v0.16.4

Convex v0.16.4

Diff since v0.16.3

Merged pull requests:

• Add Support for BitVector and BitMatrix Indexing (#708) (@RoyiAvital)
• Fix indexing AbstractExor with BitVector and BitMatrix (#710) (@odow)
• Prep for v0.16.4 (#711) (@odow)

Closed issues:

• Convex gives an error with Juniper (#706)
• [Feature Request] Support Boolean Indexing for Constraints (#707)
• quadform objective does not work with OSQP (#709)

v0.16.3

Convex v0.16.3

Diff since v0.16.2

Merged pull requests:

• Fix incorrect type asssertion in real_operate (#704) (@odow)
• Prep for v0.16.3 (#705) (@odow)

Closed issues:

• Error Using the Nuclear Norm (#701)
• Modify problem in its canonical convex form (#702)
• Error: TypeError: in typeassert, expected Convex.SparseTape{BigFloat}, got a value of type Vector{BigFloat} (#703)

v0.16.2

Convex v0.16.2

Diff since v0.16.1

Merged pull requests:

• Fix distance_to_set for sets without a definition in MOI (#699) (@odow)
• Prep for v0.16.2 (#700) (@odow)

Closed issues:

• Sparse matrices in A * x (#697)
• MethodError in distance_to_set (#698)

v0.16.1

Convex v0.16.1

Diff since v0.16.0

Merged pull requests:

• Document atoms (#610) (@odow)
• Minor changes to the README (#687) (@odow)
• Use two constraints in example problem (#688) (@ericphanson)
• Update CI badge (#689) (@ericphanson)
• Tweak readme example (#690) (@ericphanson)
• Add dims argument to LogSumExpAtom (#692) (@odow)
• Fix solve! docstring (#693) (@ericphanson)
• Support AbstractArray in relative_entropy and log_perspective (#695) (@odow)
• Prep for v0.16.1 (#696) (@odow)

Closed issues:

• Element-wise logisticloss on Vectors || Column-wise logsumexp on Matrices (#155)
• Scalar indexing in logisticloss (#682)
• JuMP README example stopped working (#691)
• relative_entropy doesn't support constants which aren't wrapped in constant (#694)

v0.16.0

Convex v0.16.0

Diff since v0.15.4

Merged pull requests:

