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News for EAGO Releases

v0.8.1 (June 15, 2023)

  • Resolved an issue where integer and binary variables would sometimes throw a MathOptInterface.UpperBoundAlreadySet error.
  • Added the function unbounded_check! which warns users if they are missing variable bounds and sets them to +/- 1E10 by default.
    • Added an EAGO parameter unbounded_check which defaults to true and enables unbounded_check!.
  • Bumped requirement for PrettyTables.jl to v2+ to accommodate the latest version of DataFrames.jl.

v0.8.0 (June 12, 2023)

  • Updated EAGO for compatibility with the nonlinear expression API changes introduced in JuMP v1.2: https://discourse.julialang.org/t/ann-upcoming-refactoring-of-jumps-nonlinear-api/83052.
    • EAGO now uses the MOI.Nonlinear submodule instead of JuMP._Derivatives.
    • Models, nodes, expressions, constraints, and operators are now compatible with MOI.
  • Added logic and comparison operators to EAGO.OperatorRegistry.

v0.7.3 (April 11, 2023)

  • Bumped DocStringExtensions.jl compatibility.

v0.7.2 (November 22, 2022)

  • Added support for Julia 1.7.
  • Bumped NaNMath.jl compatibility.
  • Added help? information for various functions and structures.
  • Updated documentation and some formatting.

v0.7.1 (June 26, 2022)

  • Added the function print_problem_summary, an internal script used to display all constraints, objectives in a linear program which is added to functions for debug purposes while writing code.
  • Adjusted default EAGOParameters.
    • branch_cvx_factor: 0.5 => 0.25
    • branch_offset: 0.2 => 0.15
    • time_limit and _time_left: 1000.0 => 3600.0
    • obbt_depth: 0 => 6
    • obbt_repetitions: 1 => 3
    • cut_tolerance_rel: 1E-2 => 1E-3
  • Adjusted Ipopt.Optimizer attributes.
    • max_iter: 20000 => 10000
    • acceptable_iter: 10000 => 1000
  • Excluded test_quadratic_nonconvex_constraint_basic from MOI tests.
  • Restricted JuMP compatibility to 1.0.0 - 1.1.1.

v0.7.0 (March 28, 2022)

  • Added envelopes of activation functions: xabsx, logcosh
  • Added variations of estimator_extrema, estimator_under, and estimator_over functions to EAGO for bilinear relaxations.
  • Moved various functions and related structures to new files.
  • Added RelaxCache structure to hold relaxed problem information.
  • Updated forward and reverse propagation.
  • Added PrettyTables.jl.
  • Added test examples.
  • Added a memory allocation analysis.
  • Updated documentation.

v0.6.1 (March 4, 2021)

  • Minor update to tests.

v0.6.0 (February 19, 2021)

  • License changed from CC BY-NC-SA 4.0 to MIT.
  • Fix deprecated Ipopt constructor.
  • Fix discrepancy between the returned objective value and the objective evaluated at the solution.
  • Dramatically decrease allocates and first-run performance of SIP routines.
  • Add two algorithms which modify SIPRes detailed in Djelassi, H. and Mitsos A. 2017.
  • Fix objective interval fallback function.
  • New SIP interface with extendable subroutines.
  • Fix x^y relaxation bug.
  • Add issues template.
  • Add SIP subroutine documentation.

v0.5.2 (November 18, 2020)

  • Fix user specified branching variables.

v0.5.1 (November 18, 2020)

  • Support for Julia ~1 (with limited functionality for Julia 1.0 and 1.1).

v0.5.0 (November 18, 2020)

  • Introduces the register_eago_operators!(m::JuMP.Model) which can be used to register all nonstandard nonlinear terms used in EAGO in any JuMP model.
  • Introduces positive, negative, lower_bnd, upper_bnd, and bnd functions which can be used to enforce bounds on intermediate terms in nonlinear expressions (EAGO.Optimizer only).
  • Adds envelopes: abs2, sinpi, cospi, fma, cbrt
  • Adds envelopes and functions: xlogx
  • Adds envelopes of special functions: erf, erfc, erfinv, erfcinv
  • Adds envelopes of activation functions: relu, gelu, elu, selu, swish, sigmoid, softsign, softplus, bisigmoid, pentanh, leaky_relu, param_relu
  • Error messages in sip_explicit have been made more transparent.
  • Fixes some issues with documentation image rendering and links.
  • Drops appveyor CI and Travis CI in favor of GitHub Actions.

v0.4.2 (August 28, 2020)

  • Support for Julia 1.5.

v0.4.1 (June 17, 2020)

  • Minor bug fixes.

v0.4.0 (June 12, 2020)

  • Support for new MOI/JuMP RawParameter input and a number of new attributes.
  • Separates McCormick and ReverseMcCormick libraries (now McCormick.jl and ReverseMcCormick.jl) from main package. McCormick.jl is reexported.
  • Relaxation calculations now return NaN values on a domain violation.
  • Tolerance based validation of cuts has been added to generate numerically safe cuts.
  • Significantly simplify internal codebase for EAGO.Optimizer (no changes to API): fully decouples input problem specifications from the formulation used internally, stack only stores variables that are branched on, and a number of internal rearrangements to clearly delineate different routines.
  • Add problem classification preprocessing that throws to simpler routines if LP problem types are detected (enables future support for SOCP, MILP, MISOCP, and Convex forms).
  • Fix multiple bugs and add more transparent error codes.

v0.3.1 (January 29, 2020)

  • Add unit tests.
  • Support for Julia 1.3.
  • Fix IntervalContractors.jl dependency issue.

v0.3.0 (November 5, 2019)

This update is intended to be the last to create a large number of breaking changes to the EAGO API. Please review the use cases provided in the documentation to update examples.

  • A number of performance improvements have been made to the underlying McCormick relaxation library.
  • The optimizer used to construct relaxations is now modified in place.
  • All subproblem storage has been moved to the Optimizer object and storage types (e.g. LowerInfo) have been removed.
  • A BinaryMinMaxHeap structure is now used to store nodes.
  • Speed and aesthetics for logging and printing utilities have been updated.
  • Subroutines are now customized by creating a subtype of ExtensionType and defining subroutines which dispatch on this new structure.
  • Parametric interval methods and the Implicit optimizer have been move to a separate package (to be tagged shortly).
  • JIT compilation time has been reduced substantially.
  • Support for silent tag and time limits.

v0.2.1 (July 7, 2019)

  • Bug fix for explicit SIP solving routine that occurred for uncertainty sets of dimension greater than 1.
  • Bug fix for MOI.MAX_SENSE (max objective sense).

v0.2.0 (June 14, 2019)

This update creates a number of breaking changes to the EAGO API. Please review the use cases provided in the documentation to update examples.

  • Updated to support Julia 1.0+, MathOptInterface (MOI), and MOI construction of subproblems.
  • Additional domain reduction routines available.
  • Support for specialized handling of linear and quadratic terms.
  • Significant performance improvements due to pre-allocation of Wengert tapes and MOI support.
  • A more intuitive API for McCormick relaxation construction.

v0.1.2 (June 20, 2018)

  • Significant speed and functionality updates.

v0.1.1 (June 7, 2018)

  • Initial release of combined EAGO packages.

v0.1.0 (April 10, 2018)

  • Main global solver release.