updates:
+  - package-ecosystem: "github-actions"
+    directory: "/" # Location of package manifests
+    schedule:
+      interval: "weekly"
diff --git a/.github/workflows/CI.yml b/.github/workflows/CI.yml
@@ -3,9 +3,13 @@ on:
   pull_request:
     branches:
       - master
+    paths-ignore:
+      - 'docs/**'
   push:
     branches:
       - master
+    paths-ignore:
+      - 'docs/**'
 jobs:
   test:
     runs-on: ubuntu-latest
@@ -28,18 +32,19 @@ jobs:
           - OptimizationNOMAD
           - OptimizationOptimJL
           - OptimizationOptimisers
+          - OptimizationPRIMA
           - OptimizationQuadDIRECT
           - OptimizationSpeedMapping
           - OptimizationPolyalgorithms
         version:
           - '1'
           - '1.6'
     steps:
-      - uses: actions/checkout@v2
+      - uses: actions/checkout@v4
       - uses: julia-actions/setup-julia@v1
         with:
           version: ${{ matrix.version }}
-      - uses: actions/cache@v1
+      - uses: actions/cache@v3
         env:
           cache-name: cache-artifacts
         with:

diff --git a/.github/workflows/Documentation.yml b/.github/workflows/Documentation.yml
@@ -11,7 +11,7 @@ jobs:
   build:
     runs-on: ubuntu-latest
     steps:
-      - uses: actions/checkout@v2
+      - uses: actions/checkout@v4
       - uses: julia-actions/setup-julia@latest
         with:
           version: '1'

diff --git a/.github/workflows/Downstream.yml b/.github/workflows/Downstream.yml
@@ -22,14 +22,14 @@ jobs:
           - {user: SciML, repo: ModelingToolkit.jl, group: All}
 
     steps:
-      - uses: actions/checkout@v2
+      - uses: actions/checkout@v4
       - uses: julia-actions/setup-julia@v1
         with:
           version: ${{ matrix.julia-version }}
           arch: x64
       - uses: julia-actions/julia-buildpkg@latest
       - name: Clone Downstream
-        uses: actions/checkout@v2
+        uses: actions/checkout@v4
         with:
           repository: ${{ matrix.package.user }}/${{ matrix.package.repo }}
           path: downstream
@@ -51,6 +51,6 @@ jobs:
             exit(0)  # Exit immediately, as a success
           end
       - uses: julia-actions/julia-processcoverage@v1
-      - uses: codecov/codecov-action@v1
+      - uses: codecov/codecov-action@v3
         with:
           file: lcov.info
diff --git a/.github/workflows/FormatCheck.yml b/.github/workflows/FormatCheck.yml
@@ -21,7 +21,7 @@ jobs:
         with:
           version: ${{ matrix.julia-version }}
 
-      - uses: actions/checkout@v1
+      - uses: actions/checkout@v4
       - name: Install JuliaFormatter and format
         # This will use the latest version by default but you can set the version like so:
         #

diff --git a/.github/workflows/Invalidations.yml b/.github/workflows/Invalidations.yml
@@ -19,12 +19,12 @@ jobs:
     - uses: julia-actions/setup-julia@v1
       with:
         version: '1'
-    - uses: actions/checkout@v3
+    - uses: actions/checkout@v4
     - uses: julia-actions/julia-buildpkg@v1
     - uses: julia-actions/julia-invalidations@v1
       id: invs_pr
 
-    - uses: actions/checkout@v3
+    - uses: actions/checkout@v4
       with:
         ref: ${{ github.event.repository.default_branch }}
     - uses: julia-actions/julia-buildpkg@v1

diff --git a/.gitignore b/.gitignore
@@ -1,3 +1,5 @@
 .DS_Store
-/Manifest.toml
+Manifest.toml
 /dev/
+/docs/build/
+.vscode
diff --git a/Project.toml b/Project.toml
@@ -1,11 +1,13 @@
 name = "Optimization"
 uuid = "7f7a1694-90dd-40f0-9382-eb1efda571ba"
-version = "3.10.0"
+version = "3.19.3"
 