• More MOIified implementation, again (#504) (@ericphanson)
• Add relative_entropy to operations documentation (#506) (@maxkapur)
• Add MOI optimizer (#511) (@blegat)
• Use the word trace in describing tr (#517) (@ericphanson)
• add test for issue 510 (#522) (@ericphanson)
• Error when solving non-DCP problems (#523) (@ericphanson)
• cleanup & bugfix dot (#524) (@ericphanson)
• Add JuMP example to README.md (#525) (@odow)
• rename constraints to get_constraints (#527) (@ericphanson)
• finish norm transition (#528) (@ericphanson)
• Remove warning from README (#529) (@odow)
• Add support for objective to MOI wrapper (#530) (@blegat)
• Add write_to_file (#531) (@odow)
• Refactor the tests into functional form (#532) (@odow)
• Fix conversion of MOI.ScalarNonlinearFunction to Convex.AbstractExpr (#534) (@odow)
• Fix compat bounds in Project.toml (#535) (@odow)
• Add Project.toml in test (#536) (@blegat)
• Refactor imports to explicitly overload methods (#537) (@odow)
• Tidy src/atoms/affine (#538) (@odow)
• Tidy src/atoms/exp (#539) (@odow)
• Tidy src/atoms/lp_cone (#540) (@odow)
• Tidy src/atoms/second_order_cone (#541) (@odow)
• Tidy src/constraints (#543) (@odow)
• Tidy src/utilities (#545) (@odow)
• RationalNormAtom: add tests (#546) (@odow)
• ImaginaryAtom: fix sign (#547) (@odow)
• Rename src/atom files for clarity (#549) (@odow)
• Tidy atoms/sdp_cone (#550) (@odow)
• remove internal function latex_formulation (#551) (@ericphanson)
• Refactor and rename src/constraints (#553) (@odow)
• Test AdditionAtom (#554) (@odow)
• Deprecate strict inequalities (#555) (@odow)
• Add tests for src/atoms/affine (#556) (@odow)
• Add tests for src/atoms/exp (#558) (@odow)
• Add tests for atoms/lp_cone (#559) (@odow)
• Remove problem_depot/problems/benchmark.jl (#560) (@odow)
• Add tests for atoms/second_order_cone (#561) (@odow)
• Add tests for atoms/sdp_cone (#562) (@odow)
• Tidy and add tests for atoms/lp_cone/DotSortAtom.jl (#563) (@odow)
• Add tests for affine/MultiplyAtom and ReshapeAtom (#565) (@odow)
• Add tests for src/reformulations (#566) (@odow)
• Deprecate norm_inf, norm_1, norm_fro (#567) (@odow)
• Test atom size and fix DiagAtom (#568) (@odow)
• Add entropy_elementwise (#570) (@odow)
• [docs] add changelog (#571) (@odow)
• Add tests for DCP rules (#572) (@odow)
• [docs] add vale.sh as a linter (#573) (@odow)
• [docs] refactor and re-organize the documentation (#574) (@odow)
• Tidy and add tests for files in src (#575) (@odow)
• [docs] move examples to docs/src and don't create notebooks (#576) (@odow)
• Add tests for src/constraints (#577) (@odow)
• Deprecate in(x, ::Symbol) to create PSD constraint (#578) (@odow)
• [docs] clarify atoms must be mutable (#579) (@odow)
• Enable lieb_ando test for Clarabel (#580) (@odow)
• [breaking] Fix setting constant objective function (#581) (@odow)
• Tidy src/solution.jl (#582) (@odow)
• Tidy src/variable.jl (#583) (@odow)
• Add a second cache for bridged variables (#584) (@odow)
• Fix quadform with fixed variables that are modified between solves (#586) (@odow)
• [docs] clarify section of contributing.md (#587) (@odow)
• Add support for setting MOI.VariablePrimalStart (#588) (@odow)
• [docs] update Changelog with latest changes (#589) (@odow)
• Refactor some constraint into GenericConstraint (#590) (@blegat)
• Simplify write_to_file so that it does not need an optimizer (#591) (@odow)
• [breaking] Fix a<=b to return a-b in Nonpositives instead of b-a in Nonnegatives (#593) (@odow)
• [docs] clarify broadcasting in constraint documentation (#594) (@odow)
• Update GitHub action versions in ci.yml (#596) (@odow)
• Rename to old names in changelog (#597) (@blegat)
• Add default set_with_size (#598) (@blegat)
• Replace is_feasible by distance_to_set (#599) (@blegat)
• Use MOI.RotatedSecondOrderCone in QuadOverLinAtom (#601) (@blegat)
• [breaking] remove ExponentialConeConstraint (#602) (@odow)
• Refactor GeomMeanEpiCone into GenericConstraint (#604) (@blegat)
• Add RootDetAtom (#605) (@odow)
• Add license headers (#606) (@odow)
• Add VcatAtom (#607) (@odow)
• Tidy SDP atoms from CVXQUAD (#608) (@odow)
• Move all atom files into a single-level directory layout (#609) (@odow)
• Merge nightly_ci.yml into ci.yml (#612) (@odow)
• improve performance of IndexAtom a little (#615) (@ericphanson)
• Test conic forms for constant values (#617) (@ericphanson)
• Improve performance of ExpAtom, LogAtom, and EntropyAtom (#618) (@ericphanson)
• Improve performance of AbsAtom (#619) (@ericphanson)
• Improve performance of QolElemAtom (#620) (@odow)
• Improve performance of GeoMeanAtom (#621) (@odow)
• Add GenericConstraint{RelativeEntropyCone} support (#623) (@odow)
• [breaking] scalar row indexing produces column vector (#624) (@ericphanson)
• Special-case getindex on VcatAtom (#625) (@ericphanson)
• Fix tests for constant complex-valued atoms (#626) (@odow)
• Update docs.yml to build docs with --color (#628) (@odow)
• Add doc_cleanup.yml GitHub action (#629) (@odow)
• Allow SparseMatrixCSC in Constant (#631) (@ericphanson)
• Add default fallbacks for head and vexity with MOI sets (#632) (@odow)
• Report compilation stats when silent_solver=false (#633) (@odow)
• improve performance of conv (#634) (@ericphanson)
• Remove undefined export (#637) (@odow)
• Rename GeomMean to GeometricMean (#638) (@blegat)
• Add Aqua.jl to the tests (#642) (@ericphanson)
• [breaking] Cleanup the Context object: remove id_hash, simplify dictionaries (#645) (@ericphanson)
• Add support for using Problem as an atom (#646) (@odow)
• Fix ambiguities found by Aqua (#647) (@odow)
• Refactor GeometricMeanHypoCone into GenericConstraint (#648) (@blegat)
• Fix show for problems with variables containing constraints (#649) (@odow)
• Add summary printing to show(::IO, ::Problem) (#650) (@odow)
• Add dualization example (#652) (@ericphanson)
• Add BroadcastMultiplyAtom (#654) (@odow)
• audit usages of evaluate (#655) (@ericphanson)
• add outer testset to docs and fix example (#656) (@ericphanson)
• update to Documenter v1 (#657) (@ericphanson)
• solve! returns the problem (#658) (@ericphanson)
• deprecate + on constraints (#659) (@ericphanson)
• cleanup: delete internal type VectorAffineFunctionAsMatrix (#660) (@ericphanson)
• Drop default MAXWIDTH to 3 (from 15) (#661) (@ericphanson)
• show: add underscores to number of atoms and coefficients (#662) (@ericphanson)
• [breaking] refactor RelativeEntropyEpiCone into RelativeEntropyEpiConeSquare (#663) (@odow)
• [docs] various improvements (#664) (@odow)
• Rename GenericConstraint into Constraint and remove abstract type (#665) (@blegat)
• [docs] small tweaks to examples (#666) (@ericphanson)
• Remove mention of notebooks from readme (#667) (@ericphanson)
• Support vector sets in MOI wrapper (#669) (@blegat)
• Deprecate silent_solver to silent (#670) (@ericphanson)
• Add quantum conditional entropy example (#671) (@ericphanson)
• Update quantum_conditional_entropy.jl to use kwarg silent (#672) (@ericphanson)
• Update changelog for recent PRs (#673) (@ericphanson)
• Update link Fidelity in Quantum Information Theory example (#674) (@ericphanson)
• Add "performance tips" page to docs (#675) (@ericphanson)
• Prep for v0.16.0 (#676) (@odow)
• Fix formulation of Convex.sumsquares (#678) (@odow)
• handle complex case in QuadOverLinAtom (#679) (@ericphanson)
• remove unused incorrect method (#680) (@ericphanson)
• Add 686 to news (#681) (@ericphanson)
• lieb_ando: use partially specified problem to get correct vexity (#684) (@ericphanson)
• Build docs on Julia v1.10 (#686) (@odow)

