NEWS.md

MathOptInterface (MOI) release notes

v0.9.19 (December 1, 2020)

For a detailed list of the closed issues and pull requests from this release, see the tag notes.

• Added CallbackNodeStatus attribute
• Added bridge from GreaterThan or LessThan to Interval
• Added tests for infeasibility certificates and double optimize
• Fixed support for Julia v1.6
• Re-organized MOI docs and added documentation for adding a test

v0.9.18 (November 3, 2020)

For a detailed list of the closed issues and pull requests from this release, see the tag notes.

• Various improvements for working with complex numbers
• Added GeoMeantoRelEntrBridge to bridge a geomean constraint to a relative entropy constraint

v0.9.17 (September 21, 2020)

For a detailed list of the closed issues and pull requests from this release, see the tag notes.

• Fixed CleverDict with variable of negative index value
• Implement supports_add_constrained_variable for MockOptimizer

v0.9.16 (September 17, 2020)

For a detailed list of the closed issues and pull requests from this release, see the tag notes.

• Various fixes:
  • 32-bit support
  • CleverDict with abstract value type
  • Checks in test suite

v0.9.15 (September 14, 2020)

For a detailed list of the closed issues and pull requests from this release, see the tag notes.

A summary of changes are as follows:

• Bridges improvements:
  • (R)SOCtoNonConvexQuad bridge
  • ZeroOne bridge
  • Use supports_add_constrained_variable in LazyBridgeOptimizer
  • Exposed VariableBridgeCost and ConstraintBridgeCost attributes
  • Prioritize constraining variables on creation according to these costs
  • Refactor bridge debugging
• Large performance improvements across all submodules
• Lots of documentation improvements
• FileFormats improvements:
  • Update MathOptFormat to v0.5
  • Fix supported objectives in FileFormats
• Testing improvements:
  • Add name option for basic_constraint_test
• Bug fixes and missing methods
  • Add length for iterators
  • Fix bug with duplicate terms
  • Fix order of LinearOfConstraintIndices

v0.9.14 (May 30, 2020)

• Add a solver-independent interface for accessing the set of conflicting constraints an Irreducible Inconsistent Subsystem (#1056).
• Bump JSONSchema dependency from v0.2 to v0.3 (#1090).
• Documentation improvements:
  • Fix typos (#1054, #1060, #1061, #1064, #1069, #1070).
  • Remove the outdated recommendation for a package implementing MOI for a solver XXX to be called MathOptInterfaceXXX (#1087).
• Utilities improvements:
  • Fix is_canonical for quadratic functions (#1081, #1089).
  • Implement add_constrained_variable[s] for CachingOptimizer so that it is added as constrained variables to the underlying optimizer (#1084).
  • Add support for custom objective functions for UniversalFallback (#1086).
  • Deterministic ordering of constraints in UniversalFallback (#1088).
• Testing improvements:
  • Add NormOneCone/NormInfinityCone tests (#1045).
• Bridges improvements:
  • Add bridges from Semiinteger and Semicontinuous (#1059).
  • Implement getting ConstraintSet for Variable.FlipSignBridge (#1066).
  • Fix setting ConstraintFunction for Constraint.ScalarizeBridge (#1093).
  • Fix NormOne/NormInf bridges with nonzero constants (#1045).
  • Fix StackOverflow in debug (#1063).
• FileFormats improvements:
  • [SDPA] Implement the extension for integer variables (#1079).
  • [SDPA] Ignore comments aftere m and nblocks and detect dat-s extension (#1077).
  • [SDPA] No scaling of off-diagonal coefficient (#1076).
  • [SDPA] Add missing negation of constant (#1075).

v0.9.13 (March 24, 2020)

• Added tests for Semicontinuous and Semiinteger variables (#1033).
• Added tests for using ExprGraphs from NLP evaluators (#1043).
• Update version compatibilities of depedencies (#1034, #1051, #1052).
• Fixed typos in documentation (#1044).

v0.9.12 (February 28, 2020)

