Tags: jump-dev/Convex.jl
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[Diff since v0.16.3](v0.16.3...v0.16.4) **Merged pull requests:** - Add Support for `BitVector` and `BitMatrix` Indexing (#708) (@RoyiAvital) - Fix indexing AbstractExor with BitVector and BitMatrix (#710) (@odow) - Prep for v0.16.4 (#711) (@odow) **Closed issues:** - Convex gives an error with Juniper (#706) - [Feature Request] Support Boolean Indexing for Constraints (#707) - quadform objective does not work with OSQP (#709)
[Diff since v0.16.2](v0.16.2...v0.16.3) **Merged pull requests:** - Fix incorrect type asssertion in real_operate (#704) (@odow) - Prep for v0.16.3 (#705) (@odow) **Closed issues:** - Error Using the Nuclear Norm (#701) - Modify problem in its canonical convex form (#702) - Error: TypeError: in typeassert, expected Convex.SparseTape{BigFloat}, got a value of type Vector{BigFloat} (#703)
[Diff since v0.16.0](v0.16.0...v0.16.1) **Merged pull requests:** - Document atoms (#610) (@odow) - Minor changes to the README (#687) (@odow) - Use two constraints in example problem (#688) (@ericphanson) - Update CI badge (#689) (@ericphanson) - Tweak readme example (#690) (@ericphanson) - Add dims argument to LogSumExpAtom (#692) (@odow) - Fix `solve!` docstring (#693) (@ericphanson) - Support AbstractArray in relative_entropy and log_perspective (#695) (@odow) - Prep for v0.16.1 (#696) (@odow) **Closed issues:** - Element-wise logisticloss on Vectors || Column-wise logsumexp on Matrices (#155) - Scalar indexing in `logisticloss` (#682) - JuMP README example stopped working (#691) - `relative_entropy` doesn't support constants which aren't wrapped in `constant` (#694)
[Diff since v0.15.4](v0.15.4...v0.16.0) **Merged pull requests:** - More MOIified implementation, again (#504) (@ericphanson) - Add `relative_entropy` to operations documentation (#506) (@maxkapur) - Add MOI optimizer (#511) (@blegat) - Use the word `trace` in describing `tr` (#517) (@ericphanson) - add test for issue 510 (#522) (@ericphanson) - Error when solving non-DCP problems (#523) (@ericphanson) - cleanup & bugfix `dot` (#524) (@ericphanson) - Add JuMP example to README.md (#525) (@odow) - rename `constraints` to `get_constraints` (#527) (@ericphanson) - finish norm transition (#528) (@ericphanson) - Remove warning from README (#529) (@odow) - Add support for objective to MOI wrapper (#530) (@blegat) - Add write_to_file (#531) (@odow) - Refactor the tests into functional form (#532) (@odow) - Fix conversion of MOI.ScalarNonlinearFunction to Convex.AbstractExpr (#534) (@odow) - Fix compat bounds in Project.toml (#535) (@odow) - Add Project.toml in test (#536) (@blegat) - Refactor imports to explicitly overload methods (#537) (@odow) - Tidy src/atoms/affine (#538) (@odow) - Tidy src/atoms/exp (#539) (@odow) - Tidy src/atoms/lp_cone (#540) (@odow) - Tidy src/atoms/second_order_cone (#541) (@odow) - Tidy src/constraints (#543) (@odow) - Tidy src/utilities (#545) (@odow) - RationalNormAtom: add tests (#546) (@odow) - ImaginaryAtom: fix sign (#547) (@odow) - Rename src/atom files for clarity (#549) (@odow) - Tidy atoms/sdp_cone (#550) (@odow) - remove internal function `latex_formulation` (#551) (@ericphanson) - Refactor and rename src/constraints (#553) (@odow) - Test AdditionAtom (#554) (@odow) - Deprecate strict inequalities (#555) (@odow) - Add tests for src/atoms/affine (#556) (@odow) - Add tests for src/atoms/exp (#558) (@odow) - Add tests for atoms/lp_cone (#559) (@odow) - Remove problem_depot/problems/benchmark.jl (#560) (@odow) - Add tests for atoms/second_order_cone (#561) (@odow) - Add tests for atoms/sdp_cone (#562) (@odow) - Tidy and add tests for atoms/lp_cone/DotSortAtom.jl (#563) (@odow) - Add tests for affine/MultiplyAtom and ReshapeAtom (#565) (@odow) - Add