v0.9.0

MadNLP v0.9.0

Diff since v0.8.12

Breaking changes

• Update to MadNLP 0.9

Merged pull requests:

• Revisit fixed variables treatment (#360) (@frapac)
• Update MadNLPPardiso (#434) (@frapac)
• Using PrecompileTools.jl (#452) (@sshin23)
• Norm replaced with custom-norm for julia v1.12 (#453) (@sshin23)
• Implement adaptive barrier updates (#480) (@frapac)
• Dual regularize diagonal (#481) (@sshin23)
• Mumps tuned and made as default linear solver (#482) (@sshin23)
• Implement minor changes for c interface building (#483) (@apozharski)
• Print improvement (#485) (@sshin23)
• [bug fix] del_c should be determined by zero eig (#486) (@sshin23)
• [bug fix] correct inertia for unreduced systems (#487) (@sshin23)
• [CUDSS] Return dummy inertia if factorization incomplete (#488) (@sshin23)
• update MadNLPTests to use new NL interface in JuMP (#489) (@frapac)
• option treatment and specialization for cudss (#490) (@sshin23)
• fix typos in MadNLP's logs (#492) (@frapac)
• Update MOI extension for the operators (#493) (@amontoison)
• Fix the interface of the operators in MOI (#494) (@amontoison)
• Precompile fix (#495) (@sshin23)
• Fix tests broken in v1.12 (#498) (@apozharski)
• Fixes for AMDGPU (#499) (@apozharski)
• [MadNLPTests] Release 0.5.3 (#500) (@amontoison)
• [MadNLPGPU] Support CUDSS.jl v0.6 (#501) (@amontoison)
• fix type instability bug in dummy_qp (#502) (@apozharski)
• [MadNLPGPU.jl] Upgrade the interface for CUDSS.jl (#507) (@amontoison)
• Refactor default_sparse_solver to only use MumpsSolver (#511) (@amontoison)
• Add formatter (#515) (@michel2323)
• Flip objective in stats when maximizing (#519) (@klamike)
• Add tutorial on how to use MadNLP on the GPU (#520) (@frapac)
• [MadNLPGPU] Support LBFGS on GPU (#524) (@amontoison)
• [MadNLPGPU] Support uniform batch in CUDSSSolver (#527) (@amontoison)
• Move {Sparse,Dense}WrapperModel from MadNLPGPU to MadNLP (#528) (@frapac)
• Abstract stats (#529) (@klamike)
• [MadNLP] Update the implementation of LBFGS (#530) (@amontoison)
• Fix barrier initialization with type conversion (#532) (@amontoison)
• [MadNLPGPU] Fix CUDSS uniform batch syntax (#533) (@klamike)
• Use syr! and symv! in BFGS (#534) (@amontoison)
• Update the implementation of LBFGS in MadNLP (#536) (@amontoison)
• [hotfix] remove symul! in favor of _symv! (#538) (@sshin23)
• Properly map NLP constraint index for MOI dual (#540) (@klamike)
• Fix hessian for dense KKT (#541) (@klamike)
• Removed synchronize(backend) (#542) (@sshin23)
• Remove extra build_kkt! call (#544) (@klamike)
• Update the signature of the function solve! in MadNLP (#546) (@frapac)
• Apply obj_scale in unpack_z in MakeParameter case (#547) (@klamike)
• Add support for MOI.VectorNonlinearOracle (#548) (@frapac)
• [MOI] Add support for MOI.LagrangeMultiplier (#549) (@amontoison)
• [MOI] Reuse existing data structures from MOI on re-solve (#550) (@amontoison)
• Support precompilation with MOI extension (#551) (@amontoison)
• Add tests for multipliers' values in scaled and max problems (#553) (@frapac)
• [MOI] Optimize MOI.eval_constraint_jacobian_transpose_product when we have oracles (#554) (@amontoison)
• LBFGS is only supported with the KKT formulation SparseKKTSystem (#555) (@amontoison)
• [MOI/MadNLPTests] Add array_type to support GPU solve from MOI (#557) (@klamike)
• Fix generation of documentation (#558) (@frapac)
• Update the documentation for MadNLP 0.9 (#560) (@amontoison)
• Remove NEWS.md (#561) (@amontoison)
• [MOI] Drop support for ConstraintDualStart for variable bounds (#564) (@frapac)
• Add a field additional_buffers in CompactLBFGS (#565) (@amontoison)
• Add a function madsuite (#566) (@amontoison)
• Fix LBFGS in single precision (#567) (@amontoison)
• Refactor badge links in README.md (#568) (@amontoison)
• Rename the dense linear solvers on GPU (#569) (@amontoison)
• Update the documentation for MadNLP 0.9 (#570) (@frapac)
• rename solve! function for KKT and linear systems (#571) (@frapac)
• [documentation] Update the tutorial related to the custom KKT system (#572) (@amontoison)
• Default primal-dual regularization (#573) (@sshin23)
• [documentation] Fix a few errors in kkt.md (#574) (@amontoison)
• [documentation] Update algorithm.md (#575) (@amontoison)
• Avoid passing array_type to MadNLPSolver in MOI (#576) (@klamike)
• Use solve_kkt! instead of solve_kkt_system! (#577) (@amontoison)
• Guard against Julia versions built without GPL libs (#578) (@asinghvi17)
• Use the new API of NLPModels.jl for dense Jacobians and Hessians (#580) (@amontoison)
• Support LBFGS in extended precision (#581) (@amontoison)
• Add suppport for user defined callbacks (#582) (@frapac)
• [MOI] Fix support for MOI.Parameter constraints (#584) (@amontoison)
• Use variable_bounds_analysis and constraint_bounds_analysis in MOIModel (#585) (@amontoison)
• Make options type concrete in MadNLPSolver to prevent some minor type instability (#588) (@apozharski)
• Report the number of KKT factorizations in MadNLP (#589) (@frapac)
• [MadNLP] Release 0.9.0 (#590) (@frapac)

Closed issues:

• Revisiting fixed variable treatment (#70)
• Add different strategies to update the barrier mu (#96)
• LapackGPUSolver goes into feasibility restoration when LapackCPUSolver does not (#205)
• Definition of primal solution? (#212)
• Fixed variable multiplier (#229)
• Wrong solution in QuickStart example (#238)
• README.md simplification (#324)
• Unable to get GPU solver working (#381)
• [MadNLPGPU] Use CHOLESKY insted of LDL by default? (#438)
• Passing x, y, zl, and zu, to a first call of solve! ignores these arguments. (#450)
• Allow for LinearSolve.jl linear solver choices? (#479)
• No change to objective over course of optimization (#484)
• [Bug] Linear solver backend (#505)
• [MOI] Support VectorNonlinearOracle (#508)
• Support for user given callback functions (#512)
• [documentation] Explain how to use an AbstractNLPModels to solve NLP problems on GPU (#513)
• Existing options keys (#516)
• Maximization problem and objective value (#517)
• Issue with max (instead of min) with CUDABackend (#518)
• How to use L-BFGS on NVIDIA / AMD GPUs? (#522)
• [documentation] Specify the packages to load for the tutorial on LBFGS (#523)
• [documentation] Explain how to use BFGS in MadNLP (#525)
• [MOI] GPU syntax in readme is not working (#556)
• Should we keep the file NEWS.md? (#559)
• Multi-precision and LBFGS (#562)
• mu_init parameter (#579)