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v0.8.0-alpha

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@hlefebvr hlefebvr released this 24 Jun 12:59
· 114 commits to main since this release

New Features

  • Model::get_var_reduced_cost was created and returns, when applicable, the reduced cost of a variable.
  • Robust::ColumnAndConstraintGeneration can solve two-stage robust problems with bilevel solver for separation and trust-region stabilization.
  • Mosek wrapper now handles rotataed quadratic cone conversions.
  • Universal calback can now be added to Mosek (with features limited by Mosek's own calbacks however, i.e., one cannot add cuts in callbacks).
  • Universal callbacks now have methods best_obj, best_bound and terminate.

Fix

  • Timer was not working on MacOs.
  • dualize was not handling products correctly if required to land in variable space.
  • Remove warning if idol is not linked with coin-or/Osi.
  • Gurobi::read was not reading the objective sense.
  • Default value for "obj bound" and "obj limit" for maximization problems were set to -Inf and Inf instead of Inf and -Inf.
  • coin-or/MibS warpper now uses file communication and is, hence, more stable.

Updates

  • All MIP related classes and functions are now moved in idol/mixed-integer-optimization.