• Fixed writing NLPBlock in MathOptFormat (#1037).
• Fixed MockOptimizer for result attributes with non-one result index (#1039).
• Updated test template with instantiate (#1032).

v0.9.11 (February 21, 2020)

• Add an option for the model created by Utilities.@model to be a subtype of AbstractOptimizer (#1031).
• Described dual cone in docstrings of GeoMeanCone and RelativeEntropyCone (#1018, #1028).
• Fixed typos in documentation (#1022, #1024).
• Fixed warning of unsupported attribute (#1027).
• Added more rootdet/logdet conic tests (#1026).
• Implemented ConstraintDual for Constraint.GeoMeanBridge, Constraint.RootDetBridge and Constraint.LogDetBridge and test duals in tests with GeoMeanCone and RootDetConeTriangle and LogDetConeTriangle cones (#1025, #1026).

v0.9.10 (January 31, 2020)

• Added OptimizerWithAttributes grouping an optimizer constructor and a list of optimizer attributes (#1008).
• Added RelativeEntropyCone with corresponding bridge into exponential cone constraints (#993).
• Added NormSpectralCone and NormNuclearCone with corresponding bridges into positive semidefinite constraints (#976).
• Added supports_constrained_variable(s) (#1004).
• Added dual_set_type (#1002).
• Added tests for vector specialized version of delete (#989, #1011).
• Added PSD3 test (#1007).
• Clarified dual solution of Tests.pow1v and Tests.pow1f (#1013).
• Added support for EqualTo and Zero in Bridges.Constraint.SplitIntervalBridge (#1005).
• Fixed Utilities.vectorize for empty vector (#1003).
• Fixed free variables in LP writer (#1006).

v0.9.9 (December 29, 2019)

• Incorporated MathOptFormat.jl as the FileFormats submodule. FileFormats provides readers and writers for a number of standard file formats and MOF, a file format specialized for MOI (#969).
• Improved performance of deletion of vector of variables in MOI.Utilities.Model (#983).
• Updated to MutableArithmetics v0.2 (#981).
• Added MutableArithmetics.promote_operation allocation tests (#975).
• Fixed inference issue on Julia v1.1 (#982).

v0.9.8 (December 19, 2019)

• Implemented MutableArithmetics API (#924).
• Fixed callbacks with CachingOptimizer (#959).
• Fixed MOI.dimension for MOI.Complements (#948).
• Added fallback for add_variables (#972).
• Added is_diagonal_vectorized_index utility (#965).
• Improved linear constraints display in manual (#963, #964).
• Bridges improvements:
  • Added IndicatorSet to SOS1 bridge (#877).
  • Added support for starting values for Variable.VectorizeBridge (#944).
  • Fixed MOI.add_constraints with non-bridged variable constraint on bridged variable (#951).
  • Fixed corner cases and docstring of geomean bridge (#961, #962, #966).
  • Fixed choice between variable or constraint bridges for constrained variables (#973).
  • Improve performance of bridge shortest path (#945, #946, #956).
  • Added docstring for test_delete_bridge (#954).
  • Added Variable bridge tests (#952).

v0.9.7 (October 30, 2019)

• Implemented _result_index_field for NLPBlockDual (#934).
• Fixed copy of model with starting values for vector constraints (#941).
• Bridges improvements:
  • Improved performance of add_bridge and added has_bridge (#935).
  • Added AbstractSetMapBridge for bridges between sets S1, S2 such that there is a linear map A such that A*S1 = S2 (#933).
  • Added support for starting values for FlipSignBridge, VectorizeBridge, ScalarizeBridge, SlackBridge, SplitIntervalBridge, RSOCBridge, SOCRBridge NormInfinityBridge, SOCtoPSDBridge and RSOCtoPSDBridge (#933, #936, #937, #938, #939).

v0.9.6 (October 25, 2019)

• Added complementarity constraints (#913).
• Allowed ModelLike objects as value of attributes (#928).
• Testing improvements:
  • Added dual_objective_value option to MOI.Test.TestConfig (#922).
  • Added InvalidIndex tests in basic_constraint_tests (#921).
  • Added tests for the constant term in indicator constraint (#929).
• Bridges improvements:
  • Added support for starting values for functionize bridges (#923).
  • Added variable indices context to variable bridges (#920).
  • Fixed a typo in printing o debug_supports (#927).