tests for src/reformulations (#566) (@odow) - Deprecate norm_inf, norm_1, norm_fro (#567) (@odow) - Test atom size and fix DiagAtom (#568) (@odow) - Add entropy_elementwise (#570) (@odow) - [docs] add changelog (#571) (@odow) - Add tests for DCP rules (#572) (@odow) - [docs] add vale.sh as a linter (#573) (@odow) - [docs] refactor and re-organize the documentation (#574) (@odow) - Tidy and add tests for files in src (#575) (@odow) - [docs] move examples to docs/src and don't create notebooks (#576) (@odow) - Add tests for src/constraints (#577) (@odow) - Deprecate in(x, ::Symbol) to create PSD constraint (#578) (@odow) - [docs] clarify atoms must be mutable (#579) (@odow) - Enable lieb_ando test for Clarabel (#580) (@odow) - [breaking] Fix setting constant objective function (#581) (@odow) - Tidy src/solution.jl (#582) (@odow) - Tidy src/variable.jl (#583) (@odow) - Add a second cache for bridged variables (#584) (@odow) - Fix quadform with fixed variables that are modified between solves (#586) (@odow) - [docs] clarify section of contributing.md (#587) (@odow) - Add support for setting MOI.VariablePrimalStart (#588) (@odow) - [docs] update Changelog with latest changes (#589) (@odow) - Refactor some constraint into GenericConstraint (#590) (@blegat) - Simplify write_to_file so that it does not need an optimizer (#591) (@odow) - [breaking] Fix a<=b to return a-b in Nonpositives instead of b-a in Nonnegatives (#593) (@odow) - [docs] clarify broadcasting in constraint documentation (#594) (@odow) - Update GitHub action versions in ci.yml (#596) (@odow) - Rename to old names in changelog (#597) (@blegat) - Add default set_with_size (#598) (@blegat) - Replace is_feasible by distance_to_set (#599) (@blegat) - Use MOI.RotatedSecondOrderCone in QuadOverLinAtom (#601) (@blegat) - [breaking] remove ExponentialConeConstraint (#602) (@odow) - Refactor GeomMeanEpiCone into GenericConstraint (#604) (@blegat) - Add RootDetAtom (#605) (@odow) - Add license headers (#606) (@odow) - Add VcatAtom (#607) (@odow) - Tidy SDP atoms from CVXQUAD (#608) (@odow) - Move all atom files into a single-level directory layout (#609) (@odow) - Merge nightly_ci.yml into ci.yml (#612) (@odow) - improve performance of IndexAtom a little (#615) (@ericphanson) - Test conic forms for constant values (#617) (@ericphanson) - Improve performance of `ExpAtom`, `LogAtom`, and `EntropyAtom` (#618) (@ericphanson) - Improve performance of `AbsAtom` (#619) (@ericphanson) - Improve performance of QolElemAtom (#620) (@odow) - Improve performance of GeoMeanAtom (#621) (@odow) - Add GenericConstraint{RelativeEntropyCone} support (#623) (@odow) - [breaking] scalar row indexing produces column vector (#624) (@ericphanson) - Special-case getindex on VcatAtom (#625) (@ericphanson) - Fix tests for constant complex-valued atoms (#626) (@odow) - Update docs.yml to build docs with --color (#628) (@odow) - Add doc_cleanup.yml GitHub action (#629) (@odow) - Allow SparseMatrixCSC in Constant (#631) (@ericphanson) - Add default fallbacks for head and vexity with MOI sets (#632) (@odow) - Report compilation stats when silent_solver=false (#633) (@odow) - improve performance of `conv` (#634) (@ericphanson) - Remove undefined export (#637) (@odow) - Rename GeomMean to GeometricMean (#638) (@blegat) - Add Aqua.jl to the tests (#642) (@ericphanson) - [breaking] Cleanup the `Context` object: remove `id_hash`, simplify dictionaries (#645) (@ericphanson) - Add support for using Problem as an atom (#646) (@odow) - Fix ambiguities found by Aqua (#647) (@odow) - Refactor GeometricMeanHypoCone into GenericConstraint (#648) (@blegat) - Fix show for problems with variables containing constraints (#649) (@odow) - Add summary printing to show(::IO, ::Problem) (#650) (@odow) - Add dualization example (#652) (@ericphanson) - Add BroadcastMultiplyAtom (#654) (@odow) - audit usages of `evaluate` (#655) (@ericphanson) - add outer testset to docs and fix example (#656) (@ericphanson) - update to Documenter v1 (#657) (@ericphanson) - `solve!