DiffOpt - v0.5.0

DiffOpt v0.5.0

Diff since v0.4.3

Breaking changes

• New parametric API
• New NLP backend

Merged pull requests: - Use SlackBridgePrimalDualStart (#253) (@blegat) - 🚀 Add NonLinearProgram Support to DiffOpt.jl (#260) (@andrewrosemberg) - Integrate with POI to improve UX (#262) (@joaquimg) - Add error for missing starting value (#269) (@blegat) - Fix emptyinputsensitivities! (#273) (@andrewrosemberg) - Update ci.yml (#276) (@joaquimg) - Update ci.yml (#276) (#277) (@joaquimg) - Update README.md (#279) (@joaquimg) - Format (#280) (@joaquimg)

Closed issues: - Method error (bridge related?) (#252) - Resetting differentiation input in-between differentiations (#259) - Differentiating the dual variable of a linear program (#261) - Inconsistent sensitivities with multiple parameters (#272) - Avoid using full KKT in NonLinearProgram. (#274)

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Published by github-actions[bot] 12 months ago

DiffOpt - v0.4.3

DiffOpt v0.4.3

Diff since v0.4.2

Merged pull requests: - mention that exponential cone also works in docs (#250) (@currymj) - mapindices for IndexMappedFunction (#254) (@blegat) - [docs] Remove trailing commas (#255) (@blegat) - Update (typo) matrix-inversion-manual.jl (#256) (@mzagorowska) - Update matrix-inversion-manual.jl (#257) (@mzagorowska) - Typo "acutal" to "actual" (#258) (@mzagorowska) - Fix GitHub actions badge in README (#263) (@odow) - Implement MOI.Utilities.scalartype for (Matrix|Sparse)VectorAffineFunction (#264) (@odow) - Prep for v0.4.3 (#265) (@odow)

Closed issues: - Support exponential cone (#50)

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Published by github-actions[bot] about 1 year ago

DiffOpt - 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 (@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)

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Published by github-actions[bot] almost 3 years ago

DiffOpt - v0.4.1

DiffOpt v0.4.1

Diff since v0.4.0

Merged pull requests: - Abstract linear solving method instead of \ (#229) (@matbesancon)

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Published by github-actions[bot] about 3 years ago

DiffOpt - 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)

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Published by github-actions[bot] almost 4 years ago

DiffOpt - 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) - quadsymhalf 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)

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Published by github-actions[bot] almost 4 years ago

DiffOpt - 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)

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Published by github-actions[bot] almost 4 years ago

DiffOpt - v0.3.0

DiffOpt v0.3.0

Diff since v0.2.0

Closed issues: - Replace getproblemdata 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 ThermalGenerationDispatch_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)

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Published by github-actions[bot] almost 4 years ago

DiffOpt - 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 ThermalGenerationDispatch_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)

- Julia
Published by github-actions[bot] about 4 years ago

DiffOpt - 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) - loadvariables not defined for SCS (#47) - Example PSD not similar to the PSD one? (#48) - Dual value tests broken (#49) - backwardconic! 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 maprows 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 MOIwrapper 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 moiget_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)

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Published by github-actions[bot] about 4 years ago