v0.9.5 (October 9, 2019)

• Clarified PrimalStatus/DualStatus to be NO_SOLUTION if result_index is out of bounds (#912).
• Added tolerance for checks and use ResultCount + 1 for the result_index in MOI.Test.solve_result_status (#910, #917).
• Use 0.5 instead of 2.0 for power in PowerCone in basic_constraint_test (#916).
• Bridges improvements:
  • Added debug utilities for unsupported variable/constraint/objective (#861).
  • Fixed deletion of variables in bridged VectorOfVariables constraints (#909).
  • Fixed result_index with objective bridges (#911).

v0.9.4 (October 2, 2019)

• Added solver-independent MIP callbacks (#782).
• Implements submit for Utilities.CachingOptimizer and Bridges.AbstractBridgeOptimizer (#906).
• Added tests for result count of solution attributes (#901, #904).
• Added NumberOfThreads attribute (#892).
• Added Utilities.get_bounds to get the bounds on a variable (#890).
• Added a note on duplicate coefficients in documentation (#581).
• Added result index in ConstraintBasisStatus (#898).
• Added extension dictionary to Utilities.Model (#884, #895).
• Fixed deletion of constrained variables for CachingOptimizer (#905).
• Implemented Utilities.shift_constraint for Test.UnknownScalarSet (#896).
• Bridges improvements:
  • Added Variable.RSOCtoSOCBridge (#907).
  • Implemented MOI.get for ConstraintFunction/ConstraintSet for Bridges.Constraint.SquareBridge (#899).

v0.9.3 (September 20, 2019)

• Fixed ambiguity detected in Julia v1.3 (#891, #893).
• Fixed missing sets from ListOfSupportedConstraints (#880).
• Fixed copy of VectorOfVariables constraints with duplicate indices (#886).
• Added extension dictionary to MOIU.Model (#884).
• Implemented MOI.get for function and set for GeoMeanBridge (#888).
• Updated documentation for SingleVariable indices and bridges (#885).
• Testing improvements:
  • Added more comprehensive tests for names (#882).
  • Added tests for SingleVariable duals (#883).
  • Added tests for DualExponentialCone and DualPowerCone (#873).
• Improvements for arbitary coefficient type:
  • Fixed == for sets with mutable fields (#887).
  • Removed some Float64 assumptions in bridges (#878).
  • Automatic selection of Constraint.[Scalar|Vector]FunctionizeBridge (#889).

v0.9.2 (September 5, 2019)

• Implemented model printing for MOI.ModelLike and specialized it for models defined in MOI (864).
• Generalized contlinear tests for arbitary coefficient type (#855).
• Fixed supports_constraint for Semiinteger and Semicontinuous and supports for ObjectiveFunction (#859).
• Fixed Allocate-Load copy for single variable constraints (#856).
• Bridges improvements:
  • Add objective bridges (#789).
  • Fixed Variable.RSOCtoPSDBridge for dimension 2 (#869).
  • Added Variable.SOCtoRSOCBridge (#865).
  • Added Constraint.SOCRBridge and disable MOI.Bridges.Constraint.SOCtoPSDBridge (#751).
  • Fixed added_constraint_types for Contraint.LogDetBridge and Constraint.RootDetBridge (#870).

v0.9.1 (August 22, 2019)

• Fix support for Julia v1.2 (#834).
• L_1 and L_∞ norm epigraph cones and corresponding bridges to LP were added (#818).
• Added tests to MOI.Test.nametest (#833).
• Fix MOI.Test.soc3test for solvers not supporting infeasibility certificates (#839).
• Implements operate for operators * and / between vector function and constant (#837).
• Implements show for MOI.Utilities.IndexMap (#847).
• Fix corner cases for mapping of variables in MOI.Utilities.CachingOptimizer and substitution of variables in MOI.Bridges.AbstractBridgeOptimizer (#848).
• Fix transformation of constant terms for MOI.Bridges.Constraint.SOCtoPSDBridge and MOI.Bridges.Constraint.RSOCtoPSDBridge (#840).