 [deps]
-ArrayInterfaceCore = "30b0a656-2188-435a-8636-2ec0e6a096e2"
+ADTypes = "47edcb42-4c32-4615-8424-f2b9edc5f35b"
+ArrayInterface = "4fba245c-0d91-5ea0-9b3e-6abc04ee57a9"
 ConsoleProgressMonitor = "88cd18e8-d9cc-4ea6-8889-5259c0d15c8b"
 DocStringExtensions = "ffbed154-4ef7-542d-bbb7-c09d3a79fcae"
+LinearAlgebra = "37e2e46d-f89d-539d-b4ee-838fcccc9c8e"
 Logging = "56ddb016-857b-54e1-b83d-db4d58db5568"
 LoggingExtras = "e6f89c97-d47a-5376-807f-9c37f3926c36"
 Pkg = "44cfe95a-1eb2-52ea-b672-e2afdf69b78f"
@@ -17,18 +19,42 @@ SciMLBase = "0bca4576-84f4-4d90-8ffe-ffa030f20462"
 SparseArrays = "2f01184e-e22b-5df5-ae63-d93ebab69eaf"
 TerminalLoggers = "5d786b92-1e48-4d6f-9151-6b4477ca9bed"
 
+[weakdeps]
+Enzyme = "7da242da-08ed-463a-9acd-ee780be4f1d9"
+FiniteDiff = "6a86dc24-6348-571c-b903-95158fe2bd41"
+ForwardDiff = "f6369f11-7733-5829-9624-2563aa707210"
+ModelingToolkit = "961ee093-0014-501f-94e3-6117800e7a78"
+ReverseDiff = "37e2e3b7-166d-5795-8a7a-e32c996b4267"
+SparseDiffTools = "47a9eef4-7e08-11e9-0b38-333d64bd3804"
+Symbolics = "0c5d862f-8b57-4792-8d23-62f2024744c7"
+Tracker = "9f7883ad-71c0-57eb-9f7f-b5c9e6d3789c"
+Zygote = "e88e6eb3-aa80-5325-afca-941959d7151f"
+
+[extensions]
+OptimizationEnzymeExt = "Enzyme"
+OptimizationFiniteDiffExt = "FiniteDiff"
+OptimizationForwardDiffExt = "ForwardDiff"
+OptimizationMTKExt = "ModelingToolkit"
+OptimizationReverseDiffExt = "ReverseDiff"
+OptimizationSparseDiffExt = ["SparseDiffTools", "Symbolics", "ReverseDiff"]
+OptimizationTrackerExt = "Tracker"
+OptimizationZygoteExt = "Zygote"
+
 [compat]
-ArrayInterface = "6"
-ArrayInterfaceCore = "0.1.1"
+ADTypes = "0.1.5, 0.2"
+ArrayInterface = "6, 7"
 ConsoleProgressMonitor = "0.1"
 DocStringExtensions = "0.8, 0.9"
+Enzyme = "0.11.2"
 LoggingExtras = "0.4, 0.5, 1"
 ProgressLogging = "0.1"
 Reexport = "0.2, 1.0"
 Requires = "1.0"
-SciMLBase = "1.61"
+SciMLBase = "1.79.0, 2"
+Symbolics = "5"
 TerminalLoggers = "0.1"
 julia = "1.6"
 
 [extras]
-ArrayInterface = "4fba245c-0d91-5ea0-9b3e-6abc04ee57a9"
+Enzyme = "7da242da-08ed-463a-9acd-ee780be4f1d9"
+Symbolics = "0c5d862f-8b57-4792-8d23-62f2024744c7"
diff --git a/README.md b/README.md
@@ -6,9 +6,11 @@
 [![codecov](https://codecov.io/gh/SciML/Optimization.jl/branch/master/graph/badge.svg)](https://codecov.io/gh/SciML/Optimization.jl)
 [![Build Status](https://github.com/SciML/Optimization.jl/workflows/CI/badge.svg)](https://github.com/SciML/Optimization.jl/actions?query=workflow%3ACI)
 
-[![ColPrac: Contributor's Guide on Collaborative Practices for Community Packages](https://img.shields.io/badge/ColPrac-Contributor's%20Guide-blueviolet)](https://github.com/SciML/ColPrac)
+[![ColPrac: Contributor's Guide on Collaborative Practices for Community Packages](https://img.shields.io/badge/ColPrac-Contributor%27s%20Guide-blueviolet)](https://github.com/SciML/ColPrac)
 [![SciML Code Style](https://img.shields.io/static/v1?label=code%20style&message=SciML&color=9558b2&labelColor=389826)](https://github.com/SciML/SciMLStyle)
 
