Add license headers (#241)

LICENSE

@@ -1,4 +1,4 @@
-Copyright (c) 2020 Akshay Sharma
+Copyright (c) 2020 Akshay Sharma and contributors
 
 Permission is hereby granted, free of charge, to any person obtaining a copy
 of this software and associated documentation files (the "Software"), to deal

docs/make.jl

@@ -1,4 +1,12 @@
-using Documenter, DiffOpt, Literate, Test
+# Copyright (c) 2020: Akshay Sharma and contributors
+#
+# Use of this source code is governed by an MIT-style license that can be found
+# in the LICENSE.md file or at https://opensource.org/licenses/MIT.
+
+using Documenter
+using DiffOpt
+using Literate
+using Test
 
 const _EXAMPLE_DIR = joinpath(@__DIR__, "src", "examples")
 

src/ConicProgram/ConicProgram.jl

@@ -1,3 +1,8 @@
+# Copyright (c) 2020: Akshay Sharma and contributors
+#
+# Use of this source code is governed by an MIT-style license that can be found
+# in the LICENSE.md file or at https://opensource.org/licenses/MIT.
+
 module ConicProgram
 
 using LinearAlgebra, SparseArrays

src/DiffOpt.jl

@@ -1,3 +1,8 @@
+# Copyright (c) 2020: Akshay Sharma and contributors
+#
+# Use of this source code is governed by an MIT-style license that can be found
+# in the LICENSE.md file or at https://opensource.org/licenses/MIT.
+
 module DiffOpt
 
 using LinearAlgebra

src/QuadraticProgram/QuadraticProgram.jl

@@ -1,3 +1,8 @@
+# Copyright (c) 2020: Akshay Sharma and contributors
+#
+# Use of this source code is governed by an MIT-style license that can be found
+# in the LICENSE.md file or at https://opensource.org/licenses/MIT.
+
 module QuadraticProgram
 
 using LinearAlgebra, SparseArrays
@@ -404,7 +409,7 @@ Each solver must implement: `solve_system(solver, LHS, RHS, iterative::Bool)`.
 struct LinearAlgebraSolver <: MOI.AbstractOptimizerAttribute end
 
 """
-Default `solve_system` call uses IterativeSolvers or the default linear solve 
+Default `solve_system` call uses IterativeSolvers or the default linear solve
 """
 function solve_system(::Any, LHS, RHS, iterative)
     if iterative

src/bridges.jl

@@ -1,3 +1,8 @@
+# Copyright (c) 2020: Akshay Sharma and contributors
+#
+# Use of this source code is governed by an MIT-style license that can be found
+# in the LICENSE.md file or at https://opensource.org/licenses/MIT.
+
 function MOI.set(
     model::MOI.ModelLike,
     attr::ForwardConstraintFunction,

src/bridges_unused.jl

@@ -1,3 +1,8 @@
+# Copyright (c) 2020: Akshay Sharma and contributors
+#
+# Use of this source code is governed by an MIT-style license that can be found
+# in the LICENSE.md file or at https://opensource.org/licenses/MIT.
+
 function MOI.set(
     model::MOI.ModelLike,
     attr::BackwardInVariablePrimal,

src/deprecated.jl

@@ -1,3 +1,8 @@
+# Copyright (c) 2020: Akshay Sharma and contributors
+#
+# Use of this source code is governed by an MIT-style license that can be found
+# in the LICENSE.md file or at https://opensource.org/licenses/MIT.
+
 @deprecate backward(model) reverse_differentiate!(model) false
 @deprecate forward(model) forward_differentiate!(model) false
 

src/diff_opt.jl

@@ -1,3 +1,8 @@
+# Copyright (c) 2020: Akshay Sharma and contributors
+#
+# Use of this source code is governed by an MIT-style license that can be found
+# in the LICENSE.md file or at https://opensource.org/licenses/MIT.
+
 # Constructs a Differentiable Optimizer model from a MOI Optimizer.
 # Supports `forward_differentiate!` and `reverse_differentiate!` methods for solving and differentiating the model respectectively.
 

src/jump_moi_overloads.jl

@@ -1,3 +1,8 @@
+# Copyright (c) 2020: Akshay Sharma and contributors
+#
+# Use of this source code is governed by an MIT-style license that can be found
+# in the LICENSE.md file or at https://opensource.org/licenses/MIT.
+
 function MOI.set(model::JuMP.Model, attr::ForwardObjectiveFunction, func::JuMP.AbstractJuMPScalar)
     JuMP.check_belongs_to_model(func, model)
     return MOI.set(model, attr, JuMP.moi_function(func))

src/moi_wrapper.jl

@@ -1,3 +1,8 @@
+# Copyright (c) 2020: Akshay Sharma and contributors
+#
+# Use of this source code is governed by an MIT-style license that can be found
+# in the LICENSE.md file or at https://opensource.org/licenses/MIT.
+
 """
     diff_optimizer(optimizer_constructor)::Optimizer
 

src/objective_container.jl

@@ -1,3 +1,8 @@
+# Copyright (c) 2020: Akshay Sharma and contributors
+#
+# Use of this source code is governed by an MIT-style license that can be found
+# in the LICENSE.md file or at https://opensource.org/licenses/MIT.
+
 mutable struct ObjectiveContainer{MOIForm,ArrayForm} <: MOI.ModelLike
     num_variables::Int64
     is_sense_set::Bool

