CHANGELOG.md

Changelog

All notable changes to this project will be documented in this file.

The format is based on Keep a Changelog.

Unreleased

0.6.6 - 2024-06-15

Fixed

• Fix infeasibility detection and add a unit test (#328)

0.6.5 - 2024-05-31

Added

• Pip wheels for Python 3.12 and stop support Python 3.7 (#324)

Fixed

• Fixes compilation issue with GCC 14 on Arch (#322)

What's Changed

• Change from torch.Tensor to torch.empty or torch.tensor and specify type explicitly (#308)
• Fix handling of batch of inequality constraints in QPFunctionFn_infeas. The derivations in qplayer was done for single-sided constraints, that's the reason for the concatenation but the expansion of batchsize dimension was not working properly (#308)
• Switch from self-hosted runner for macos-14-ARM to runner from github (#306)
• Fix missing cassert for some compilers (#316)

0.6.4 - 2024-03-01

What's Changed

• Changed primal_infeasibility_solving to False for feasible QPs (#302)

0.6.3 - 2024-01-23

Fixed

• Fix Python tests with scipy>=1.12 (#299)

0.6.2 - 2024-01-22

Fixed

• Fix Windows build (#290)
• Fix math formulae in documentation (#294)
• Restore correc values for infeasibility (#292)
• Handles CPU/GPU transfer in QPFunctionFn's backward function (#297)

0.6.1 - 2023-11-16

What's Changed

• [pre-commit.ci] pre-commit autoupdate by @pre-commit-ci (#280)
• Templating power iteration algorithm by matrix storage order by @quentinll (#279)

New Contributors

• @quentinll made their first contribution (#279)

0.6.0 - 2023-11-13

News

We add the implementation of QPLayer. QPLayer enables to use a QP as a layer within standard learning architectures. QPLayer allows for parallelized calculus over CPUs, and is interfaced with PyTorch. QPLayer can also differentiate over LPs.

What's Changed

• QPLayer: efficient differentiation of convex quadratic optimization by @fabinsch, @Bambade and @quentinll (#264)

0.5.1 - 2023-11-09

What's Changed

• [pre-commit.ci] pre-commit autoupdate by @pre-commit-ci (#265)
• [pre-commit.ci] pre-commit autoupdate by @pre-commit-ci (#268)
• [pre-commit.ci] pre-commit autoupdate by @pre-commit-ci (#269)
• Check model is_valid up to eps by @fabinsch (#272)

0.5.0 - 2023-09-26

This release adds support for nonconvex QPs, along with healthy fixes.

What's Changed

• Fix compilation (veg/memory) for gcc 7 and clang 7 by @costashatz (#255)
• Estimate minimal eigenvalue of quadratic cost hessian by @Bambade (#257)
• Fix typo #254 by @Bambade (#258)
• [pre-commit.ci] pre-commit autoupdate by @pre-commit-ci (#260)
• Sync submodule cmake by @jcarpent (#261)

New Contributors

• @costashatz made their first contribution (#255)

0.4.1 - 2023-08-02

What's Changed

• [pre-commit.ci] pre-commit autoupdate by @pre-commit-ci (#247)
• Add Iros on ROS CI by @jcarpent (#248)
• Update default value for update_preconditioner by @jcarpent (#250)

0.4.0 - 2023-07-10

What's Changed

• [pre-commit.ci] pre-commit autoupdate by @pre-commit-ci (#225)
• add generalized primal dual augmented Lagrangian (gpdal) for dense backend by @Bambade (#228)
• optimize dense iterative refinement by @Bambade (#230)
• Add dense LP interface by @Bambade (#231)
• Enable solving QP ([#229](parallel with ProxQP by @Bambade in #229))
• Add small dense LP Python example by @stephane-caron (#235)
• Fix typo ([#234](dense lp interface by @Bambade in #234))
• ci check all jobs pass by @fabinsch (#236)
• [pre-commit.ci] pre-commit autoupdate by @pre-commit-ci (#232)
• Add box constraint interface for dense backend by @Bambade (#238)
• Improve dense backend and simplify calculus when using a Diagonal Hessian by @Bambade (#239)
• Add infeasibility solving feature for dense and sparse backends by @Bambade (#241)
• cmake: fix path to find-external/OpenMP by @fabinsch (#240)
• More information ([#242](debug mode by @fabinsch in #242))
• Fix warning and clean // solvers API by @jcarpent (#243)

0.3.7 - 2023-05-05

What's Changed

• [pre-commit.ci] pre-commit autoupdate by @pre-commit-ci (#206)
• Define PROXSUITE_AS_SUBPROJECT as ON by @amiller27 (#207)
• Sync submodule cmake by @jcarpent (#208)
• [pre-commit.ci] pre-commit autoupdate by @pre-commit-ci (#210)
• Set default CMAKE_BUILD_TYPE value by @jcarpent (#211)
• [pre-commit.ci] pre-commit autoupdate by @pre-commit-ci (#214)
• [pre-commit.ci] pre-commit autoupdate by @pre-commit-ci (#215)
• Set simde dependency for ROS2 Iron as well by @wxmerkt (#218)
• Sync submodule CMake by @jcarpent (#219)

