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Update NEWS and links in README
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migarstka committed Feb 22, 2019
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6 changes: 6 additions & 0 deletions NEWS.md
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## Upcoming changes
- Update of PSD decomposition related code to Julia v1.0

## Version 0.4 (22. February 2019)
- The optional arguments `settings`, `x0`, `y0`, `s0` are now keyword arguments (breaks backward compatibility), see d0f22aab
- Some smaller bug fixes and function renaming
- Documentation via Documenter.jl


## Version 0.3.1 (2. February 2019)
- Support warm starting of primal and dual variables in MOI / JuMP interface
- Fix a bug when printing the header
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22 changes: 11 additions & 11 deletions README.md
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<p align="center">
<a href="#features">Features</a> •
<a href="#installation">Installation</a> •
<a href="https://oxfordcontrol.github.io/COSMO.jl/stable">Documentation</a> •
<a href="NEWS.md">News</a> •
<a href="#citing-">Citing</a> •
<a href="#contributing">Contributing</a>
</p>

This is a Julia implementation of the _Conic operator splitting method_ (COSMO) solver. It can solve large convex conic optimization problems of the following form:
<p align="center">
<img src="https://latex.codecogs.com/gif.latex?\begin{array}{ll}&space;\mbox{minimize}&space;&&space;\textstyle{\frac{1}{2}}x^\top&space;Px&space;&plus;&space;q^\top&space;x\\&space;\mbox{subject&space;to}&space;&&space;Ax&space;&plus;&space;s&space;=&space;b&space;\\&space;&&space;s&space;\in&space;\mathcal{C},&space;\end{array}" title="\begin{array}{ll} \mbox{minimize} & \textstyle{\frac{1}{2}}x^\top Px + q^\top x\\ \mbox{subject to} & Ax + s = b \\ & s \in \mathcal{C}, \end{array}"/>
<img src="https://latex.codecogs.com/gif.latex?\begin{array}{ll}&space;\mbox{minimize}&space;&&space;\textstyle{\frac{1}{2}}x^\top&space;Px&space;&plus;&space;q^\top&space;x\\&space;\mbox{subject&space;to}&space;&&space;Ax&space;&plus;&space;s&space;=&space;b&space;\\&space;&&space;s&space;\in&space;\mathcal{K},&space;\end{array}" title="\begin{array}{ll} \mbox{minimize} & \textstyle{\frac{1}{2}}x^\top Px + q^\top x\\ \mbox{subject to} & Ax + s = b \\ & s \in \mathcal{C}, \end{array}"/>
</p>

with decision variables `x ϵ R^n`, `s ϵ R^m` and data matrices `P=P'>=0`, `q ϵ R^n`, `A ϵ R^(m×n)`, and `b ϵ R^m`. The convex set `C` is a composition of convex sets and cones.
with decision variables `x ϵ R^n`, `s ϵ R^m` and data matrices `P=P'>=0`, `q ϵ R^n`, `A ϵ R^(m×n)`, and `b ϵ R^m`. The convex set `K` is a composition of convex sets and cones.

__For more information check the [COSMO.jl Documentation](https://oxfordcontrol.github.io/COSMO.jl/stable).__
__For more information check the [COSMO.jl Documentation](https://oxfordcontrol.github.io/COSMO.jl/dev).__

## Features
By default COSMO supports the zero cone, the non-negative orthant, second order cones and positive semidefinite cones. COSMO allows you to:
- solve LPs, QPs, SOCPs and SDPs
- solve semidefinite programs with quadratic objective functions directly
- detect infeasible problems without a homogeneous self-dual embedding of the problem
- describe your optimisation problem using [JuMP](https://github.com/JuliaOpt/JuMP.jl) (COSMO requires JuMP v0.19)
- use chordal decomposition techniques to decompose chordally structured SDPs
- define your own convex sets for constraints

* __Versatile__: COSMO solves linear programs, quadratic programs, second-order cone programs and semidefinite programs
* __Quad SDPs__: Positive semidefinite programs with quadratic objective functions are natively supported
* __Infeasibility detection__: Infeasible problems are detected without a homogeneous self-dual embedding of the problem
* __JuMP support__: COSMO supports MathOptInterface and JuMP `v0.19`, which allows you to describe your problem in JuMP
* __Chordal decomposition__: COSMO tries to decompose large structured PSD constraints using chordal decomposition techniques. This often results in a significant speedup compared to the original problem.
* __Warm starting__: COSMO supports warm starting of the decision variables
* __Open Source__: Our code is free to use and distributed under the Apache 2.0 Licence

## Installation
- `COSMO` can be added via the Julia package manager (type `]`): `pkg> add COSMO`
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