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NEWS.md

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Changes in v0.14.6

Changes in v0.14.5

  • allow sumlargest(x,k), sumsmallest(x,k), and sumlargesteigs(x,k) for k=0 (simply returns Constant(0)). (#429).

Changes in v0.14.4

  • fixed a bug where the values of variables were being converted to Float64 even if the problem was solved in high precision. (#427).

Changes in v0.14.3

  • update compatibility bounds for BenchmarkTools 0.6

Changes in v0.14.2

  • added lasso, ridge, and elastic net regression examples (#420). Thanks to @PaulSoderlind!

Changes in v0.14.1

  • there was a bug causing conj to act in-place (reported in #416), which has been fixed (#417). This bug appears to have existed since the introduction of conj in Convex.jl v0.5.0.

Changes in v0.14.0

Breaking changes

  • Changes to the sign of atoms:
    • The sign of sumlargesteigs has been changed from Positive() to NoSign(), to allow non-positive-semidefinite inputs (#409). This has the potential to break code that required that sign to be positive. If you run into this problem, please file an issue so we can figure out a workaround.
    • The sign of eigmin and eigmax has been changed from Positive() to NoSign() (#413). This is a bugfix because in general eigmin and eigmax do not need to return a positive quantity (for non-positive-semidefinite inputs). Again, this has the potential to break code that required that sign to be positive. If you run into this problem, please file an issue so we can figure out a workaround.
  • Removal of deprecations:
    • lambdamin and lambdamax has been deprecated to eigmin and eigmax since Convex v0.13.0. This deprecation has been removed, so your code must be updated to call eigmin or eigmax instead (#412).
    • norm(x, p) where x is a matrix expression has been deprecated to opnorm(x,p) since Convex v0.8.0. This deprecation has been removed, so your code must be updated to call opnorm(x, p) instead (#412). Currently, norm(x,p) for a matrix expression x will error, but in Convex.jl v0.15.0 it will return norm(vec(x), p).
    • Convex.clearmemory() has been deprecated and unnecessary since Convex v0.12.5. This deprecation has been removed, so if this function is in your code, just delete it (#412).
    • vecnorm(x, p) has been deprecated to norm(vec(x), p) since Convex v0.8.0. This deprecation has been removed, so your code must be updated to call norm(vec(x),p) instead (#412).
  • Other changes:
    • Convex.DCP_WARNINGS was introduced in Convex v0.13.1 to allow turning off Convex.jl's DCP warnings. This has been removed in favor of the function Convex.emit_dcp_warnings() (Commit 481fa02).

Other changes

  • updated nuclearnorm and sumlargesteigs to allow complex variables, and allow the argument of sumlargesteigs to be non-positive-semi-definite (#409). Thanks to @dstahlke!

Changes in v0.13.8

  • add unary + for Sign and ComplexSign to allow single-argument hcat and vcat to work (#405). Thanks to @dstahlke!

Changes in v0.13.7

  • fix #403 by adding the keyword argument silent_solver to solve!.

Changes in v0.13.6

  • fix #401 by allowing diagm(x).

Changes in v0.13.5

  • fix #398 by allowing fix!'d variables in quadform.

Changes in v0.13.4

  • You can now create your own variable types by subtyping AbstractVariable. See the docs for more information. You can also add constraints directly to a variable using add_constraint! (#358).
  • Accessors vexity(x::Variable), sign(x::Variable), and evaluate(x::Variable) should now be the preferred way to access properties of a variable; likewise use set_value! to set the initial value of a variable (#358).
  • To create integer or binary constraints, use the VarType enum (e.g. Variable(BinVar)). Access or set this via vartype and vartype! (#358).

Changes in v0.13.3

Changes in v0.13.2

Changes in v0.13.1

  • Allow disabling DCP warnings (#372)
  • Restore export of Constraint (#371)

Major changes in v0.13.0

  • The intermediate layer has changed from MathProgBase.jl to MathOptInterface.jl (#330). To solve problems, one should pass a MathOptInterface optimizer constructor, such as SCS.Optimizer, or () -> SCS.Optimizer(verbose=false).
  • lambdamin and lambdamax have been deprecated in favor of eigmin and eigmax (#357).
  • Many "internal" functions and types are no longer exported, such as the atoms, types corresponding to constraints and vexities, etc. (#357).
  • evaluate(x::Variable) and evaluate(c::Constant) now return scalars and vectors as appropriate, instead of (1,1)- and (d,1)-matrices (#359). This affects functions which used to return (1,1)-matrices; e.g., now evaluate(quadform(...)) yields a scalar.