Asbjørn Nilsen Riseth

Great to see a renewed and improved effort to bring vector-optimzation to JuMP :) I've left academia and, therefore, sadly stopped using Julia. I don't think I can provide much...

> I tried swapping out HagerZhang for MoreThuente. Hmm, and BackTracking stagnates ``` * Algorithm: L-BFGS * Starting Point: [0.5494801640402754,1.2759422464582777, ...] * Minimizer: [-0.003418669419144482,0.00966606972837302, ...] * Minimum: -3.174551e+02 * Iterations:...

Happy to hear that you've used this:) There is an automatic differentiation convenience call for first order, but not for second order. See https://github.com/JuliaNLSolvers/NLSolversBase.jl/blob/master/src/objective_types/constraints.jl#L122 If you want to extend it...

Regarding ~my~mu: I'm glad you figured out how to set it manually. Can you please add a section on fixing constraint violations in the IPNewton docs, here https://github.com/JuliaNLSolvers/Optim.jl/blob/master/docs/src/algo/ipnewton.md If you...

> On behalf of both academia and the Julia ecosystem, sorry to hear that! Best of luck :-) Thanks for saying that, much appreciated! I'll probably follow the developments in...

I used to set up Documenter to use `format = :html` when testing locally. You can follow the setup at https://github.com/JuliaNLSolvers/LineSearches.jl/blob/master/docs/make.jl#L15 Just include the relevant docs page in the `pages`...

> Any plans to add methods for bigs to IPNewton or other options Have you tried if it works already? If it doesn't, I believe it can be enabled fairly...

> This is positivefactorizations again? I think this goes deeper than that. The error appears when IPNewton calls `full(state.Htilde)`. On Julia 0.6, you can create pivoted Cholesky factorization for BigFloat...

I guess we have ~two~three options: 1. Implement a more generic linear system solver to IPNewton 2. Only apply pivoted Cholesky for `BlasFloats`, and otherwise revert back to the default...

Sorry, I didn't explain the issue very well. Let me know if I should expand on what I mean after you've had the opportunity to look at it on a...