v0.9.0 (August 13, 2019)

• Support for Julia v0.6 and v0.7 was dropped (#714, #717).
• A MOI.Utilities.Model implementation of ModelLike, this should replace most use cases of MOI.Utilities.@model (#781).
• add_constrained_variable and add_constrained_variables were added (#759).
• Support for indicator constraints was added (#709, #712).
• DualObjectiveValue attribute was added (#473).
• RawParameter attribute was added (#733).
• A dual_set function was added (#804).
• A Benchmarks submodule was added to facilitate solver benchmarking (#769).
• A submit function was added, this may for intance allow the user to submit solutions or cuts to the solver from a callback (#775).
• The field of ObjectiveValue was renamed to result_index (#729).
• The _constant and Utilities.getconstant function were renamed to constant
• REDUCTION_CERTIFICATE result status was added (#734).
• Abstract matrix sets were added (#731).
• Testing improvements:
  • The testing guideline was updated (#728).
  • Quadratic tests were added (#697).
  • Unit tests for RawStatusString, SolveTime, Silent and SolverName were added (#726, #741).
  • A rotated second-order cone test was added (#759).
  • A power cone test was added (#768).
  • Tests for ZeroOne variables with variable bounds were added (#772).
  • An unbounded test was added (#773).
  • Existing tests had a few updates (#702, #703, #763).
• Documentation improvements:
  • Added a section on CachingOptimizer (#777).
  • Added a section on UniversalFallback, Model and @model (#762).
  • Transition the knapsack example to a doctest with MockOptimizer (#786).
• Utilities improvements:
  • A CleverDict utility was added for a vector that automatically transform into a dictionary once a first index is removed (#767).
  • The Utilities.constant function was renamed to Utilities.constant_vector (#740).
  • Implement optimizer attributes for CachingOptimizer (#745).
  • Rename Utilities.add_scalar_constraint to Utilities.normalize_and_add_constraint (#801).
  • operate with vcat, SingleVariable and VectorOfVariables now returns a VectorOfVariables (#616).
  • Fix a type piracy of operate (#784).
  • The load_constraint fallback signature was fixed (#760).
  • The set_dot function was extended to work with sparse arrays (#805).
• Bridges improvements:
  • The bridges no longer store the constraint function and set before it is briged, the bridges now have to implement ConstraintFunction and ConstraintSet if the user wants to recover them. As a consequence, the @bridge macro was removed (#722).
  • Bridge are now instantiated with a bridge_constraint function instead of using a constructor (#730).
  • Fix constraint attributes for bridges (#699).
  • Constraint bridges were moved to the Bridges/Constraint submodule so they should now inherit from MOI.Bridges.Constraint.Abstract and should implement MOI.Bridges.Constraint.concrete_bridge_type instead of MOI.Bridges.concrete_bridge_type (#756).
  • Variable bridges were added in (#759).
  • Various improvements (#746, #747).

v0.8.4 (March 13, 2019)

• Performance improvement in default_copy_to and bridge optimizer (#696).
• Add Silent and implement setting optimizer attributes in caching and mock optimizers (#695).
• Add functionize bridges (SingleVariable and VectorOfVariables) (#659).
• Minor typo fixes (#694).

v0.8.3 (March 6, 2019)

• Use zero constant in scalar constraint function of MOI.Test.copytest (#691).
• Fix variable deletion with SingleVariable objective function (#690).
• Fix LazyBridgeOptimizer with bridges that add no constraints (#689).
• Error message improvements (#673, #685, #686, #688).
• Documentation improvements (#682, #683, #687).
• Basis status:
  • Remove VariableBasisStatus (#679).
  • Test ConstraintBasisStatus and implement it in bridges (#678).
• Fix inference of NumberOfVariables and NumberOfConstraints (#677).
• Implement division between a quadratic function and a number (#675).

v0.8.2 (February 7, 2019)