src/product_of_sets.jl

@@ -1,3 +1,8 @@
+# Copyright (c) 2020: Akshay Sharma and contributors
+#
+# Use of this source code is governed by an MIT-style license that can be found
+# in the LICENSE.md file or at https://opensource.org/licenses/MIT.
+
 """
     ProductOfSets{T} <: MOI.Utilities.OrderedProductOfSets{T}
 

src/utils.jl

@@ -1,3 +1,8 @@
+# Copyright (c) 2020: Akshay Sharma and contributors
+#
+# Use of this source code is governed by an MIT-style license that can be found
+# in the LICENSE.md file or at https://opensource.org/licenses/MIT.
+
 # Representation of MOI functions using SparseArrays
 # Might be able to replace in the future by a function in MOI, see
 # https://github.com/jump-dev/MathOptInterface.jl/pull/1238

test/bridges.jl

@@ -1,3 +1,8 @@
+# Copyright (c) 2020: Akshay Sharma and contributors
+#
+# Use of this source code is governed by an MIT-style license that can be found
+# in the LICENSE.md file or at https://opensource.org/licenses/MIT.
+
 module TestBridges
 
 using Test

test/conic_reverse.jl

@@ -1,3 +1,8 @@
+# Copyright (c) 2020: Akshay Sharma and contributors
+#
+# Use of this source code is governed by an MIT-style license that can be found
+# in the LICENSE.md file or at https://opensource.org/licenses/MIT.
+
 import SCS
 # min X[1,1] + X[2,2]    max y
 #     X[2,1] = 1         [0   y/2     [ 1  0

test/jump.jl

@@ -1,3 +1,8 @@
+# Copyright (c) 2020: Akshay Sharma and contributors
+#
+# Use of this source code is governed by an MIT-style license that can be found
+# in the LICENSE.md file or at https://opensource.org/licenses/MIT.
+
 using Test
 using JuMP
 import DiffOpt
@@ -72,10 +77,10 @@ end
 
     # Test some overloads from https://github.com/jump-dev/DiffOpt.jl/issues/211
     grad_obj = MOI.get(model, DiffOpt.ReverseObjectiveFunction())
-    @test JuMP.coefficient(grad_obj, x[1], x[2]) ≈ 
+    @test JuMP.coefficient(grad_obj, x[1], x[2]) ≈
         DiffOpt.quad_sym_half.(grad_obj, x[1], x[2]) atol=ATOL rtol=RTOL
 
-    @test DiffOpt.quad_sym_half(grad_obj, x[1], x[1]) ≈ 
+    @test DiffOpt.quad_sym_half(grad_obj, x[1], x[1]) ≈
         2 * JuMP.coefficient(grad_obj, x[1], x[1]) atol=ATOL rtol=RTOL
 
     # TODO: this simple show fails

test/moi_wrapper.jl

@@ -1,3 +1,8 @@
+# Copyright (c) 2020: Akshay Sharma and contributors
+#
+# Use of this source code is governed by an MIT-style license that can be found
+# in the LICENSE.md file or at https://opensource.org/licenses/MIT.
+
 using Test
 import DiffOpt
 import MathOptInterface as MOI

test/qp_forward.jl

@@ -1,3 +1,8 @@
+# Copyright (c) 2020: Akshay Sharma and contributors
+#
+# Use of this source code is governed by an MIT-style license that can be found
+# in the LICENSE.md file or at https://opensource.org/licenses/MIT.
+
 import HiGHS
 @testset "Differentiating LP; checking gradients for non-active contraints" begin
     # Issue #40 from Gurobi.jl

test/runtests.jl

@@ -1,3 +1,8 @@
+# Copyright (c) 2020: Akshay Sharma and contributors
+#
+# Use of this source code is governed by an MIT-style license that can be found
+# in the LICENSE.md file or at https://opensource.org/licenses/MIT.
+
 using Test
 import DiffOpt
 import Random

test/sensitivity_index_issue.jl

@@ -1,3 +1,8 @@
+# Copyright (c) 2020: Akshay Sharma and contributors
+#
+# Use of this source code is governed by an MIT-style license that can be found
+# in the LICENSE.md file or at https://opensource.org/licenses/MIT.
+
 using JuMP
 import HiGHS
 
@@ -115,7 +120,7 @@ end
     ]
 
     derivativeKKT = hcat([DiffOpt.lsqr(KKT,rhsKKT[:,i]) for i in 1:size(rhsKKT)[2]]...)
-    
+
     dprimal_dconsKKT = derivativeKKT[1:6,:]
     #Finished calculation of sensitivities by Manual KKT
 

test/singular_exception.jl

@@ -1,3 +1,8 @@
+# Copyright (c) 2020: Akshay Sharma and contributors
+#
+# Use of this source code is governed by an MIT-style license that can be found
+# in the LICENSE.md file or at https://opensource.org/licenses/MIT.
+
 using Test
 import DiffOpt
 import MathOptInterface as MOI

test/solver_interface.jl

@@ -1,3 +1,8 @@
+# Copyright (c) 2020: Akshay Sharma and contributors
+#
+# Use of this source code is governed by an MIT-style license that can be found
+# in the LICENSE.md file or at https://opensource.org/licenses/MIT.
+
 import HiGHS
 
 @testset "FEASIBILITY_SENSE zeros objective" begin

test/utils.jl

@@ -1,3 +1,8 @@
+# Copyright (c) 2020: Akshay Sharma and contributors
+#
+# Use of this source code is governed by an MIT-style license that can be found
+# in the LICENSE.md file or at https://opensource.org/licenses/MIT.
+
 using Test
 using JuMP
 import DiffOpt