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Releases: ttinoco/OPTALG

Version 1.1.8

30 Nov 05:08

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  • Simplified barrier parameters in augl.
  • Added problem properties and methods for checking whether solvers support certain problem properties.
  • Added methods to convert general problem into linear, mixed integer linear, and quadratic problems.
  • Added methods to write lp files from linear and mixed integer linear problems.
  • Added command-line interfaces for cbc and clp.
  • Added command-line interface for cplex.
  • Added acceleration factor to nr.
  • Added recovery strategy for augl linear system factorization error.
  • Lagrange multiplier extraction from cbc/clp/cplex solutions.

Version 1.1.7

28 Dec 02:22

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  • Got CBC interface working again on Linux.
  • Improved location of inlp termination condition in order not to miss output of last iter.
  • Added version file.

Version 1.1.6

26 Mar 02:33

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  • Fixed bug with Linux installation with OPTALG_IPOPT=true.
  • Made AugL/INLP/Ipopt work with empty problems.
  • Added line_search option to INLP as well as line search maxiter param.
  • Added UMFPACK linear solver interface (can be used if scikit-umfpack is installed).
  • Changed 'linsolver' param value of nr to 'default'.
  • INLP improvements: separate primal and dual steps, better var initializations.
  • Fixed IPOPT windows dll handling.
  • Seperated feasibility and optimality tolerances in inlp.

Version 1.1.4

03 Aug 03:25

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  • Improved error checks in ipopt wrapper, and added derivative_test and hessian approx option.
  • Added linear_solver and print_level options for ipopt.
  • IQP allows general problem as input, forms QP approximation.
  • Naive, but hopefully efficient interior-point nonlinear programming solver (inlp) based on taking newton steps on the KKT conditions.
  • Improved obj scaling of IQP (to match that of INLP).
  • Improved bound stretching in AugL for problems with non-empty interior.

Version 1.1.3

29 May 15:45

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  • Portable setup.py (--with argument).
  • Linear problem class.
  • Mixed integer linear problem class.
  • Coin-OR Clp interface.
  • Coin-OR Cbc interface.
  • Auto objective scaling in AugL solver.
  • IPOPT wrapper extracts number of iterations.