psqn/NEWS at master · boennecd/psqn · GitHub

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Changes in version 0.3.2
 * Do not use sourceCpp in tests where the files include
   [[Rcpp::plugins(openmp)]] when OpenMP is not supported.

Changes in version 0.3.1
 * the BFGS implementation supports an aboslute convergence treshold.
 * the user can provide pre-allocated memory to the C++ API for the BFGS
   implementation.

Changes in version 0.3.0
 * it is possible to mask (fix) some of the parameters. Non-linear equality
   constraints are also supported with an augmented Lagrangian method.
 * the code has been refactored. This may yield a speedup in some cases.
 * computation of the hessian is now supported using numerical differentiation
   with Richardson extrapolation to refine the estimate.
 * the gradient norm can be used as a convergence criterion.
 * a diagonal preconditioning method has been added to the psqn method. This
   requires that one defines PSQN_W_LAPACK prior to including the header files
   from the package and links with LAPACK and BLAS.
 * the license has been changed to the Apache license.

Changes in version 0.2.1
 * tests that compile files using Rcpp::sourceCpp() now do so in a temporary
   directory in tempdir(). It was done before in the package directory which
   violates CRAN policies.

Changes in version 0.2.0
 * added a generic method for partially separable functions.
 * made it possible to run a setup function prior to evaluating all the element
   functions. Thus, some computations may be done once if possible. See
   https://github.com/boennecd/psqn-va-ex for an example.
 * made it possible to change the unsigned integer type used in the package by
   defining the PSQN_SIZE_T macro prior to including the header files from the
   package.
 * added the incomplete Cholesky factorization preconditioner from Eigen to the
   package. This requires that one defines the PSQN_USE_EIGEN macro prior to
   including the header files from the package.

Changes in version 0.1.0 to 0.1.4
 * first submission to CRAN.
 * bug fixes of bugs found on CRAN's checks.
 * minor improvements.