+[![DOI](https://zenodo.org/badge/DOI/10.5281/zenodo.7738525.svg)](https://doi.org/10.5281/zenodo.7738525)
+
 Optimization.jl is a package with a scope that is beyond your normal global optimization
 package. Optimization.jl seeks to bring together all of the optimization packages
 it can find, local and global, into one unified Julia interface. This means, you
@@ -23,25 +25,27 @@ Assuming that you already have Julia correctly installed, it suffices to import
 Optimization.jl in the standard way:
 
 ```julia
-import Pkg; Pkg.add("Optimization")
+using Pkg
+Pkg.add("Optimization")
 ```
+
 The packages relevant to the core functionality of Optimization.jl will be imported
 accordingly and, in most cases, you do not have to worry about the manual
 installation of dependencies. Below is the list of packages that need to be
 installed explicitly if you intend to use the specific optimization algorithms
 offered by them:
 
-- OptimizationBBO for [BlackBoxOptim.jl](https://github.com/robertfeldt/BlackBoxOptim.jl)
-- OptimizationEvolutionary for [Evolutionary.jl](https://github.com/wildart/Evolutionary.jl) (see also [this documentation](https://wildart.github.io/Evolutionary.jl/dev/))
-- OptimizationGCMAES for [GCMAES.jl](https://github.com/AStupidBear/GCMAES.jl)
-- OptimizationMOI for [MathOptInterface.jl](https://github.com/jump-dev/MathOptInterface.jl) (usage of algorithm via MathOptInterface API; see also the API [documentation](https://jump.dev/MathOptInterface.jl/stable/))
-- OptimizationMetaheuristics for [Metaheuristics.jl](https://github.com/jmejia8/Metaheuristics.jl) (see also [this documentation](https://jmejia8.github.io/Metaheuristics.jl/stable/))
-- OptimizationMultistartOptimization for [MultistartOptimization.jl](https://github.com/tpapp/MultistartOptimization.jl) (see also [this documentation](https://juliahub.com/docs/MultistartOptimization/cVZvi/0.1.0/))
-- OptimizationNLopt for [NLopt.jl](https://github.com/JuliaOpt/NLopt.jl) (usage via the NLopt API; see also the available [algorithms](https://nlopt.readthedocs.io/en/latest/NLopt_Algorithms/))
-- OptimizationNOMAD for [NOMAD.jl](https://github.com/bbopt/NOMAD.jl) (see also [this documentation](https://bbopt.github.io/NOMAD.jl/stable/))
-- OptimizationNonconvex for [Nonconvex.jl](https://github.com/JuliaNonconvex/Nonconvex.jl) (see also [this documentation](https://julianonconvex.github.io/Nonconvex.jl/stable/))
-- OptimizationQuadDIRECT for [QuadDIRECT.jl](https://github.com/timholy/QuadDIRECT.jl)
-- OptimizationSpeedMapping for [SpeedMapping.jl](https://github.com/NicolasL-S/SpeedMapping.jl) (see also [this documentation](https://nicolasl-s.github.io/SpeedMapping.jl/stable/))
+  - OptimizationBBO for [BlackBoxOptim.jl](https://github.com/robertfeldt/BlackBoxOptim.jl)
+  - OptimizationEvolutionary for [Evolutionary.jl](https://github.com/wildart/Evolutionary.jl) (see also [this documentation](https://wildart.github.io/Evolutionary.jl/dev/))
+  - OptimizationGCMAES for [GCMAES.jl](https://github.com/AStupidBear/GCMAES.jl)
+  - OptimizationMOI for [MathOptInterface.jl](https://github.com/jump-dev/MathOptInterface.jl) (usage of algorithm via MathOptInterface API; see also the API [documentation](https://jump.dev/MathOptInterface.jl/stable/))
+  - OptimizationMetaheuristics for [Metaheuristics.jl](https://github.com/jmejia8/Metaheuristics.jl) (see also [this documentation](https://jmejia8.github.io/Metaheuristics.jl/stable/))
+  - OptimizationMultistartOptimization for [MultistartOptimization.jl](https://github.com/tpapp/MultistartOptimization.jl) (see also [this documentation](https://juliahub.com/docs/MultistartOptimization/cVZvi/0.1.0/))
+  - OptimizationNLopt for [NLopt.jl](https://github.com/JuliaOpt/NLopt.jl) (usage via the NLopt API; see also the available [algorithms](https://nlopt.readthedocs.io/en/latest/NLopt_Algorithms/))
+  - OptimizationNOMAD for [NOMAD.jl](https://github.com/bbopt/NOMAD.jl) (see also [this documentation](https://bbopt.github.io/NOMAD.jl/stable/))
+  - OptimizationNonconvex for [Nonconvex.jl](https://github.com/JuliaNonconvex/Nonconvex.jl) (see also [this documentation](https://julianonconvex.github.io/Nonconvex.jl/stable/))
+  - OptimizationQuadDIRECT for [QuadDIRECT.jl](https://github.com/timholy/QuadDIRECT.jl)
+  - OptimizationSpeedMapping for [SpeedMapping.jl](https://github.com/NicolasL-S/SpeedMapping.jl) (see also [this documentation](https://nicolasl-s.github.io/SpeedMapping.jl/stable/))
 
