v0.8.1-alpha

News

• Allow to add new sub-problems on the fly with DantzigWolfeDecomposition optimizer

v0.8.0-alpha

New Features

• Model::get_var_reduced_cost was created and returns, when applicable, the reduced cost of a variable.
• Robust::ColumnAndConstraintGeneration can solve two-stage robust problems with bilevel solver for separation and trust-region stabilization.
• Mosek wrapper now handles rotataed quadratic cone conversions.
• Universal calback can now be added to Mosek (with features limited by Mosek's own calbacks however, i.e., one cannot add cuts in callbacks).
• Universal callbacks now have methods best_obj, best_bound and terminate.

Fix

• Timer was not working on MacOs.
• dualize was not handling products correctly if required to land in variable space.
• Remove warning if idol is not linked with coin-or/Osi.
• Gurobi::read was not reading the objective sense.
• Default value for "obj bound" and "obj limit" for maximization problems were set to -Inf and Inf instead of Inf and -Inf.
• coin-or/MibS warpper now uses file communication and is, hence, more stable.

Updates

• All MIP related classes and functions are now moved in idol/mixed-integer-optimization.

v0.7.0-alpha

New

• Wrapper for coin-or/MibS to solve bi-level problems with mixed-integer follower
• Wrapper for coin-or/Osi to solve LPs and MILPs (fully tested with Cplex up to nested branch-and-price)

Fix

• Handling constant term in objective at creation time in HiGHS and Gurobi
• Handling custom installation folder for Gurobi

v0.6.12-alpha

Fixes

• model::fix now also fixes constant in quadratic terms

Updates

• Maps are now only created in Constant if it is non-numerical. This to reduce memory usage.
• Gurobi::read_from_file now also reads constraint names

v0.6.11-alpha

Updates

• Allow to use latest version of Gurobi, version 11

v0.6.10-alpha

Fixes

• idol::dualize, objective function offset was not added to the dual
• Moving a model caused SEGV error if optimizer was already built

Updates

• Improve readibility of std::cout << (Model)
• read_from_lp_file and read_from_mps_file are moved to GLPK::read_from_file and now throw an exception if parsing fails
• Added tutorial to documentation

New Features

• Model::fix now creates a copy of a model and fixes all Param to their value in a given solution
• Added Gurobi::read_from_file

v0.6.9-alpha

Fixes

• Logs in DantzigWolfeDecomposition for SP, handle frequency
• Handle default parameters in DantzigWolfeDecomposition (e.g., time limit, logs, etc.)

Updates

• Change default values for knapsack cover, improve overall configuration
• Reorganize logs

News

• Add idol::dualize function to compute dual of an LP
• Add idol::read_from_mps to read an MILP from MPS file (requires GLPK)
• Add idol::read_from_lp to read an MILP from LP file (requires GLPK)

v0.6.8-alpha

• FIX BranchingWithPriority initialize() was not propagating to sub-rules
• FIX logger configuration in DW lead to segmentation fault
• We no longer check heuristic solutions for validity by default
• Turn off sub-tree exploration by default
• Remove cutting-plane generators concept, use classic Branch-and-Bound callbacks instead
• New Cuts::KnapsackCover for LMCI separation
• New logging system for Branch-and-Bound

v0.6.7-alpha

• FIX: adding constraint to sub-problem caused segmentation fault because of object moved before used
• Making branching on constraint available for default nodes and node updator
• Add initialization step for node updators and branching rules
• Allow for Var() == Var() to define a TempCtr (used to be forced to Var() == 1. * Var())#
• In DantzigWolfeDecomposition, write now exports master and sub-problems instead of just master

v0.6.6-alpha

• Remove dependency on BranchAndBound class for the NodeInfoT::save method
• Make DantzigWolfe::Formulation annotations accessible
• Allow for submitting a decomposition by variable in DantzigWolfeDecomposition (to handle the case where only variables should be moved to SP)
• Fixes bug when removing constraints from a DantzigWolfe::Formulation