v0.4.2

DiffOpt v0.4.2

Diff since v0.4.1

Closed issues:

• fix @show in the end of Differentiating trivial QP 1 (#106)
• add tests for Differentiating simple SOCP (#107)
• Split moi_wrapper test file in conic and qp (#108)
• put tests into functions (#110)
• Test more exotic cases (#202)
• Benchmarking time | Differentiate an LP (#233)

Merged pull requests:

• Add attribute to access differentiation time (#230) (@blegat)
• Add conic to ridge sentitivity (#231) (@blegat)
• Implement ForwardConstraintFunction for QuadToSOCBridge (#232) (@blegat)
• CompatHelper: bump compat for LazyArrays to 1, (keep existing compat) (#234) (@github-actions[bot])
• import as for MOI (#235) (@blegat)
• Update README (#236) (@odow)
• Fix conic objective reverse diff (#237) (@blegat)
• Don't access vector with [] (#238) (@blegat)
• Add back qp_test (#240) (@blegat)
• Add license headers (#241) (@odow)
• Add JuliaFormatter (#242) (@odow)
• Convert tests to functional form (#244) (@odow)
• Enable show test (#245) (@odow)
• Split linear program and quad programs (#246) (@blegat)
• Add nearest correlation example (#248) (@blegat)
• Comment fixes (#249) (@blegat)

v0.4.1

DiffOpt v0.4.1

Diff since v0.4.0

Merged pull requests:

• Abstract linear solving method instead of \ (#229) (@matbesancon)

v0.4.0

DiffOpt v0.4.0

Diff since v0.3.2

Closed issues:

• Add SolverVersion attribute (#197)
• Rename Backward to Reverse (#208)
• Renaming QPDiff and ConicDiff (#215)
• Typo for conic ForwardVariablePrimal getter (#218)
• MOI.NormOneCone errors (#220)
• Tutorials Code return "UndefVarError: ForwardConstraintFunction not defined" (#221)

Merged pull requests:

• Renaming (#210) (@matbesancon)
• Renaming (#214) (@matbesancon)
• Renaming (#216) (@matbesancon)
• solver version (#217) (@matbesancon)
• Refactoring into submodules (#219) (@blegat)
• ForwardObjective Function (#222) (@joaquimg)
• Fix ChainRules tutorials (#223) (@joaquimg)
• Update README.md (#224) (@joaquimg)
• improve plots (#225) (@matbesancon)
• Use expression in tutorial (#226) (@joaquimg)
• Prepare new release (#227) (@joaquimg)

v0.3.2

DiffOpt v0.3.2

Diff since v0.3.1

Closed issues:

• Block models that require bridges upstream of diffopt? (#105)
• Do not warn for infeasible after the solve (#171)
• quad_sym_half and JuMP.coefficient for quadratic coefficients ERROR: UndefVarError: vi1 not defined (#211)

Merged pull requests:

• Tutorials (#206) (@joaquimg)
• added conversions (#207) (@matbesancon)
• Polytope layer (#209) (@matbesancon)
• error when invalid status (#212) (@matbesancon)
• Ar/quad coefficients (#213) (@AlexRobson)

v0.3.1

DiffOpt v0.3.1

Diff since v0.3.0

Merged pull requests:

• Reorder fields of MatrixScalarQuadratic (#198) (@blegat)
• remove nbviewer (#199) (@matbesancon)
• sensitivity reg (#200) (@matbesancon)
• Sensitivity svm (#201) (@matbesancon)
• Update to JuMP v1 (#203) (@blegat)
• Update Project.toml (#205) (@guilhermebodin)

v0.3.0

DiffOpt v0.3.0

Diff since v0.2.0

Closed issues:

• Replace get_problem_data by MOI.Utilities.MatrixOfConstraints (#153)
• Minimize number of solvers for testing (#165)
• Refactoring with bridges (#167)
• Add new MOI tests (#172)
• Installation method should be changed as DiffOpt.jl is registered (#181)
• Add ;'s in Thermal_Generation_Dispatch_Example (#182)

Merged pull requests:

• Refactor QP with MatrixOfConstraints and bridges (#187) (@blegat)
• Update to MOI v1 and JuMP v0.23 (#190) (@blegat)
• Fix DiffOpt.jl link in docs index (#192) (@traversaro)
• Simplify Solvers (#196) (@joaquimg)

v0.2.0

DiffOpt v0.2.0

Diff since v0.1.0

Closed issues:

