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New?
CFSQP
Versions
FFSQP
Versions
CFSQP Versions
CFSQP
Version 2.5d - Released February 1998
- Fixed
a bug in which an incorrect offset into the mesh_pts[]
array was computed for phase I. This bug only caused an
error for problems with both SR objectives and SR constraints,
as well as an infeasible initial point.
CFSQP
Version 2.5c - Released January 1998
- Fixed
a bug involving the indexing of the array istore[], an
integer array used to avoid repeating function evaluations
at the same trial point in dir() and step1(). The bug
could cause access violations in dir(), or affect the
line search by forcing the algorithm to skip the evaluation
of a constraint or objective when, in fact, it is necessary.
(Thanks go to David Gay of Lucent Technologies and Hans
Mittelmann of Arizona State University for uncovering
this bug)
- Added
a globally defined character string (char cfsqp_version[])
indicating the current version of CFSQP (e.g., CFSQP 2.5c).
(Thanks go to David Gay of Lucent Technologies for suggesting
this)
CFSQP
Version 2.5b - Released June 1997
- Fixed
a bug in which two global variables used in the FSQP-SR
algorithm were not initialized for non-SR problems. This
was a problem in the case when the same program called
CFSQP twice or more, first with an SR problem, followed
later by a non-SR problem. Such a sequence of calls may
have resulted in an access violation (segmentation fault).
(Thanks go to Francois Delebecque of INRIA for pointing
this out)
CFSQP
Version 2.5a - Released May 1997
- Fixed
a sign mistake in the Lagrange multipliers estimates returned
from CFSQP for nonlinear equality constraints. (Thanks
go to David Gay of Lucent Technologies for pointing out
this error) If the initial point is optimal, the Lagrange
multiplier estimates for the nonlinear equality constraints
are now computed. (Thanks again go to David Gay for pointing
out this oversight)
CFSQP
Version 2.5 - Released April 1997
- Changed
the line search criterion back to what it was for all
versions prior to Version 2.4. It was incorrectly changed
for Version 2.4.
- Updated
the FSQP-SR algorithm to include in the QPs those objectives
and constraints which have non-zero multipliers in the
QP for d1 at the previous iterate.
- Fixed
error in logic involving penalty parameter updates which
could lead to the algorithm getting stuck at a point when
the search direction is essentially zero even though nonlinear
equality constraints may not be satisfied.
- Fixed
a bug loading iskip[] in dir() and accessing it in step1().
(Thanks go to Tunde McNabb of U. Penn for discovering
this bug) The incorrect constraint gradients were displayed
during Phase I for iprint=3, this was corrected. More
information is displayed when execution is halted due
to an error.
FFSQP Versions
FFSQP Version 3.7b - Released January 1998
- Fixed
a bug involving the indexing of the array istore(), an
integer array used to avoid repeating function evaluations
at the same trial point in dir() and step1(). The bug
could cause access violations in dir(), or affect the
line search by forcing the algorithm to skip the evaluation
of a constraint or objective when, in fact, it is necessary.
(Thanks go to David Gay of Lucent Technologies and Hans
Mittelmann of Arizona State University for uncovering
this bug)
- Removed
a possible out-of-bounds access of the array iact() in
dir(). This bug had no effect on the performance of the
algorithm. (Thanks go to Rohit Sharma of IIT Bombay for
pointing this out)
FFSQP
Version 3.7a - Released May 1997
- Fixed
a sign mistake in the Lagrange multipliers estimates returned
from FFSQP for nonlinear equality constraints. (Thanks
go to David Gay of Lucent Technologies for pointing out
this error) If the initial point is optimal, the Lagrange
multiplier estimates for the nonlinear equality constraints
are now computed. (Thanks again go to David Gay for pointing
out this oversight)
FFSQP
Version 3.7 - Released April 1997
- Changed
the line search criterion back to what it was for all
versions prior to Version 3.6. It was incorrectly changed
for Version 3.6.
- Fixed
error in logic involving penalty parameter updates which
could lead to the algorithm getting stuck at a point when
the search direction is essentially zero even though nonlinear
equality constraints may not be satisfied.
- Fixed
a bug accessing iskip[] in step1(). The incorrect constraint
gradients were displayed during Phase I for iprint=3,
this was corrected. More information is displayed when
execution is halted due to an error.
- Fixed
a small bug in out.f. (Thanks to Robert Wolpert of Duke)
Removed underscores from some variable names to be f77
compliant. (Thanks to Mark Stone)
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Last modified:
February 21, 2005
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