v0.5.6

DiffOpt v0.5.6

Diff since v0.5.5

Merged pull requests:

• Objective sensitivity for Conic and Quadratic (#330) (@joaquimg)
• Pass-through AbstractOptimizerAttribute (#335) (@klamike)
• Fix objective sensitivity when parameters appear in the objective (#337) (@klamike)
• Allow both objective and solution sensitivities in reverse mode (#338) (@klamike)
• Revert "Fix objective sensitivity when parameters appear in the objective" (#339) (@andrewrosemberg)
• Fix objective sensitivity when parameters appear in the objective (#340) (@klamike)
• Add parameter diff for quad terms (#342) (@joaquimg)
• CompatHelper: bump compat for ParametricOptInterface to 0.15, (keep existing compat) (#343) (@github-actions[bot])
• v0.5.6 (#346) (@joaquimg)

Closed issues:

• Implement ObjectiveSensitivity for Conic and Quadratic Formulations (#304)
• POI not added for Clarabel (#308)
• Differentiation of quadratic problem with parameters tuning quadratic coefficient using Gurobi and quadratic interface (#341)

v0.5.5

DiffOpt v0.5.5

Diff since v0.5.4

Merged pull requests:

• Fix ReverseConstraintDual for variable bounds in NonLinearProgram (#332) (@klamike)

v0.5.4

DiffOpt v0.5.4

Diff since v0.5.3

Merged pull requests:

• Split docs action (#329) (@joaquimg)

Closed issues:

• Stable docs not being updated (#328)

v0.5.3

DiffOpt v0.5.3

Diff since v0.5.2

Merged pull requests:

• Update POI (#316) (@joaquimg)
• Add NonlinearProgram in docstring (#321) (@blegat)
• Update LazyArrays to v2 (#322) (@blegat)
• Add Julia v1.6 to ci (#323) (@blegat)
• Allow LazyArrays v1 (#324) (@blegat)
• Update BlockDiagonals to v0.2 (#325) (@blegat)
• Bump ParametricOptInterface to 0.14.1 (#327) (@joaquimg)

v0.5.2

DiffOpt v0.5.2

Diff since v0.5.1

Merged pull requests:

• Objective Sensitivity 2.0 (#303) (@andrewrosemberg)

v0.5.1

DiffOpt v0.5.1

Diff since v0.5.0

Merged pull requests:

• Add JuMP-like API (#281) (@joaquimg)
• Fix conic error (#284) (@andrewrosemberg)
• [docs] update to Documenter@1 (#286) (@odow)
• Pass attributes through Objective.FunctionConversionBridge (#287) (@blegat)
• Update jump-api pr (#294) (@joaquimg)
• Skip MOI.compute_conflict tests (#295) (@odow)
• Integrate new POI (#302) (@andrewrosemberg)
• Add Examples 2.0 (#306) (@andrewrosemberg)
• Fix name: Mean Variance Portfolio Example (#307) (@andrewrosemberg)
• Fix diff_optimizer with no bridge (#309) (@blegat)
• Switch to JuliaFormatter v2 (#310) (@blegat)
• Avoid double cache (#311) (@blegat)
• Prep for v0.5.1 (#312) (@blegat)
• More compact M, N formation (#313) (@mtanneau)

Closed issues:

• Add vector getters for batch access to sensitivities (#101)
• Add missing tests in the end of: Differentiating conic with PSD and POS constraints (#109)
• Check if Parametric API and Low level functional API can coexist (#270)
• Add a JuMP-like syntax to diff wrt parameters (#271)
• Error DiffOpt.forward_differentiate! from PSD Conic JuMP problems (#285)
• Error when trying to change parameter value (#289)
• Issue when differentiating a semi-definite program (#293)
• Remove slack data from conic model (#296)
• Cleanup error messages from parameters.jl (#300)
• Add test with JuMP-api sensitivity on quadratic functions -in- conic sets (#301)

v0.5.0

DiffOpt v0.5.0

Diff since v0.4.3

Breaking changes

• New parametric API
• New NLP backend

Merged pull requests:

• Use SlackBridgePrimalDualStart (#253) (@blegat)
• 🚀 Add NonLinearProgram Support to DiffOpt.jl (#260) (@andrewrosemberg)
• Integrate with POI to improve UX (#262) (@joaquimg)
• Add error for missing starting value (#269) (@blegat)
• Fix empty_input_sensitivities! (#273) (@andrewrosemberg)
• Update ci.yml (#276) (@joaquimg)
• Update ci.yml (#276) (#277) (@joaquimg)
• Update README.md (#279) (@joaquimg)
• Format (#280) (@joaquimg)

Closed issues:

• Method error (bridge related?) (#252)
• Resetting differentiation input in-between differentiations (#259)
• Differentiating the dual variable of a linear program (#261)
• Inconsistent sensitivities with multiple parameters (#272)
• Avoid using full KKT in NonLinearProgram. (#274)

v0.4.3

DiffOpt v0.4.3

Diff since v0.4.2

Merged pull requests:

• mention that exponential cone also works in docs (#250) (@currymj)
• map_indices for IndexMappedFunction (#254) (@blegat)
• [docs] Remove trailing commas (#255) (@blegat)
• Update (typo) matrix-inversion-manual.jl (#256) (@mzagorowska)
• Update matrix-inversion-manual.jl (#257) (@mzagorowska)
• Typo "acutal" to "actual" (#258) (@mzagorowska)
• Fix GitHub actions badge in README (#263) (@odow)
• Implement MOI.Utilities.scalar_type for (Matrix|Sparse)VectorAffineFunction (#264) (@odow)
• Prep for v0.4.3 (#265) (@odow)

Closed issues:

• Support exponential cone (#50)

v0.4.2

DiffOpt v0.4.2

Diff since v0.4.1

Closed issues:

• fix @show in the end of Differentiating trivial QP 1 (#106)
• add tests for Differentiating simple SOCP (#107)
• Split moi_wrapper test file in conic and qp (#108)
• put tests into functions (#110)
• Test more exotic cases (#202)
• Benchmarking time | Differentiate an LP (#233)

Merged pull requests:

• Add attribute to access differentiation time (#230) (@blegat)
• Add conic to ridge sentitivity (#231) (@blegat)
• Implement ForwardConstraintFunction for QuadToSOCBridge (#232) (@blegat)
• CompatHelper: bump compat for LazyArrays to 1, (keep existing compat) (#234) (@github-actions[bot])
• import as for MOI (#235) (@blegat)
• Update README (#236) (@odow)
• Fix conic objective reverse diff (#237) (@blegat)
• Don't access vector with [] (#238) (@blegat)
• Add back qp_test (#240) (@blegat)
• Add license headers (#241) (@odow)
• Add JuliaFormatter (#242) (@odow)
• Convert tests to functional form (#244) (@odow)
• Enable show test (#245) (@odow)
• Split linear program and quad programs (#246) (@blegat)
• Add nearest correlation example (#248) (@blegat)
• Comment fixes (#249) (@blegat)

v0.4.1

DiffOpt v0.4.1

Diff since v0.4.0

Merged pull requests:

• Abstract linear solving method instead of \ (#229) (@matbesancon)