• Move access to MNIST from Flux to MLDatasets (#170)
• Any timeline for being registered in General? (#175)

Merged pull requests:

• Create Thermal_Generation_Dispatch_Example.jl (#131) (@vfegger)
• Add explanation and fix typo in some tutorials (#177) (@JinraeKim)
• Make the ReLU example clear (#178) (@JinraeKim)
• remove duplicate methods (#183) (@matbesancon)
• Differentiate conic model through bridges (#184) (@blegat)
• Use MNIST from MLDatasets (#185) (@blegat)
• Refactor QPDiff (#186) (@blegat)
• Fix dG for QP (#188) (@blegat)

v0.1.0

DiffOpt v0.1.0

Closed issues:

• Create an examples folder (#1)
• Add travis and code coverage (#2)
• changing the directory structure (#5)
• Implementing derivatives in terms of ChainRules (#8)
• Creating a MOI Optimizer layer (#12)
• Handle maximization problems (#13)
• Handle GreaterThan constraints (#14)
• error with some quadratic objective (#15)
• Supporting MOI linear5test (#20)
• Is MOI.linear15test buggy? (#21)
• Handle Interval constraints (#22)
• Build on Windows (#23)
• Differentiate a simple SOCP (#24)
• add utility to take projection on a convex cone (#25)
• Add MOI standard tests (#27)
• Support sparse structures (#31)
• Use MathOptSetDistances.jl as dependency (#32)
• Use MatrixOptInterface.jl as dependency (#34)
• Remove dependency on SCS.jl (#38)
• Add JuMP support (#44)
• Handle zeros in constraints (#46)
• load_variables not defined for SCS (#47)
• Example PSD not similar to the PSD one? (#48)
• Dual value tests broken (#49)
• backward_conic! is actually a forward conic (#58)
• Merge backard methods (#60)
• Cache gradients (#61)
• Unused variables create singular linear solve exceptions (#65)
• DiffOpt accepts SingleVariable in ScalarSet but does not retrieve it (#67)
• Wrong indexing using variable_index.value (#68)
• Examples should use DiffOpt and differentiate problems (#74)
• Current solution incorrect on QP? (#75)
• Unify notation for conic and QP (#80)
• SingleVariable objective should be compatible with QPs (#82)
• Replace MatOI with MOI (#84)
• SVM example with JuMP (#87)
• Open issues found in #81 (#89)
• Move examples to Literate (#93)
• Attributes as Variable, Constraint and Model attributes (#114)
• Speed up construction of sparse matrix representation of objective (#115)
• Possibly incorrect extraction of affine terms with quadratic objective (#116)
• Affine objective path never taken (#117)
• Typo in conic getter for BackwardOut objective (#122)
• Bug due to mismatch with dual sign convention (#123)
• Check sign of λ (#124)
• Missing transpose (#125)
• BackwardOut dA for inequalities (#127)
• README is not up to date (#129)
• Fix installation steps (#140)
• README.md Example returning wrong sign (#145)
• Integration with Flux.jl (#147)
• Update to MOI v0.10 and JuMP v0.22 (#149)
• Allow setting and getting without optimize in between (#152)
• Fix CI badge (#160)
• Understanding ReLU example (#168)
• Error in README example (#174)

Merged pull requests:

