v1.3.0

Uno v1.3.0 implements the following changes:

Features

• interface to the HiGHS LP solver. Available via option LP_solver=HiGHS (#72);
• filterslp preset: a trust-region restoration filter Sequential Linear Programming (SLP) method. Available via option preset=filterslp (#88).

Bug fixes

• better handling of warmstart information (#83);
• feasibility multipliers that correspond to active trust-region constraints are also reset in the trial iterate (#83).

Improvements:

• clear precedence rules for setting options: option file > preset > individual option (#85);
• additional unit tests (#90).

v1.2.0

Uno v1.2.0 implements the following changes.

Features:

• support for fixed variables in the model (with identical lower and upper bounds). Uno provides dual variables for theses fixed variables, which should assist the user in performing sensitivity analysis (#45).
• default options are now hard-coded, therefore Uno can run without an option file (#28).

For AMPL users:

• the primal-dual solution (including bound duals) is now written to the .sol file with the same Lagrangian convention as IPOPT (#29, #40, #47).

For Julia users:

• Uno can now be installed automatically in Julia via Uno_jll.jl and used via AmplLNLWriter.jl.
• Uno_jll.jl is linked again a dummy HSL library (MA27, MA57). When you get an HSL license and install the proper HSL library, it is automatically linked to Uno_jll.jl (#44).

Bug fixes:

• MUMPS settings fixed to detect null pivots (and therefore singular matrices) (#68).
• default subproblem solvers and preset are set according to the available external libraries (#32, #43).

Uno now supports continuous integrations for unit tests, functional tests and binary builds.

Uno v1.1.0

Uno v1.1.0 implements the following features:

• an interface to the open-source linear solver MUMPS. Once installed, it can be selected via the command line option:

linear_solver=MUMPS

• a new funnel method as a globalization strategy (= a strategy that accepts or rejects trial iterates). It was developed by David Kiessling (@david0oo) and described in our latest preprint. On the considered test instances, it performed at least better than the filter method, while being easier to implement. It can be selected via the command line option:

globalization_strategy=funnel_method

Uno v1.0.0

Uno v1.0.0 allows combinations of the following strategies:

• constraint relaxation strategies: l1 relaxation and l1 feasibility restoration.
• subproblems: QP, LP and primal-dual barrier.
• globalization strategies: l1 merit function and filter method (with standard filter or nonmonotone filter).
• globalization mechanisms: line search and trust-region method.

Some combinations are at the moment not fully supported, namely barrier + trust-region (disabled) and l1 merit function + feasibility restoration (Uno issues a warning). This will be improved in later versions of Uno.

The only existing interface is to AMPL (.nl files).