` returns the problem (#658) (@ericphanson) - deprecate `+` on constraints (#659) (@ericphanson) - cleanup: delete internal type `VectorAffineFunctionAsMatrix` (#660) (@ericphanson) - Drop default `MAXWIDTH` to 3 (from 15) (#661) (@ericphanson) - `show`: add underscores to number of atoms and coefficients (#662) (@ericphanson) - [breaking] refactor RelativeEntropyEpiCone into RelativeEntropyEpiConeSquare (#663) (@odow) - [docs] various improvements (#664) (@odow) - Rename GenericConstraint into Constraint and remove abstract type (#665) (@blegat) - [docs] small tweaks to examples (#666) (@ericphanson) - Remove mention of notebooks from readme (#667) (@ericphanson) - Support vector sets in MOI wrapper (#669) (@blegat) - Deprecate `silent_solver` to `silent` (#670) (@ericphanson) - Add quantum conditional entropy example (#671) (@ericphanson) - Update quantum_conditional_entropy.jl to use kwarg `silent` (#672) (@ericphanson) - Update changelog for recent PRs (#673) (@ericphanson) - Update link Fidelity in Quantum Information Theory example (#674) (@ericphanson) - Add "performance tips" page to docs (#675) (@ericphanson) - Prep for v0.16.0 (#676) (@odow) - Fix formulation of Convex.sumsquares (#678) (@odow) - handle complex case in QuadOverLinAtom (#679) (@ericphanson) - remove unused incorrect method (#680) (@ericphanson) - Add 686 to news (#681) (@ericphanson) - `lieb_ando`: use partially specified problem to get correct `vexity` (#684) (@ericphanson) - Build docs on Julia v1.10 (#686) (@odow) **Closed issues:** - example of slow model generation (#49) - Move away from hashing (#78) - sum of powers (#90) - 1x1 SDP variables incorrectly sized? (#96) - Issue multiplying expressions with matrices (#122) - Matrix exp/log/entropy (#138) - Problem with complex variables (#204) - Support for det(P)^(1/n) (#214) - [Feature Request] Parameters and Variable (or Solver) Extension (#225) - Provide initial guess of variables without warmstart (#233) - Massive RAM for moderate problem (#254) - Call for test problems with dual values (#290) - Partially specified problems (#310) - Cache conic forms between `solve!`s? (#318) - Better public API (deprecate field access) (#346) - `norm` vs `opnorm` transition should be completed (#382) - geomean: Support for vectors (#388) - `scaledgeomean` exported but not defined (#392) - Convenience function for writing to a file (#395) - Add banner to old versions of Convex.jl docs (#460) - Support for quasiconvex problems (#491) - Does Convex.jl support "Difference of Convex Algorithm (DCA)"? (#497) - Relative Entropy Not in Supported Operations Documentation (#499) - trace_mpower with BigFloat (#502) - Method overwrite precompilation error on nightly (#507) - `dot` buggy in complex case? (#508) - Scalar indexing of row of matrix creates row vector, causing incorrect `dot` (#509) - Incorrect results when kron, subtraction, and matrix multiplication of complex variables involved (#510) - Add warmstart back (#518) - Double bridging with MOI layers (#564) - Clarify documentation (#521) - Don't export `constraints`? (#526) - Do not use eval (#533) - Unit tests for atoms (#542) - Removing Convex.sign and Convex.children (#544) - Document that atoms must be mutable (#548) - Convex treats strict inequalities and non-strict (#552) - Add `backend(p::Problem, optimizer)` utility (#557) - New atom: elementwise_entropy (#569) - Sequentially solve a quadratic programming problem (#585) - vexity(::IndexAtom) is inexact (#603) - Remove scalar indexing on `AbstractExpr`'s from atom formulation (#614) - Test Atoms on constants (#616) - Scalarize everything? (#622) - Should GenericConstraint constrain the sets? (#630) - Fix Aqua ambiguities (#639) - Improve `Problem` printing to indicate size/complexity (#640) - Change repo settings to auto-delete branches post-merge (#641) - constraints added to individual variables don't print when printing the problem (#644) - Support chained inequalities? (#651) - `_dot_multiply` uses evaluate, therefore breaks `fix!