New Contributors

• @amiller27 made their first contribution (#207)

0.3.6 - 2023-03-14

What's Changed

• ci/linux-wheels: fix naming for artifacts by @fabinsch (#198)
• pip wheels for aarch64 by @fabinsch (#202)

0.3.5 - 2023-03-06

What's Changed

• doc: pip install available on windows by @fabinsch (#189)
• set compute_timings = true by @fabinsch (#191)
• [minor] Clean up invalid link from pyproject.toml by @stephane-caron (#193)
• ci/linux: fix linux wheel compatibility by @fabinsch (#196)

0.3.4 - 2023-03-01

What's Changed

• CI: pip wheels on windows by @fabinsch (#185)
• [CI] ROS: Add friendly names; add TSID on Rolling as downstream test by @wxmerkt (#184)
• CI: simplify workflow on self-hosted M1 by @fabinsch (#187)

[0.3.3] - 2023-02-25

What's Changed

• [pre-commit.ci] pre-commit autoupdate by @pre-commit-ci (#172)
• [pre-commit.ci] pre-commit autoupdate by @pre-commit-ci (#174)
• cmake: add option BUILD_DOCUMENTATION by @fabinsch (#177)
• linalg/ldlt : mark p() and pt() permutation matrix getters const by @ManifoldFR (#180)
• feat: enable simde ([#21](package.xml by @wep21)))) (#178)
• [CI] ROS: Activate prerelease by @wxmerkt (#181)

New Contributors

• @ManifoldFR made their first contribution (#180)
• @wep21 made their first contribution (#178)

0.3.2 - 2023-01-17

What's Changed

• Expose check_duality_gap ([#167](Python settings by @stephane-caron in #167))
• Add duality-gap thresholds by @stephane-caron (#169)

New Contributors

• @stephane-caron made their first contribution (#167)

0.3.1 - 2023-01-09

What's Changed

• Fix package.xml and add ROS-CI by @wxmerkt (#158)
• ROS-CI: Debug and Release builds, fix warnings by @wxmerkt (#159)
• Fix computation of duality gap quantity by @jcarpent (#163)
• Sync submodule cmake by @jcarpent (#164)

New Contributors

• @wxmerkt made their first contribution (#158)

0.3.0 - 2022-12-26

What's Changed

• Add serialization of dense qp model using cereal by @fabinsch (#152)
• transposeInPlace only if eigen >= 3.4.0 by @fabinsch (#153)
• Fix Windows C++20 compatibility by @jcarpent (#155)

0.2.16 - 2022-12-21

What's Changed

• Fix default parameter values for compute_timings by @jcarpent (#146)
• [pre-commit.ci] pre-commit autoupdate by @pre-commit-ci (#147)
• Fix packaging issue on Windows by @jcarpent (#149)

0.2.15 - 2022-12-15

What's Changed

• cmake/python: update library output paths by @fabinsch (#144)

0.2.14 - 2022-12-14

What's Changed

• [pre-commit.ci] pre-commit autoupdate by @pre-commit-ci (#134)
• update benchmarks random mixed qp by @fabinsch (#137)
• [pre-commit.ci] pre-commit autoupdate by @pre-commit-ci (#138)
• add is_valid function for dense model and fix example + unittest by @fabinsch (#139)

0.2.13 - 2022-11-29

What's Changed

• Enforce check for other architectures by @jcarpent (#132)
• Fix support for POWERPC by @jcarpent (#133)

0.2.12 - 2022-11-26

What's Changed

• Fix compilation with mingw by @jgillis (#130)

New Contributors

• @jgillis made their first contribution (#130)

0.2.11 - 2022-11-25

What's Changed

• Fix dimension check issues by @jcarpent (#125)
• [pre-commit.ci] pre-commit autoupdate by @pre-commit-ci (#124)
• Add is_initialized safeguard to workspace by @fabinsch (#126)
• Add simple cpp example by @fabinsch (#127)

0.2.10 - 2022-11-17

What's Changed

• Allow macOS Debug pipeline to fail -> checking for memory alloc by @fabinsch (#117)
• Devel by @jcarpent (#118)
• fix instructionset import by @fabinsch (#120)

0.2.9 - 2022-11-14

What's Changed

• Enforce robustness computation of duality gap by @jcarpent (#114)
• Assert primal/dual residual and dual gap != nan + add unittest by @fabinsch (#115)

0.2.8 - 2022-11-12

What's Changed

• Enforce constness and clean CMake by @jcarpent (#106)
• Add details on using ProxSuite with CMake projects by @jcarpent (#111)
• Add duality gap measure by @Bambade (#110)

