NEWS
alabama 2015.3-1 (2015-03-06)
- Added 'nlminb92 as an algorithm for the inner loop optimization.
- Also added an option for checking the second-order KKT condition called 'kkt2.check92 which is TRUE/FALSE. The default is TRUE, but can be set to FALSE in problems where hessian evaluation can be time consuming.
alabama 2011.9-1 (2012-10-29)
- Added ‘ilack.max’ as a control parameter and increased it to 6 (it was previously hard coded and set to 3)
alabama 2011.3-1 (2011-03-24)
- Fixed a bug in ‘auglag’ related to KKT2 condition when eigenvalues of Hessian can be complex numbers.
This bug occured in 3 functions: auglag1, auglag2, and auglag3.
alabama 2010.10-1 (2010-10-15)
- Added the Hessian computation in ‘auglag’.
- Added checks for the first- and second-order KKT conditions in ‘auglag’.
- Two of the convergence messages in ‘constrOptim.nl’ where eliminated, because these were misleading.