• Add RawStatusString attribute (#629).
• Do not set names to the optimizer but only to the cache in CachingOptimizer (#638).
• Make scalar MOI functions act as scalars in broadcast (#646).
• Add function utilities:
  • Implement Base.zero (#634), Base.iszero (#643), add missing arithmetic operations (#644, #645) and fix division (#648).
  • Add a vectorize function that turns a vector of ScalarAffineFunction into a VectorAffineFunction (#642).
• Improve support for starting values:
  • Show a warning in copy when starting values are not supported instead of throwing an error (#630).
  • Fix UniversalFallback for getting an variable or constraint attribute set to no indices (#623).
  • Add a test in contlineartest with partially set VariablePrimalStart.
• Bridges improvements:
  • Fix StackOverFlow in LazyBridgeOptimizer when there is a cycle in the graph of bridges.
  • Add Slack bridges (#610, #650).
  • Add FlipSign bridges (#658).
• Add tests with duplicate coefficients in ScalarAffineFunction and VectorAffineFunction (#639).
• Use tolerance to compare VariablePrimal in rotatedsoc1 test (#632).
• Use a zero constant in ScalarAffineFunction of constraints in psdt2 (#622).

v0.8.1 (January 7, 2019)

• Adding an NLP objective now overrides any objective set using the ObjectiveFunction attribute (#619).
• Rename fullbridgeoptimizer into full_bridge_optimizer (#621).
• Allow custom constraint types with full_bridge_optimizer (#617).
• Add Vectorize bridge which transforms scalar linear constraints into vector linear constraints (#615).

v0.8.0 (December 18, 2018)

• Rename all enum values to follow the JuMP naming guidelines for constants, e.g., Optimal becomes OPTIMAL, and DualInfeasible becomes DUAL_INFEASIBLE.
• Rename CachingOptimizer methods for style compliance.
• Add an MOI.TerminationStatusCode called ALMOST_DUAL_INFEASIBLE.

v0.7.0 (December 13, 2018)

• Test that MOI.TerminationStatus is MOI.OptimizeNotCalled before MOI.optimize! is called.
• Check supports_default_copy_to in tests (#594).
• Key pieces of information like optimality, infeasibility, etc., are now reported through TerminationStatusCode. It is typically no longer necessary to check the result statuses in addition to the termination status.
• Add perspective dimension to log-det cone (#593).

v0.6.4 (November 27, 2018)

• Add OptimizeNotCalled termination status (#577) and improve documentation of other statuses (#575).
• Add a solver naming guideline (#578).
• Make FeasibilitySense the default ObjectiveSense (#579).
• Fix Utilities.@model and Bridges.@bridge macros for functions and sets defined outside MOI (#582).
• Document solver-specific attributes (#580) and implement them in Utilities.CachingOptimizer (#565).

v0.6.3 (November 16, 2018)

• Variables and constraints are now allowed to have duplicate names. An error is thrown only on lookup. This change breaks some existing tests. (#549)
• Attributes may now be partially set (some values could be nothing). (#563)
• Performance improvements in Utilities.Model (#549, #567, #568)
• Fix bug in QuadtoSOC (#558).
• New supports_default_copy_to method that optimizers should implement to control caching behavior.
• Documentation improvements.

v0.6.2 (October 26, 2018)

• Improve hygiene of @model macro (#544).
• Fix bug in copy tests (#543).
• Fix bug in UniversalFallback attribute getter (#540).
• Allow all correct solutions for solve_blank_obj unit test (#537).
• Add errors for Allocate-Load and bad constraints (#534).
• [performance] Add specialized implementation of hash for VariableIndex (#533).
• [performance] Construct the name to object dictionaries lazily in model (#535).
• Add the QuadtoSOC bridge which transforms ScalarQuadraticFunction constraints into RotatedSecondOrderCone (#483).

v0.6.1 (September 22, 2018)

