Version History

This section lists the different versions of Py-BOBYQA and the updates between them.

Version 1.0 (6 Feb 2018)

Minor bug fix to trust region subproblem solver (the output crvmin is calculated correctly) - this has minimal impact on the performance of Py-BOBYQA.

Extra optional input args which passes through arguments for objfun (pull request from logangrado).
Bug fixes: default parameters for reduced initialization cost regime, returning correct value from safety steps, retrieving dependencies during installation.

Extra parameters to control the trust region radius over multiple restarts, designed for global optimization.
New input flag seek_global_minimum to set sensible default parameters for global optimization. New example script to demonstrate this functionality.
Bug fix: default trust region radius when scaling variables within bounds.

Initially released as version 1.1a0 on 17 Jul 2018.

Use deterministic initialisation by default (so it is no longer necessary to set a random seed for reproducibility of Py-BOBYQA results).
Full model Hessian stored rather than just upper triangular part - this improves the runtime of Hessian-based operations.
Faster trust-region and geometry subproblem solutions in Fortran using the trustregion package.
Don’t adjust starting point if it is close to the bounds (as long as it is feasible).
Option to stop default logging behavior and/or enable per-iteration printing.
Bugfix: correctly handle 1-sided bounds as inputs, avoid divide-by-zero warnings when auto-detecting restarts.

Return diagnostic information as dictionary if Pandas not available (removes Pandas dependency)
Handle Nan/Inf values in model gradient and Hessian by gracefully exiting trust-region subproblem
Bugfix: automatically make model Hessian symmetric before trust-region subproblem with warning, instead of returning an error
Bugfix: reset slow iteration counter when doing soft restarts