Closed issues:

• example of slow model generation (#49)
• Move away from hashing (#78)
• sum of powers (#90)
• 1x1 SDP variables incorrectly sized? (#96)
• Issue multiplying expressions with matrices (#122)
• Matrix exp/log/entropy (#138)
• Problem with complex variables (#204)
• Support for det(P)^(1/n) (#214)
• [Feature Request] Parameters and Variable (or Solver) Extension (#225)
• Provide initial guess of variables without warmstart (#233)
• Massive RAM for moderate problem (#254)
• Call for test problems with dual values (#290)
• Partially specified problems (#310)
• Cache conic forms between solve!s? (#318)
• Better public API (deprecate field access) (#346)
• norm vs opnorm transition should be completed (#382)
• geomean: Support for vectors (#388)
• scaledgeomean exported but not defined (#392)
• Convenience function for writing to a file (#395)
• Add banner to old versions of Convex.jl docs (#460)
• Support for quasiconvex problems (#491)
• Does Convex.jl support "Difference of Convex Algorithm (DCA)"? (#497)
• Relative Entropy Not in Supported Operations Documentation (#499)
• trace_mpower with BigFloat (#502)
• Method overwrite precompilation error on nightly (#507)
• dot buggy in complex case? (#508)
• Scalar indexing of row of matrix creates row vector, causing incorrect dot (#509)
• Incorrect results when kron, subtraction, and matrix multiplication of complex variables involved (#510)
• Add warmstart back (#518)
• Double bridging with MOI layers (#564)
• Clarify documentation (#521)
• Don't export constraints? (#526)
• Do not use eval (#533)
• Unit tests for atoms (#542)
• Removing Convex.sign and Convex.children (#544)
• Document that atoms must be mutable (#548)
• Convex treats strict inequalities and non-strict (#552)
• Add backend(p::Problem, optimizer) utility (#557)
• New atom: elementwise_entropy (#569)
• Sequentially solve a quadratic programming problem (#585)
• vexity(::IndexAtom) is inexact (#603)
• Remove scalar indexing on AbstractExpr's from atom formulation (#614)
• Test Atoms on constants (#616)
• Scalarize everything? (#622)
• Should GenericConstraint constrain the sets? (#630)
• Fix Aqua ambiguities (#639)
• Improve Problem printing to indicate size/complexity (#640)
• C...

