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Changes and Additions to ckbs

Introduction
This section contains a list of changes to ckbs (in reverse order by date). Its purpose is to assist you in learning about changes between versions.

10-02-28
Change download instructions to correspond COIN-OR distribution instead of form Brad Bell's home page .

07-09-02
The ckbs_nonlinear algorithm has been modified to conform with the global convergence theory of Burke and Han. This involved adding the exact penalty parameter  \alpha which is included in the trace and info return.

07-08-31
In the case where the constraints were not active, the ckbs_affine return value uOut was a three dimensional array instead of a matrix. This has been fixed.

06-11-05
Fix plotting the wrong variables in constrained case for nonlinear_ok_box.m .

Improve the documentation of the initial state estimate in g_fun and qinv for ckbs_nonlinear.

Improve the documentation of the initial state estimate in g_fun and qinv for ckbs_nonlinear.

06-11-03
The order of the variables in the state vector for nonlinear_ok_box.m and for nonlinear_ok_sin.m was changed to group each component of velocity with the corresponding position (instead of grouping position with position and velocity with velocity). This made the variance matrix  Q_k block diagonal (simpler).

06-10-24
The fonts got misaligned in the ckbs_affine syntax documentation. This has been fixed.

06-10-20
The ckbs_nonlinear implementation was greatly simplified using the fact that ckbs_affine no longer requires a feasible starting point. This removed the need for an augmented problem and hence the info return value from ckbs_nonlinear no longer has a penalty parameter; i.e., it has one less value per row.

all_ok.m was extended so that if no argument is provided, only the quick tests are run.

06-10-19
The ckbs_affine routine has been improved so that it no longer requires a feasible input point so the input argument xIn has been removed. Since the sequence of iterates is no longer necessarily feasible, the info return value now has been changed so that it now includes a measure of feasibility. The input argument max_itr has been added to ckbs_affine. The affine_ok_box.m example has been changed to use the new meaning for the arguments and return values of ckbs_affine.

The itr_out return value has been removed from the ckbs_nonlinear syntax. It was the same as size(info, 1). The following examples have been changed to remove the use of itr_out in the calls to ckbs_nonlinear: nonlinear_ok_simple.m , nonlinear_ok_box.m , nonlinear_ok_sin.m .

The implementation of ckbs_nonlinear has been changed to use the new calling sequence to ckbs_affine (this is implementation detail and does not affect the user).

06-10-13
The line search in ckbs_affine had a bug where the sign of the condition it was checking was reversed. This has been changed. In addition, the minimum line search step size in the sub-problem was added to the info return value for ckbs_nonlinear .

There was a syntax error in nonlinear_ok_simple.m that caused a problem in Matlab®, but not in octave. This has been fixed.

06-10-05
  1. Matlab® does not combine character matrices with different numbers of columns. A debugging message assignment in ckbs_nonlinear.m was removed to avoid this.
  2. Documentation for missing data values was added to rinv .
  3. Some minor Matlab compatibility problems in the files test/nonlinear_ok_box.m and test/nonlinear_ok_sin.m were fixed.
  4. The directory created when the download file was extracted was ckbs instead of ckbs-yy-mm-dd. This has been fixed.
  5. The utility section, and all its subsections, were missing from the documentation.
  6. The number of input arguments and output values for ckbs_nonlinear has been changes to allow for control of the number of iterations.
  7. Line search failure in ckbs_nonlinear was converted from an error to a warning.


06-10-01
  1. The test_path.m function was added so that it is easier to run a single test at the command line (you need to run this function first).
  2. A tracing argument called level was added to ckbs_nonlinear . This tracing was turned on in the nonlinear_ok_box.m example.
  3. The nonlinear constraint example nonlinear_ok_sin.m was added. It demonstrates significant improvement by the inclusion of the constraints.
  4. The draw_plot argument to the nonlinear_ok_box.m example was documented.
  5. The quick argument was added to all_ok.m .
  6. The files test/nonlinear_ok_sin.r and test/nonlinear_ok_box.r were added to the distribution. (These are R source code files that are used to make plots from the corresponding example output files.)


06-09-30
The function ckbs has been changed to ckbs_nonlinear . This enables the ckbs section to refer to the documentation for the entire system.
Input File: omh/whatsnew.omh