0.2.7 - 2022-11-10

What's Changed

• CMakeLists: fix INTERFACE target compile definitions by @fabinsch (#97)
• sync submodule by @fabinsch (#98)
• Fixed temporaries ([#100](update() of dense wrapper by @fennel-labs in #100))
• Additional option to check eigen runtime malloc by @fabinsch (#93)

New Contributors

• @fennel-labs made their first contribution (#100)

0.2.6 - 2022-11-08

What's Changed

• User option sparse backend by @fabinsch (#84)
• CI for c++14 compatibility by @fabinsch (#88)
• Update README.md by @fabinsch (#89)
• CI: use v1.2 also for windows, add cxx_std to key by @fabinsch (#90)
• Fix heap allocation ([#92](dense solver by @jcarpent in #92))

0.2.5 - 2022-11-06

What's Changed

• C++14 compliant implementation of optional by @fabinsch (#78)
• C++14 compliant implementation of aligned_alloc by @fabinsch (#79)
• unittest/sparse-ruiz: replace checks with isApprox by @fabinsch (#83)
• Fix packaging for pip by @jcarpent (#82)
• Move optional.hpp to the right place by @jcarpent (#81)
• Fix logic and bug ([#85](warm_start by @jcarpent in #85))

0.2.4 - 2022-11-01

What's Changed

• Change eps_abs to a reasonable value by @jcarpent (#70)
• sparse/solver: use refactorize for matrix free solver by @fabinsch (#73)
• Enhance API by @jcarpent (#71)
• Correct documentation of bindings by @fabinsch (#72)
• Add pipeline with MSVC compiler by @fabinsch (#49)

[0.2.3] - 2022-10-29

What's Changed

• Fix epsilon relative stopping criteria by @fabinsch (#58)
• Handle empty inputs by @fabinsch (#59)
• Fix calculation of objection function value by @fabinsch (#60)
• Doc: matio link by @fabinsch (#61)
• Fix packaging issue by @jcarpent (#64)
• Change default model upper and lower bounds by @Bambade (#66)
• Fix API for bounds on the inequality constraints by @jcarpent (#67)

0.2.2 - 2022-10-19

What's Changed

• release: wheels for macos arm64 by @fabinsch (#53)
• Don't compile AVX Python bindings on non X86_64 arch by @jcarpent (#54)
• Fix existence of std::aligned_alloc on APPLE by @jcarpent (#55)

0.2.1 - 2022-10-18

What's Changed

• [pre-commit.ci] pre-commit autoupdate by @pre-commit-ci (#43)
• Sync ma([#42](with devel by @jcarpent in #42))
• Fix compile options export for Windows by @jcarpent (#44)
• benchmark: document speed up by vectorization by @fabinsch (#48)
• Support ARM64 architecture by @fabinsch (#50)

0.2.0 - 2022-10-08

This release introduces a notable change ([#](the order of bounds constraints.)) As the API is not yet totally fixed, we have only increased the minor release version.

More to come ([#](a forthcoming release.))

What's Changed

• CI/release: fix uploading proxsuite wheels only by @fabinsch (#30)
• TEST-AUTOMERGE by @fabinsch (#31)
• Fix c++ documentation by @fabinsch (#32)
• Compilation MSVC by @aescande (#33)
• Add specific compile option for MSVC by @jcarpent (#35)
• Sync submodule CMake by @jcarpent (#37)
• Remove sparse sparse overload for dense backend by @Bambade (#36)
• change qp.init(H,g,A,b,C,u,l) into qp.init(H,g,A,b,C,l,u) by @Bambade (#39)
• Fix packaging issues and remove useless test files by @jcarpent (#40)

New Contributors

• @aescande made their first contribution (#33)

0.1.2 - 2022-09-26

What's Changed

• Support python 3.7 for proxsuite wheels by @fabinsch (#27)
• Add default proximal step sizes by @Bambade (#26)
• Sync submodule cmake by @jcarpent (#28)

0.1.1 - 2022-09-09

What's Changed

• add missing includes by @nim65s (#21)
• update README and sync submodule by @Bambade (#20)
• Fix packaging issues by @jcarpent (#23)
• Fix preconditioner by @fabinsch (#24)
• [pre-commit.ci] pre-commit autoupdate by @pre-commit-ci (#25)
• Add more unittests by @fabinsch (#22)

New Contributors

• @nim65s made their first contribution (#21)
• @pre-commit-ci made their first contribution (#25)

0.1.0 - 2022-08-24

What's Changed

• Fix aligned alloc for old version of OSX target deployment by @jcarpent (#3)
• Fix documentation and the publishing pipeline by @jcarpent (#4)
• Bindings: expose qp solver output by @fabinsch (#11)
• provide initialization of solvers with None entries by @Bambade (#12)
• Fix packaging issues and add more packaging test by @jcarpent (#17)
• Use PROXSUITE_VECTORIZE and change logic by @jcarpent (#18)

New Contributors

• @jcarpent made their first contribution (#3)
• @fabinsch made their first contribution (#11)
• @Bambade made their first contribution (#12)

[0.0.1] - 2022-08-11

The first release of ProxSuite.