 ## Tutorials and Documentation
 
@@ -54,36 +58,34 @@ the documentation, which contains the unreleased features.
 
 ```julia
 using Optimization
-rosenbrock(x,p) =  (p[1] - x[1])^2 + p[2] * (x[2] - x[1]^2)^2
+rosenbrock(x, p) = (p[1] - x[1])^2 + p[2] * (x[2] - x[1]^2)^2
 x0 = zeros(2)
-p  = [1.0,100.0]
+p = [1.0, 100.0]
 
-prob = OptimizationProblem(rosenbrock,x0,p)
+prob = OptimizationProblem(rosenbrock, x0, p)
 
 using OptimizationOptimJL
-sol = solve(prob,NelderMead())
-
+sol = solve(prob, NelderMead())
 
 using OptimizationBBO
-prob = OptimizationProblem(rosenbrock, x0, p, lb = [-1.0,-1.0], ub = [1.0,1.0])
-sol = solve(prob,BBO_adaptive_de_rand_1_bin_radiuslimited())
+prob = OptimizationProblem(rosenbrock, x0, p, lb = [-1.0, -1.0], ub = [1.0, 1.0])
+sol = solve(prob, BBO_adaptive_de_rand_1_bin_radiuslimited())
 ```
 
 Note that Optim.jl is a core dependency of Optimization.jl. However, BlackBoxOptim.jl
 is not and must already be installed (see the list above).
 
 *Warning:* The output of the second optimization task (`BBO_adaptive_de_rand_1_bin_radiuslimited()`) is
-currently misleading in the sense that it returns `Status: failure
-(reached maximum number of iterations)`. However, convergence is actually
+currently misleading in the sense that it returns `Status: failure (reached maximum number of iterations)`. However, convergence is actually
 reached and the confusing message stems from the reliance on the Optim.jl output
- struct (where the situation of reaching the maximum number of iterations is
+struct (where the situation of reaching the maximum number of iterations is
 rightly regarded as a failure). The improved output struct will soon be
 implemented.
 
 The output of the first optimization task (with the `NelderMead()` algorithm)
 is given below:
 
-```julia
+```
 * Status: success
 
 * Candidate solution
@@ -100,17 +102,19 @@ is given below:
    Iterations:    60
    f(x) calls:    118
 ```
+
 We can also explore other methods in a similar way:
 
