v0.5.2

DiffOpt v0.5.2

Diff since v0.5.1

Merged pull requests:

• Objective Sensitivity 2.0 (#303) (@andrewrosemberg)

v0.5.1

DiffOpt v0.5.1

Diff since v0.5.0

Merged pull requests:

• Add JuMP-like API (#281) (@joaquimg)
• Fix conic error (#284) (@andrewrosemberg)
• [docs] update to Documenter@1 (#286) (@odow)
• Pass attributes through Objective.FunctionConversionBridge (#287) (@blegat)
• Update jump-api pr (#294) (@joaquimg)
• Skip MOI.compute_conflict tests (#295) (@odow)
• Integrate new POI (#302) (@andrewrosemberg)
• Add Examples 2.0 (#306) (@andrewrosemberg)
• Fix name: Mean Variance Portfolio Example (#307) (@andrewrosemberg)
• Fix diff_optimizer with no bridge (#309) (@blegat)
• Switch to JuliaFormatter v2 (#310) (@blegat)
• Avoid double cache (#311) (@blegat)
• Prep for v0.5.1 (#312) (@blegat)
• More compact M, N formation (#313) (@mtanneau)

Closed issues:

• Add vector getters for batch access to sensitivities (#101)
• Add missing tests in the end of: Differentiating conic with PSD and POS constraints (#109)
• Check if Parametric API and Low level functional API can coexist (#270)
• Add a JuMP-like syntax to diff wrt parameters (#271)
• Error DiffOpt.forward_differentiate! from PSD Conic JuMP problems (#285)
• Error when trying to change parameter value (#289)
• Issue when differentiating a semi-definite program (#293)
• Remove slack data from conic model (#296)
• Cleanup error messages from parameters.jl (#300)
• Add test with JuMP-api sensitivity on quadratic functions -in- conic sets (#301)

v0.5.0

DiffOpt v0.5.0

Diff since v0.4.3

Breaking changes

• New parametric API
• New NLP backend

Merged pull requests:

• Use SlackBridgePrimalDualStart (#253) (@blegat)
• 🚀 Add NonLinearProgram Support to DiffOpt.jl (#260) (@andrewrosemberg)
• Integrate with POI to improve UX (#262) (@joaquimg)
• Add error for missing starting value (#269) (@blegat)
• Fix empty_input_sensitivities! (#273) (@andrewrosemberg)
• Update ci.yml (#276) (@joaquimg)
• Update ci.yml (#276) (#277) (@joaquimg)
• Update README.md (#279) (@joaquimg)
• Format (#280) (@joaquimg)

Closed issues:

• Method error (bridge related?) (#252)
• Resetting differentiation input in-between differentiations (#259)
• Differentiating the dual variable of a linear program (#261)
• Inconsistent sensitivities with multiple parameters (#272)
• Avoid using full KKT in NonLinearProgram. (#274)

v0.4.3

DiffOpt v0.4.3

Diff since v0.4.2

Merged pull requests:

• mention that exponential cone also works in docs (#250) (@currymj)
• map_indices for IndexMappedFunction (#254) (@blegat)
• [docs] Remove trailing commas (#255) (@blegat)
• Update (typo) matrix-inversion-manual.jl (#256) (@mzagorowska)
• Update matrix-inversion-manual.jl (#257) (@mzagorowska)
• Typo "acutal" to "actual" (#258) (@mzagorowska)
• Fix GitHub actions badge in README (#263) (@odow)
• Implement MOI.Utilities.scalar_type for (Matrix|Sparse)VectorAffineFunction (#264) (@odow)
• Prep for v0.4.3 (#265) (@odow)

Closed issues:

• Support exponential cone (#50)

v0.4.2

DiffOpt v0.4.2

Diff since v0.4.1

Closed issues:

• fix @show in the end of Differentiating trivial QP 1 (#106)
• add tests for Differentiating simple SOCP (#107)
• Split moi_wrapper test file in conic and qp (#108)
• put tests into functions (#110)
• Test more exotic cases (#202)
• Benchmarking time | Differentiate an LP (#233)

