v0.7.0

ProximalAlgorithms v0.7.0

Diff since v0.5.4

Breaking changes

• Updated autodiff backends from Zygote to DifferentiationInterface (#88, #90, #93)
• Bumped minimum Julia version to 1.6 (#95)

Check this section of the documentation on how to use the updated autodiff mechanism.

Merged pull requests:

• Update bibliography details (#84) (@aldma)
• Add Aqua to tests (#87) (@lostella)
• Update Documenter version, fix piracy (#88) (@lostella)
• Add stlib compat (#89) (@lostella)
• Update gradient interface, support AbstractDifferentiation (#90) (@lostella)
• Regret factor in ForwardBackward (#91) (@aldma)
• Expose backtracking factor, rename increase factor (#92) (@lostella)
• Switch from AbstractDifferentiation to DifferentiationInterface (#93) (@gdalle)
• Fix benchmark code (#94) (@lostella)
• Bump DifferentiationInterface to v0.6 (#95) (@gdalle)

Closed issues:

• Autodiff backends (#71)
• Remove Zygote dependency by switching to AbstractDifferentiation (#80)
• Question on DavisYin algorithm (#83)

v0.5.4

ProximalAlgorithms v0.5.4

Diff since v0.5.3

Closed issues:

• Sparse regression example no longer working (#77)
• Clarify that ProximalOperator >= 0.15 is needed, if used (#78)

Merged pull requests:

• Fix DRLS display (#81) (@lostella)

v0.5.3

ProximalAlgorithms v0.5.3

Diff since v0.5.2

Merged pull requests:

• Further reduce allocations in PANOCplus (#76) (@lostella)

v0.5.2

ProximalAlgorithms v0.5.2

Diff since v0.5.1

Merged pull requests:

• Reduce allocations in PANOC, PANOCplus, ZeroFPR, DRLS (#74) (@lostella)
• Add PANOCpluc benchmarks (#75) (@aldma)

v0.5.1

ProximalAlgorithms v0.5.1

Diff since v0.5.0

Merged pull requests:

• Documentation fixes (#68) (@lostella)
• Fix typing issues in Nesterov and Broyden acceleration (#73) (@lostella)

v0.5.0

ProximalAlgorithms v0.5.0

Diff since v0.4.1

Closed issues:

• Add flag to hide warnings (#25)

Merged pull requests:

• Add equivalence test DRS/DRLS (#46) (@lostella)
• Reduce algorithms boilerplate (#47) (@lostella)
• Add implementation of S-FISTA (#48) (@wwkong)
• Fix benchmark (#49) (@lostella)
• Improve adaptive stepsize for PANOC and ZeroFPR (#50) (@lostella)
• Refactor some of the algorithms (#51) (@lostella)
• Add autodiff fallback for gradient computation using Zygote (#52) (@lostella)
• Fix bug in line search in DRLS (#53) (@lostella)
• Add option for strongly convex case to DRLS + other fixes (#54) (@lostella)
• Optimizing algorithms code, refactoring acceleration directions (#55) (@lostella)
• Run tests on Julia 1.6 and 1.7 (#56) (@lostella)
• Add implementation of PANOC+ (#57) (@aldma)
• Fix and polish Nesterov acceleration tooling and fast proximal gradient implementation (#58) (@lostella)
• Stronger stop criterion for PANOC+ (#60) (@aldma)
• Fix typos, update constructors, add Chambolle-Pock constructor (#61) (@lostella)
• Update algorithms interface, update docs (#62) (@lostella)
• add CITATION.cff file (#63) (@aldma)
• Fix PANOCplus (#66) (@aldma)
• Introducing ProximalCore (#67) (@lostella)

v0.4.1

ProximalAlgorithms v0.4.1

Diff since v0.4.0

Closed issues:

• pull request gone wrong (#39)

Merged pull requests:

• default stepsizes primal-dual solver (#41) (@pylat)
• Format source and test files (#42) (@lostella)
• Test on Julia 1.5 (#43) (@lostella)
• De-randomize tests, split nightly CI workflow (#44) (@lostella)

v0.4.0

ProximalAlgorithms v0.4.0

Diff since v0.3.1

Closed issues:

• Problem solving a simple SDP in ProximalAlgorithms.jl (#36)
• Tests on number of iterations are sensitive to randn (#37)

Merged pull requests:

• enable builds on julia 1.3 (#28) (@lostella)
• Refactor L-BFGS operator code, add Nesterov, Anderson acceleration (#29) (@lostella)
• Install TagBot as a GitHub Action (#30) (@JuliaTagBot)
• Update acceleration api and tests, add Broyden (#31) (@lostella)
• Add IteratorSize definition (#32) (@lostella)
• Fix iterators length (#33) (@lostella)
• Bump Julia versions in CI (#34) (@lostella)
• Add CI workflow (#35) (@lostella)
• Replace random ElasticNet problem in tests with fixed one (#38) (@lostella)

v0.3.1

• Fixed issue with parameters validation in primal-dual algorithms
• Fixed maximum number of backtracks in PANOC and ZeroFPR

v0.3.0

• New algorithms API
• Added Davis-Yin splitting algorithm