 ```julia
 using ForwardDiff
 f = OptimizationFunction(rosenbrock, Optimization.AutoForwardDiff())
 prob = OptimizationProblem(f, x0, p)
-sol = solve(prob,BFGS())
+sol = solve(prob, BFGS())
 ```
+
 For instance, the above optimization task produces the following output:
 
-```julia
+```
 * Status: success
 
 * Candidate solution
@@ -134,9 +138,10 @@ For instance, the above optimization task produces the following output:
 ```
 
 ```julia
-prob = OptimizationProblem(f, x0, p, lb = [-1.0,-1.0], ub = [1.0,1.0])
+prob = OptimizationProblem(f, x0, p, lb = [-1.0, -1.0], ub = [1.0, 1.0])
 sol = solve(prob, Fminbox(GradientDescent()))
 ```
+
 The examples clearly demonstrate that Optimization.jl provides an intuitive
 way of specifying optimization tasks and offers a relatively
 easy access to a wide range of optimization algorithms.
diff --git a/docs/Project.toml b/docs/Project.toml
@@ -4,6 +4,7 @@ Documenter = "e30172f5-a6a5-5a46-863b-614d45cd2de4"
 FiniteDiff = "6a86dc24-6348-571c-b903-95158fe2bd41"
 Flux = "587475ba-b771-5e3f-ad9e-33799f191a9c"
 ForwardDiff = "f6369f11-7733-5829-9624-2563aa707210"
+HiGHS = "87dc4568-4c63-4d18-b0c0-bb2238e4078b"
 Ipopt = "b6b21f68-93f8-5de0-b562-5493be1d77c9"
 Ipopt_jll = "9cc047cb-c261-5740-88fc-0cf96f7bdcc7"
 IterTools = "c8e1da08-722c-5040-9ed9-7db0dc04731e"
@@ -25,6 +26,7 @@ OptimizationNLopt = "4e6fcdb7-1186-4e1f-a706-475e75c168bb"
 OptimizationNOMAD = "2cab0595-8222-4775-b714-9828e6a9e01b"
 OptimizationOptimJL = "36348300-93cb-4f02-beb5-3c3902f8871e"
 OptimizationOptimisers = "42dfb2eb-d2b4-4451-abcd-913932933ac1"
+OptimizationPRIMA = "72f8369c-a2ea-4298-9126-56167ce9cbc2"
 OptimizationSpeedMapping = "3d669222-0d7d-4eb9-8a9f-d8528b0d9b91"
 OrdinaryDiffEq = "1dea7af3-3e70-54e6-95c3-0bf5283fa5ed"
 ReverseDiff = "37e2e3b7-166d-5795-8a7a-e32c996b4267"
@@ -34,15 +36,15 @@ Zygote = "e88e6eb3-aa80-5325-afca-941959d7151f"
 
 [compat]
 AmplNLWriter = "1"
-Documenter = "0.26, 0.27"
+Documenter = "1"
 FiniteDiff = ">= 2.8.1"
 Flux = "0.13"
 ForwardDiff = ">= 0.10.19"
 Ipopt = "1"
 IterTools = "1"
 Juniper = "0.9"
 ModelingToolkit = ">= 8.11.0"
-NLopt = "0.6"
+NLopt = "0.6, 1"
 Optimization = "3"
 OptimizationBBO = "0.1"
 OptimizationCMAEvolutionStrategy = "0.1"
@@ -55,6 +57,7 @@ OptimizationNLopt = "0.1"
 OptimizationNOMAD = "0.1"
 OptimizationOptimJL = "0.1"
 OptimizationOptimisers = "0.1"
+OptimizationPRIMA = "0.0.1"
 OptimizationSpeedMapping = "0.1"
 OrdinaryDiffEq = "6"
 ReverseDiff = ">= 1.9.0"

diff --git a/docs/make.jl b/docs/make.jl
@@ -7,22 +7,14 @@ cp("./docs/Project.toml", "./docs/src/assets/Project.toml", force = true)
 include("pages.jl")
 
 makedocs(sitename = "Optimization.jl",
-         authors = "Chris Rackauckas, Vaibhav Kumar Dixit et al.",
-         modules = [Optimization, Optimization.SciMLBase, FiniteDiff,
-             ForwardDiff, ModelingToolkit, ReverseDiff, Tracker, Zygote],
-         clean = true, doctest = false,
-         strict = [
-             :doctest,
-             :linkcheck,
-             :parse_error,
-             :example_block,
-             # Other available options are
-             # :autodocs_block, :cross_references, :docs_block, :eval_block, :example_block, :footnote, :meta_block, :missing_docs, :setup_block
-         ],
-         format = Documenter.HTML(analytics = "UA-90474609-3",
-                                  assets = ["assets/favicon.ico"],
-                                  canonical = "https://docs.sciml.ai/Optimization/stable/"),
-         pages = pages)
+    authors = "Chris Rackauckas, Vaibhav Kumar Dixit et al.",
+    modules = [Optimization, Optimization.SciMLBase, FiniteDiff,
+        ForwardDiff, ModelingToolkit, ReverseDiff, Tracker, Zygote],
+    clean = true, doctest = false, linkcheck = true,
+    warnonly = [:missing_docs],
+    format = Documenter.HTML(assets = ["assets/favicon.ico"],
+        canonical = "https://docs.sciml.ai/Optimization/stable/"),
+    pages = pages)
 
 deploydocs(repo = "github.com/SciML/Optimization.jl";
-           push_preview = true)
+    push_preview = true)