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Merge pull request #117 from DimitriAlston/master
Update documentation, display function, and some tests
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> Copyright (c) 2018: Matthew Wilhelm & Matthew Stuber. | ||
> | ||
> Permission is hereby granted, free of charge, to any person obtaining a copy of this software and associated documentation files (the "Software"), to deal in the Software without restriction, including without limitation the rights to use, copy, modify, merge, publish, distribute, sublicense, and/or sell copies of the Software, and to permit persons to whom the Software is furnished to do so, subject to the following conditions: | ||
> | ||
> The above copyright notice and this permission notice shall be included in all copies or substantial portions of the Software. | ||
> | ||
> THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE. | ||
MIT License | ||
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Copyright (c) 2023 Matthew Wilhelm, Robert Gottlieb, Dimitri Alston, Matthew Stuber, and the University of Connecticut (UConn) | ||
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Permission is hereby granted, free of charge, to any person obtaining a copy | ||
of this software and associated documentation files (the "Software"), to deal | ||
in the Software without restriction, including without limitation the rights | ||
to use, copy, modify, merge, publish, distribute, sublicense, and/or sell | ||
copies of the Software, and to permit persons to whom the Software is | ||
furnished to do so, subject to the following conditions: | ||
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The above copyright notice and this permission notice shall be included in all | ||
copies or substantial portions of the Software. | ||
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THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR | ||
IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, | ||
FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE | ||
AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER | ||
LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, | ||
OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE | ||
SOFTWARE. |
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# News for EAGO Releases | ||
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## [v0.8.1](https://github.com/PSORLab/EAGO.jl/releases/tag/v0.8.1) (June 15, 2023) | ||
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- 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. | ||
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## [v0.8.0](https://github.com/PSORLab/EAGO.jl/releases/tag/v0.8.0) (June 12, 2023) | ||
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- 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`. | ||
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## [v0.7.3](https://github.com/PSORLab/EAGO.jl/releases/tag/v0.7.3) (April 11, 2023) | ||
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- Bumped DocStringExtensions.jl compatibility. | ||
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## [v0.7.2](https://github.com/PSORLab/EAGO.jl/releases/tag/v0.7.2) (November 22, 2022) | ||
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- Added support for Julia 1.7. | ||
- Bumped NaNMath.jl compatibility. | ||
- Added `help?` information for various functions and structures. | ||
- Updated documentation and some formatting. | ||
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## [v0.7.1](https://github.com/PSORLab/EAGO.jl/releases/tag/v0.7.1) (June 26, 2022) | ||
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- 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. | ||
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## [v0.7.0](https://github.com/PSORLab/EAGO.jl/releases/tag/v0.7.0) (March 28, 2022) | ||
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- Added envelopes of activation functions: `xabsx`, `logcosh` | ||
- Added `estimator_extrema`, `estimator_under`, and `estimator_over` functions for McCormick 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. | ||
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## [v0.6.1](https://github.com/PSORLab/EAGO.jl/releases/tag/v0.6.1) (March 4, 2021) | ||
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- Minor update to tests. | ||
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## [v0.6.0](https://github.com/PSORLab/EAGO.jl/releases/tag/v0.6.0) (February 19, 2021) | ||
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- 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. | ||
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## [v0.5.2](https://github.com/PSORLab/EAGO.jl/commit/bc59c5a8a5e26960c159e06e7b26e2e5c2472956) (November 18, 2020) | ||
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- Fix user specified branching variables. | ||
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## [v0.5.1](https://github.com/PSORLab/EAGO.jl/releases/tag/v0.5.1) (November 18, 2020) | ||
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- Support for Julia ~1 (with limited functionality for Julia 1.0 and 1.1). | ||
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## [v0.5.0](https://github.com/PSORLab/EAGO.jl/releases/tag/v0.5.0) (November 18, 2020) | ||
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- 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. | ||
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## [v0.4.2](https://github.com/PSORLab/EAGO.jl/releases/tag/v0.4.2) (August 28, 2020) | ||
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- Support for Julia 1.5. | ||
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## [v0.4.1](https://github.com/PSORLab/EAGO.jl/commit/9c1bcf024a19840a0ac49c8c6da13619a5f3845f#comments) (June 17, 2020) | ||
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- Minor bug fixes. | ||
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## [v0.4.0](https://github.com/PSORLab/EAGO.jl/releases/tag/v0.4.0) (June 12, 2020) | ||
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- Support for new MOI/JuMP `RawParameter` input and a number of new attributes. | ||
- Separates McCormick and ReverseMcCormick libraries (now [McCormick.jl](https://github.com/PSORLab/McCormick.jl) and [ReverseMcCormick.jl](https://github.com/PSORLab/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. | ||
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## [v0.3.1](https://github.com/PSORLab/EAGO.jl/releases/tag/v0.3.1) (January 29, 2020) | ||
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- Add unit tests. | ||
- Support for Julia 1.3. | ||
- Fix IntervalContractors.jl dependency issue. | ||
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## [v0.3.0](https://github.com/PSORLab/EAGO.jl/releases/tag/v0.3.0) (November 5, 2019) | ||
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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. | ||
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## [v0.2.1](https://github.com/PSORLab/EAGO.jl/releases/tag/v0.2.1) (July 7, 2019) | ||
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- 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). | ||
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## [v0.2.0](https://github.com/PSORLab/EAGO.jl/releases/tag/v0.2.0) (June 14, 2019) | ||
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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. | ||
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## [v0.1.2](https://github.com/PSORLab/EAGO.jl/releases/tag/v0.1.2) (June 20, 2018) | ||
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- Significant speed and functionality updates. | ||
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## [v0.1.1](https://github.com/PSORLab/EAGO.jl/releases/tag/v0.1.1) (June 7, 2018) | ||
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- Initial release of combined EAGO packages. | ||
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## [v0.1.0](https://github.com/PSORLab/EAGO.jl/releases/tag/v0.1.0) (April 10, 2018) | ||
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- Main global solver release. |
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name = "EAGO" | ||
uuid = "bb8be931-2a91-5aca-9f87-79e1cb69959a" | ||
authors = ["Matthew Wilhelm <[email protected]>"] | ||
authors = ["Matthew Wilhelm <[email protected]>, Robert Gottlieb <[email protected]>, Dimitri Alston <[email protected]>, and Matthew Stuber <[email protected]>"] | ||
version = "0.8.1" | ||
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[deps] | ||
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IntervalArithmetic = "~0.20" | ||
IntervalContractors = "~0.4" | ||
Ipopt = "~1" | ||
JuMP = "1.11" | ||
JuMP = "1.12" | ||
MINLPTests = "0.5.2" | ||
MathOptInterface = "~1" | ||
McCormick = "0.13" | ||
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