`/`free!` (#653) - `sumsquares` makes both a SOC and RSOC constraint (#677) - `lieb_ando` reformulation doesn't propogate DCP information correctly (#683)
[Diff since v0.15.3](v0.15.3...v0.15.4) **Merged pull requests:** - Less piracy of `hcat` and `vcat` (#515) (@ericphanson) **Closed issues:** - Add excludes MOI and Convex tests with presolve (#503) - Fixing type piracy is becoming more urgent (#512) - Constraints Are Not Satisfied for a Simple Quad Form (#516)
[Diff since v0.15.2](v0.15.2...v0.15.3) **Closed issues:** - Precompilation failure (#495) **Merged pull requests:** - CompatHelper: bump compat for LDLFactorizations to 0.10, (keep existing compat) (#496) (@github-actions[bot]) - replace randn(m,1) with randn(m) to be more Julia like (#498) (@alanedelman) - add cartesian indexing (#500) (@tjdiamandis) - Prep for v0.15.3 (#501) (@odow)
[Diff since v0.15.1](v0.15.1...v0.15.2) **Closed issues:** - Differentiable convex optimisation problem (#430) - Positive semidefinite constraint still gives small negative eigenvalues (#490) - SDP problem 100x slower than matlab CVX (#492) **Merged pull requests:** - CompatHelper: bump compat for LDLFactorizations to 0.9, (keep existing compat) (#493) (@github-actions[bot]) - remove deprecated AbstractTrees calls (#494) (@ExpandingMan)
[Diff since v0.15.0](v0.15.0...v0.15.1) **Closed issues:** - LASSO/Elastic Net example (#485) - When I run EF optimisatios I get this error: Quadratic form only defined for Hermitian matrices (#487) - Different result each time problem is solved (#488) **Merged pull requests:** - fix lasso_regression (example) (#486) (@PaulSoderlind) - Change Dict -> OrderedDict (#489) (@baggepinnen)
[Diff since v0.14.18](v0.14.18...v0.15.0) **Closed issues:** - Test with all capable solvers (#54) - Unacceptable slow speed in model generation still exists (#137) - Can't obtain dual variable (#158) - Various operations don't support broadcast (#218) - About positive definite matrix in variables? (#226) - Warm Start example does not work as expected (#229) - parameter change not detected (#234) - Strange performance issue (#246) - Cleanup code formatting (#251) - Bug using maximum (#275) - Too tight tolerance in one of the tests? (#295) - v0.13 now as fast as R/CVXR, also scales linearly (v0.12 was quadratic) (#353) - Element wise addition after multiplication (#355) - Ideas for scaling up to large(r) subset selection problems? (#356) - Not supporting normal distribution CDF function from Distributions.jl (#389) - Too much memory consumption right before trying to solve a problem. (#390) - Broadcasting issue with element-wise multiplication (Hadamard product) (#410) - Example on warmstarting in the manual fails (#451) - First-run after `include(my_file.jl)` is faster than later (#471) - Quesitons about how Convex.jl works (#472) - Fix the docs (#483) **Merged pull requests:** - move NEWS to docs (#470) (@ericphanson) - [docs] Remove extra space in explanation (#473) (@ericphanson) - doc: norm(x, p) (#474) (@PaulSoderlind) - Update to MOI v1.0 (#476) (@odow) - [docs] fix warmstart example (#478) (@odow) - Add JuliaFormatter (#480) (@odow) - Prep for v0.15 (#481) (@odow) - Add release notes for v0.15 (#482) (@odow) - Variety of fixes to the docs (#484) (@odow)
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