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JuMP release notes

Version 0.12.2 (March 9, 2016)

  • Small fixes for nonlinear optimization

Version 0.12.1 (March 1, 2016)

  • Fix a regression in slicing for JuMPArrays (when not using 1-based indexing)

Version 0.12.0 (February 27, 2016)

  • The automatic differentiation functionality has been completely rewritten with a number of user-facing changes:
    • @defExpr and @defNLExpr now take the model as the first argument. The previous one-argument version of @defExpr is deprecated; all expressions should be named. E.g., replace @defExpr(2x+y) with @defExpr(jump_model, my_expr, 2x+y).
    • JuMP no longer uses Julia's variable binding rules for efficiently re-solving a sequence of nonlinear models. Instead, we have introduced nonlinear parameters. This is a breaking change, so we have added a warning message when we detect models that may depend on the old behavior.
    • Support for user-defined functions integrated within nonlinear JuMP expressions.
  • Replaced iteration over AffExpr with Number-like scalar iteration; previous iteration behavior is now available via linearterms(::AffExpr).
  • Stopping the solver via throw(CallbackAbort()) from a callback no longer triggers an exception. Instead, solve() returns UserLimit status.
  • getDual() now works for conic problems (Thanks @emreyamangil.)

Version 0.11.3 (February 4, 2016)

  • Bug-fix for problems with quadratic objectives and semidefinite constraints

Version 0.11.2 (January 14, 2016)

  • Compatibility update for Mosek

Version 0.11.1 (December 1, 2015)

  • Remove usage of @compat in tests.
  • Fix updating quadratic objectives for nonlinear models.

Version 0.11.0 (November 30, 2015)

  • Julia 0.4.0 is the minimum required version for this release.
  • Fix for scoping semantics of index variables in sum{}. Index variables no longer leak into the surrounding scope.
  • Addition of the solve(m::Model, relaxation=true) keyword argument to solve the standard continuous realaxation of model m
  • The getConstraintBounds() method allows access to the lower and upper bounds of all constraints in a (nonlinear) model.
  • Update for breaking changes in MathProgBase

Version 0.10.3 (November 20, 2015)

  • Fix a rare error when parsing quadratic expressions
  • Fix Variable() constructor with default arguments
  • Detect unrecognized keywords in solve()

Version 0.10.2 (September 28, 2015)

  • Fix for deprecation warnings

Version 0.10.1 (September 3, 2015)

  • Fixes for ambiguity warnings.
  • Fix for breaking change in precompilation syntax in Julia 0.4-pre

Version 0.10.0 (August 31, 2015)

  • Support (on Julia 0.4 and later) for conditions in indexing @defVar and @addConstraint constructs, e.g. @defVar(m, x[i=1:5,j=1:5; i+j >= 3])
  • Support for vectorized operations on Variables and expressions. See the documentation for details.
  • New getVar() method to access variables in a model by name
  • Support for semidefinite programming.
  • Dual solutions are now available for general nonlinear problems. You may call getDual on a reference object for a nonlinear constraint, and getDual on a variable object for Lagrange multipliers from active bounds.
  • Introduce warnings for two common performance traps: too many calls to getValue() on a collection of variables and use of the + operator in a loop to sum expressions.
  • Second-order cone constraints can be written directly with the norm() and norm2{} syntax.
  • Implement MathProgBase interface for querying Hessian-vector products.
  • Iteration over JuMPContainers is deprecated; instead, use the keys and values functions, and zip(keys(d),values(d)) for the old behavior.
  • @defVar returns Array{Variable,N} when each of N index sets are of the form 1:nᵢ.
  • Module precompilation: on Julia 0.4 and later, using JuMP is now much faster.

Version 0.9.3 (August 11, 2015)

  • Fixes for FactCheck testing on julia v0.4.

Version 0.9.2 (June 27, 2015)

  • Fix bug in @addConstraints.

Version 0.9.1 (April 25, 2015)

  • Fix for Julia 0.4-dev.
  • Small infrastructure improvements for extensions.