• create utils.jl; begin testing (#3) (@be-apt)
• add generate Convex QP method (#4) (@be-apt)
• Forward backward methods (#6) (@be-apt)
• add backward method (#7) (@be-apt)
• Add more tests (#9) (@be-apt)
• Include examples in travis (#10) (@be-apt)
• edit backward method. add more tests (#16) (@be-apt)
• Add more tests (#17) (@be-apt)
• interface changes (#18) (@be-apt)
• Add more LP, QP tests from Gurobi.jl (#19) (@be-apt)
• add projections simple test (#26) (@be-apt)
• add basic tests (#28) (@be-apt)
• Fix windows build (#29) (@be-apt)
• Support PSD constraints (#30) (@be-apt)
• add basic docs (#33) (@be-apt)
• Use matoptset distances (#35) (@be-apt)
• update docs (#36) (@be-apt)
• add MatOI as a dependency (#37) (@be-apt)
• Update documentation (#39) (@be-apt)
• Use matrix opt interface (#42) (@be-apt)
• add SVM sensitivity example (#43) (@be-apt)
• fix URLs, github actions (#45) (@matbesancon)
• CompatHelper: add new compat entry for "IterativeSolvers" at version "0.9" (#51) (@github-actions[bot])
• CompatHelper: add new compat entry for "MathOptSetDistances" at version "0.1" (#52) (@github-actions[bot])
• CompatHelper: add new compat entry for "Ipopt" at version "0.6" (#54) (@github-actions[bot])
• CompatHelper: add new compat entry for "MathOptInterface" at version "0.9" (#55) (@github-actions[bot])
• Minor formatting (#56) (@matbesancon)
• simplify project test (#57) (@matbesancon)
• matrix-less dQ (#59) (@matbesancon)
• Use map_rows instead of list of indices (#62) (@blegat)
• Fix CSR type parameter (#63) (@matbesancon)
• Update readme (#64) (@niklasschmitz)
• add gradient cache in Optimizer (#66) (@matbesancon)
• update comments (#69) (@be-apt)
• Allow running tests from anywhere (#70) (@blegat)
• unify gradient methods; (#71) (@be-apt)
• Replace CSRtoCSC by convert (#72) (@blegat)
• CompatHelper: add new compat entry for "BlockDiagonals" at version "0.1" (#73) (@github-actions[bot])
• Add singe variable less than equal to (#76) (@matbesancon)
• Handle GreaterThan constraints (#77) (@be-apt)
• singular exception issue (#78) (@matbesancon)
• [WIP] correct forw and back modes (#81) (@joaquimg)
• add JuMP tests (#83) (@matbesancon)
• Fix typo in readme (#85) (@willtebbutt)
• unit test example, conditional LSQR (#86) (@matbesancon)
• bug fixes in QP backend (#90) (@be-apt)
• added ChainRules examples with forward and backward (#91) (@matbesancon)
• More examples (#95) (@be-apt)
• Clean-up and Organize package (#97) (@joaquimg)
• Update README.md (#98) (@joaquimg)
• rm OSQP (#99) (@joaquimg)
• remove todos (#111) (@joaquimg)
• Add push preview docs (#112) (@joaquimg)
• Fix docstring of ForwardOut (#113) (@blegat)
• Fix and speed up quadratic objective conversion to sparse array format (#118) (@blegat)
• ForwardIn{...Objective} -> ForwardInObjective (#119) (@blegat)
• added CRC integration draft (#120) (@matbesancon)
• BackwardOut{...Objective} -> BackwardOutObjective (#121) (@blegat)
• CompatHelper: bump compat for "LazyArrays" to "0.21" (#126) (@github-actions[bot])
• BackwardOut -> BackwardOutConstraint (#128) (@blegat)
• Convert MOI_wrapper tests to qptest (#130) (@blegat)
• Fix ForwardIn and BackwardOut sign for GreaterThan in QP (#132) (@blegat)
• Flip sign of constant of [ForwardIn|BackardOut]Constraint (#133) (@blegat)
• Allow setting explicit problem class (#134) (@blegat)
• Update README.md (#135) (@be-apt)
• SVM Analysis using Literate (#136) (@be-apt)
• Autotuning Ridge Example (#138) (@be-apt)
• mention support from Invenia (#139) (@matbesancon)
• CompatHelper: add new compat entry for ChainRulesCore at version 1, (keep existing compat) (#141) (@github-actions[bot])
• Add unit commitment to docs title (#142) (@oxinabox)
• Fix index in vector h creation (#146) (@vfegger)
• Upgrading DiffOpt to MOI 0.10 (#150) (@matbesancon)
• Update to MOI v0.10 and JuMP v0.22 (#151) (@blegat)
• Fix getting ForwardOutVariablePrimal with JuMP v0.22 (#154) (@blegat)
• Bump LazyArrays to v0.22 (#155) (@blegat)
• Update _moi_get_result (#156) (@blegat)
• plot titles (#157) (@matbesancon)
• Fix Github link in examples (#158) (@blegat)
• Fix and simplify examples (#159) (@joaquimg)
• remove nightly from main CI (#161) (@joaquimg)
• Cleanup ridge auto tuning (#162) (@joaquimg)
• Remove old manual examples (#163) (@joaquimg)
• Review examples (#164) (@joaquimg)
• Clean deps (#169) (@joaquimg)
• Fix MOI deprecation (#173) (@joaquimg)