Merged pull requests:

• Add attribute to access differentiation time (#230) (@blegat)
• Add conic to ridge sentitivity (#231) (@blegat)
• Implement ForwardConstraintFunction for QuadToSOCBridge (#232) (@blegat)
• CompatHelper: bump compat for LazyArrays to 1, (keep existing compat) (#234) (@github-actions[bot])
• import as for MOI (#235) (@blegat)
• Update README (#236) (@odow)
• Fix conic objective reverse diff (#237) (@blegat)
• Don't access vector with [] (#238) (@blegat)
• Add back qp_test (#240) (@blegat)
• Add license headers (#241) (@odow)
• Add JuliaFormatter (#242) (@odow)
• Convert tests to functional form (#244) (@odow)
• Enable show test (#245) (@odow)
• Split linear program and quad programs (#246) (@blegat)
• Add nearest correlation example (#248) (@blegat)
• Comment fixes (#249) (@blegat)

v0.4.1

DiffOpt v0.4.1

Diff since v0.4.0

Merged pull requests:

• Abstract linear solving method instead of \ (#229) (@matbesancon)

v0.4.0

DiffOpt v0.4.0

Diff since v0.3.2

Closed issues:

• Add SolverVersion attribute (#197)
• Rename Backward to Reverse (#208)
• Renaming QPDiff and ConicDiff (#215)
• Typo for conic ForwardVariablePrimal getter (#218)
• MOI.NormOneCone errors (#220)
• Tutorials Code return "UndefVarError: ForwardConstraintFunction not defined" (#221)

Merged pull requests:

• Renaming (#210) (@matbesancon)
• Renaming (#214) (@matbesancon)
• Renaming (#216) (@matbesancon)
• solver version (#217) (@matbesancon)
• Refactoring into submodules (#219) (@blegat)
• ForwardObjective Function (#222) (@joaquimg)
• Fix ChainRules tutorials (#223) (@joaquimg)
• Update README.md (#224) (@joaquimg)
• improve plots (#225) (@matbesancon)
• Use expression in tutorial (#226) (@joaquimg)
• Prepare new release (#227) (@joaquimg)

v0.3.2

DiffOpt v0.3.2

Diff since v0.3.1

Closed issues:

• Block models that require bridges upstream of diffopt? (#105)
• Do not warn for infeasible after the solve (#171)
• quad_sym_half and JuMP.coefficient for quadratic coefficients ERROR: UndefVarError: vi1 not defined (#211)

Merged pull requests:

• Tutorials (#206) (@joaquimg)
• added conversions (#207) (@matbesancon)
• Polytope layer (#209) (@matbesancon)
• error when invalid status (#212) (@matbesancon)
• Ar/quad coefficients (#213) (@AlexRobson)

v0.3.1

DiffOpt v0.3.1

Diff since v0.3.0

Merged pull requests:

• Reorder fields of MatrixScalarQuadratic (#198) (@blegat)
• remove nbviewer (#199) (@matbesancon)
• sensitivity reg (#200) (@matbesancon)
• Sensitivity svm (#201) (@matbesancon)
• Update to JuMP v1 (#203) (@blegat)
• Update Project.toml (#205) (@guilhermebodin)

v0.3.0

DiffOpt v0.3.0

Diff since v0.2.0

Closed issues:

• Replace get_problem_data by MOI.Utilities.MatrixOfConstraints (#153)
• Minimize number of solvers for testing (#165)
• Refactoring with bridges (#167)
• Add new MOI tests (#172)
• Installation method should be changed as DiffOpt.jl is registered (#181)
• Add ;'s in Thermal_Generation_Dispatch_Example (#182)

Merged pull requests:

• Refactor QP with MatrixOfConstraints and bridges (#187) (@blegat)
• Update to MOI v1 and JuMP v0.23 (#190) (@blegat)
• Fix DiffOpt.jl link in docs index (#192) (@traversaro)
• Simplify Solvers (#196) (@joaquimg)