Version 0.9.0 (April 18, 2015)

  • Comparison operators for constructing constraints (e.g. 2x >= 1) have been deprecated. Instead, construct the constraints explicitly in the @addConstraint macro to add them to the model, or in the @LinearConstraint macro to create a stand-alone linear constraint instance.
  • getValue() method implemented to compute the value of a nonlinear subexpression
  • JuMP is now released under the Mozilla Public License version 2.0 (was previously LGPL). MPL is a copyleft license which is less restrictive than LGPL, especially for embedding JuMP within other applications.
  • A number of performance improvements in ReverseDiffSparse for computing derivatives.
  • MathProgBase.getsolvetime(m) now returns the solution time reported by the solver, if available. (Thanks @odow, Oscar Dowson)
  • Formatting fix for LP format output. (Thanks @sbebo, Leonardo Taccari).

Version 0.8.0 (February 17, 2015)

  • Nonlinear subexpressions now supported with the @defNLExpr macro.
  • SCS supported for solving second-order conic problems.
  • setXXXCallback family deprecated in favor of addXXXCallback.
  • Multiple callbacks of the same type can be registered.
  • Added support for informational callbacks via addInfoCallback.
  • A CallbackAbort exception can be thrown from callback to safely exit optimization.

Version 0.7.4 (February 4, 2015)

  • Reduced costs and linear constraint duals are now accessible when quadratic constraints are present.
  • Two-sided nonlinear constraints are supported.
  • Methods for accessing the number of variables and constraints in a model are renamed.
  • New default procedure for setting initial values in nonlinear optimization: project zero onto the variable bounds.
  • Small bug fixes.

Version 0.7.3 (January 14, 2015)

  • Fix a method ambiguity conflict with Compose.jl (cosmetic fix)

Version 0.7.2 (January 9, 2015)

  • Fix a bug in sum(::JuMPDict)
  • Added the setCategory function to change a variables category (e.g. continuous or binary) after construction, and getCategory to retrieve the variable category.

Version 0.7.1 (January 2, 2015)

  • Fix a bug in parsing linear expressions in macros. Affects only Julia 0.4 and later.

Version 0.7.0 (December 29, 2014)

Linear/quadratic/conic programming

  • Breaking change: The syntax for column-wise model generation has been changed to use keyword arguments in @defVar.
  • On Julia 0.4 and later, variables and coefficients may be multiplied in any order within macros. That is, variable*coefficient is now valid syntax.
  • ECOS supported for solving second-order conic problems.

Nonlinear programming

  • Support for skipping model generation when solving a sequence of nonlinear models with changing data.
  • Fix a memory leak when solving a sequence of nonlinear models.
  • The @addNLConstraint macro now supports the three-argument version to define sets of nonlinear constraints.
  • KNITRO supported as a nonlinear solver.
  • Speed improvements for model generation.
  • The @addNLConstraints macro supports adding multiple (groups of) constraints at once. Syntax is similar to @addConstraints.
  • Discrete variables allowed in nonlinear problems for solvers which support them (currently only KNITRO).

General

  • Starting values for variables may now be specified with @defVar(m, x, start=value).
  • The setSolver function allows users to change the solver subsequent to model creation.
  • Support for "fixed" variables via the @defVar(m, x == 1) syntax.
  • Unit tests rewritten to use FactCheck.jl, improved testing across solvers.

Version 0.6.3 (October 19, 2014)

  • Fix a bug in multiplying two AffExpr objects.

Version 0.6.2 (October 11, 2014)

  • Further improvements and bug fixes for printing.
  • Fixed a bug in @defExpr.
  • Support for accessing expression graphs through the MathProgBase NLP interface.

Version 0.6.1 (September 19, 2014)

  • Improvements and bug fixes for printing.

Version 0.6.0 (September 9, 2014)

  • Julia 0.3.0 is the minimum required version for this release.
  • buildInternalModel(m::Model) added to build solver-level model in memory without optimizing.
  • Deprecate load_model_only keyword argument to solve.
  • Add groups of constraints with @addConstraints macro.
  • Unicode operators now supported, including ∑ for sum, ∏ for prod, and ≤/≥
  • Quadratic constraints supported in @addConstraint macro.
  • Quadratic objectives supported in @setObjective macro.
  • MathProgBase solver-independent interface replaces Ipopt-specific interface for nonlinear problems
    • Breaking change: IpoptOptions no longer supported to specify solver options, use m = Model(solver=IpoptSolver(options...)) instead.
  • New solver interfaces: ECOS, NLopt, and nonlinear support for MOSEK
  • New option to control whether the lazy constraint callback is executed at each node in the B&B tree or just when feasible solutions are found
  • Add support for semicontinuous and semi-integer variables for those solvers that support them.
  • Add support for index dependencies (e.g. triangular indexing) in @defVar, @addConstraint, and @defExpr (e.g. @defVar(m, x[i=1:10,j=i:10])).
    • This required some changes to the internal structure of JuMP containers, which may break code that explicitly stored JuMPDict objects.

