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EAGO v0.4

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@mewilhel mewilhel released this 12 Jun 04:26
· 566 commits to master since this release
7f3fc85
  • 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 currently reexported.
  • Most 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.