• Enable PositiveSemidefiniteConeSquare set and quadratic functions in MOIB.fullbridgeoptimizer (#524).
• Add warning in the bridge between PositiveSemidefiniteConeSquare and PositiveSemidefiniteConeTriangle when the matrix is almost symmetric (#522).
• Modify MOIT.copytest to not add multiples constraints on the same variable (#521).
• Add missing keyword argument in one of MOIU.add_scalar_constraint methods (#520).

v0.6.0 (August 30, 2018)

• The MOIU.@model and MOIB.@bridge macros now support functions and sets defined in external modules. As a consequence, function and set names in the macro arguments need to be prefixed by module name.
• Rename functions according to the JuMP style guide:
  • copy! with keyword arguments copynames and warnattributes -> copy_to with keyword arguments copy_names and warn_attributes;
  • set! -> set;
  • addvariable[s]! -> add_variable[s];
  • supportsconstraint -> supports_constraint;
  • addconstraint[s]! -> add_constraint[s];
  • isvalid -> is_valid;
  • isempty -> is_empty;
  • Base.delete! -> delete;
  • modify! -> modify;
  • transform! -> transform;
  • initialize! -> initialize;
  • write -> write_to_file; and
  • read! -> read_from_file.
• Remove free! (use Base.finalize instead).
• Add the SquarePSD bridge which transforms PositiveSemidefiniteConeTriangle constraints into PositiveSemidefiniteConeTriangle.
• Add result fallback for ConstraintDual of variable-wise constraint, ConstraintPrimal and ObjectiveValue.
• Add tests for ObjectiveBound.
• Add test for empty rows in vector linear constraint.
• Rework errors: CannotError has been renamed NotAllowedError and the distinction between UnsupportedError and NotAllowedError is now about whether the element is not supported (i.e. it cannot be copied a model containing this element) or the operation is not allowed (either because it is not implemented, because it cannot be performemd in the current state of the model, because it cannot be performed for a specific index, ...)
• canget is removed. NoSolution is added as a result status to indicate that the solver does not have either a primal or dual solution available (See #479).

v0.5.0 (August 5, 2018)

• Fix names with CachingOptimizer.
• Cleanup thanks to @mohamed82008.
• Added a universal fallback for constraints.
• Fast utilities for function canonicalization thanks to @rdeits.
• Renamed dimension field to side_dimension in the context of matrix-like sets.
• New and improved tests for cases like duplicate terms and ObjectiveBound.
• Removed cantransform, canaddconstraint, canaddvariable, canset, canmodify, and candelete functions from the API. They are replaced by a new set of errors that are thrown: Subtypes of UnsupportedError indicate unsupported operations, while subtypes of CannotError indicate operations that cannot be performed in the current state.
• The API for copy! is updated to remove the CopyResult type.
• Updates for the new JuMP style guide.

v0.4.1 (June 28, 2018)

• Fixes vector function modification on 32 bits.
• Fixes Bellman-Ford algorithm for bridges.
• Added an NLP test with FeasibilitySense.
• Update modification documentation.

v0.4.0 (June 23, 2018)

• Helper constructors for VectorAffineTerm and VectorQuadraticTerm.
• Added modify_lhs to TestConfig.
• Additional unit tests for optimizers.
• Added a type parameter to CachingOptimizer for the optimizer field.
• New API for problem modification (#388)
• Tests pass without deprecation warnings on Julia 0.7.
• Small fixes and documentation updates.

v0.3.0 (May 25, 2018)

• Functions have been redefined to use arrays-of-structs instead of structs-of-arrays.
• Improvements to MockOptimizer.
• Significant changes to Bridges.
• New and improved unit tests.
• Fixes for Julia 0.7.

v0.2.0 (April 24, 2018)

• Improvements to and better coverage of Tests.
• Documentation fixes.
• SolverName attribute.
• Changes to the NLP interface (new definition of variable order and arrays of structs for bound pairs and sparsity patterns).
• Addition of NLP tests.
• Introduction of UniversalFallback.
• copynames keyword argument to MOI.copy!.
• Add Bridges submodule.

v0.1.0 (February 28, 2018)

• Initial public release.
• The framework for MOI was developed at the JuMP-dev workshop at MIT in June 2017 as a sorely needed replacement for MathProgBase.