Version 0.5.8 (September 24, 2014)

  • Fix a bug with specifying solvers (affects Julia 0.2 only)

Version 0.5.7 (September 5, 2014)

  • Fix a bug in printing models

Version 0.5.6 (September 2, 2014)

  • Add support for semicontinuous and semi-integer variables for those solvers that support them.
    • Breaking change: Syntax for Variable() constructor has changed (use of this interface remains discouraged)
  • Update for breaking changes in MathProgBase

Version 0.5.5 (July 6, 2014)

  • Fix bug with problem modification: adding variables that did not appear in existing constraints or objective.

Version 0.5.4 (June 19, 2014)

  • Update for breaking change in MathProgBase which reduces loading times for using JuMP
  • Fix error when MIPs not solved to optimality

Version 0.5.3 (May 21, 2014)

  • Update for breaking change in ReverseDiffSparse

Version 0.5.2 (May 9, 2014)

  • Fix compatibility with Julia 0.3 prerelease

Version 0.5.1 (May 5, 2014)

  • Fix a bug in coefficient handling inside lazy constraints and user cuts

Version 0.5.0 (May 2, 2014)

  • Support for nonlinear optimization with exact, sparse second-order derivatives automatically computed. Ipopt is currently the only solver supported.
  • getValue for AffExpr and QuadExpr
  • Breaking change: getSolverModel replaced by getInternalModel, which returns the internal MathProgBase-level model
  • Groups of constraints can be specified with @addConstraint (see documentation for details). This is not a breaking change.
  • dot(::JuMPDict{Variable},::JuMPDict{Variable}) now returns the corresponding quadratic expression.

Version 0.4.1 (March 24, 2014)

  • Fix bug where change in objective sense was ignored when re-solving a model.
  • Fix issue with handling zero coefficients in AffExpr.

Version 0.4.0 (March 10, 2014)

  • Support for SOS1 and SOS2 constraints.
  • Solver-independent callback for user heuristics.
  • dot and sum implemented for JuMPDict objects. Now you can say @addConstraint(m, dot(a,x) <= b).
  • Developers: support for extensions to JuMP. See definition of Model in src/JuMP.jl for more details.
  • Option to construct the low-level model before optimizing.

Version 0.3.2 (February 17, 2014)

  • Improved model printing
    • Preliminary support for IJulia output

Version 0.3.1 (January 30, 2014)

  • Documentation updates
    • Support for MOSEK
    • CPLEXLink renamed to CPLEX

Version 0.3.0 (January 21, 2014)

  • Unbounded/infeasibility rays: getValue() will return the corresponding components of an unbounded ray when a model is unbounded, if supported by the selected solver. getDual() will return an infeasibility ray (Farkas proof) if a model is infeasible and the selected solver supports this feature.
  • Solver-independent callbacks for user generated cuts.
  • Use new interface for solver-independent QCQP.
  • setlazycallback renamed to setLazyCallback for consistency.

Version 0.2.0 (December 15, 2013)

  • Breaking change: Objective sense is specified in setObjective instead of in the Model constructor.
  • Breaking change: lpsolver and mipsolver merged into single solver option.
  • Problem modification with efficient LP restarts and MIP warm-starts.
  • Relatedly, column-wise modeling now supported.
  • Solver-independent callbacks supported. Currently we support only a "lazy constraint" callback, which works with Gurobi, CPLEX, and GLPK. More callbacks coming soon.

Version 0.1.2 (November 16, 2013)

  • Bug fixes for printing, improved error messages.
  • Allow AffExpr to be used in macros; e.g., ex = y + z; @addConstraint(m, x + 2*ex <= 3)

Version 0.1.1 (October 23, 2013)

  • Update for solver specification API changes in MathProgBase.

Version 0.1.0 (October 3, 2013)

  • Initial public release.