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TODO.md

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  • Brent.fzero: yield the endpoints of the bracket.

  • Brent.fzero and Brent.fmin: automatic bracketting of the solution:

  • Fix default tolerances to avoid excessive precision in Brent.fmin when the solution is very close to zero.

If the interval to consider is not bounded or only left/right bounded, the idea is to find a suitable interval (A,B) where at least one minimum must exists (if the function is continue) and start Brent's algorithm with correct values for X, FX, ... (in order to save some function evaluations).

  • Add BigFloat to the tests.

  • Uniformize the tests for automatic check.

  • Add verbose mode for conjgrad.

  • Write doc. for bobyqa, newuoa, etc.

  • Automatically build dependencies.

  • Add work keyword to Powell's methods to avoid garbage collection.

  • Hierarchy of types should be more consistent (Status?) and exported methods (getreason, iterate, etc.) should be shared.

  • Reorganize things:

    • OptimPack.jl -> OptimPackLib.jl = Julia wrapper to use OptimPack library;
    • OptimPackNextGen.jl -> OptimPack.jl = pure Julia version of large scale optimization methods;
    • OptimPackNextGen.jl/Powell -> OptimPackPowell.jl = Julia wrapper to use Powell methods in OptimPack library;