v0.15.4

Convex v0.15.4

Diff since v0.15.3

Merged pull requests:

• Less piracy of hcat and vcat (#515) (@ericphanson)

Closed issues:

• Add excludes MOI and Convex tests with presolve (#503)
• Fixing type piracy is becoming more urgent (#512)
• Constraints Are Not Satisfied for a Simple Quad Form (#516)

v0.15.3

Convex v0.15.3

Diff since v0.15.2

Closed issues:

• Precompilation failure (#495)

Merged pull requests:

• CompatHelper: bump compat for LDLFactorizations to 0.10, (keep existing compat) (#496) (@github-actions[bot])
• replace randn(m,1) with randn(m) to be more Julia like (#498) (@alanedelman)
• add cartesian indexing (#500) (@tjdiamandis)
• Prep for v0.15.3 (#501) (@odow)

v0.15.2

Convex v0.15.2

Diff since v0.15.1

Closed issues:

• Differentiable convex optimisation problem (#430)
• Positive semidefinite constraint still gives small negative eigenvalues (#490)
• SDP problem 100x slower than matlab CVX (#492)

Merged pull requests:

• CompatHelper: bump compat for LDLFactorizations to 0.9, (keep existing compat) (#493) (@github-actions[bot])
• remove deprecated AbstractTrees calls (#494) (@ExpandingMan)

v0.15.1

Convex v0.15.1

Diff since v0.15.0

Closed issues:

• LASSO/Elastic Net example (#485)
• When I run EF optimisatios I get this error: Quadratic form only defined for Hermitian matrices (#487)
• Different result each time problem is solved (#488)

Merged pull requests:

• fix lasso_regression (example) (#486) (@PaulSoderlind)
• Change Dict -> OrderedDict (#489) (@baggepinnen)

v0.15.0

Convex v0.15.0

Diff since v0.14.18

Closed issues:

• Test with all capable solvers (#54)
• Unacceptable slow speed in model generation still exists (#137)
• Can't obtain dual variable (#158)
• Various operations don't support broadcast (#218)
• About positive definite matrix in variables? (#226)
• Warm Start example does not work as expected (#229)
• parameter change not detected (#234)
• Strange performance issue (#246)
• Cleanup code formatting (#251)
• Bug using maximum (#275)
• Too tight tolerance in one of the tests? (#295)
• v0.13 now as fast as R/CVXR, also scales linearly (v0.12 was quadratic) (#353)
• Element wise addition after multiplication (#355)
• Ideas for scaling up to large(r) subset selection problems? (#356)
• Not supporting normal distribution CDF function from Distributions.jl (#389)
• Too much memory consumption right before trying to solve a problem. (#390)
• Broadcasting issue with element-wise multiplication (Hadamard product) (#410)
• Example on warmstarting in the manual fails (#451)
• First-run after include(my_file.jl) is faster than later (#471)
• Quesitons about how Convex.jl works (#472)
• Fix the docs (#483)

Merged pull requests:

• move NEWS to docs (#470) (@ericphanson)
• [docs] Remove extra space in explanation (#473) (@ericphanson)
• doc: norm(x, p) (#474) (@PaulSoderlind)
• Update to MOI v1.0 (#476) (@odow)
• [docs] fix warmstart example (#478) (@odow)
• Add JuliaFormatter (#480) (@odow)
• Prep for v0.15 (#481) (@odow)
• Add release notes for v0.15 (#482) (@odow)
• Variety of fixes to the docs (#484) (@odow)