CHANGELOG.md

Changelog

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

The format is based on Keep a Changelog, and this project adheres to Semantic Versioning.

Unreleased

4.2.0 - 2023-12-21

Added

• Example: lasso regularization
• Problem.load function
• Problem.save function

4.1.1 - 2023-12-05

Changed

• Mark QPALM as a sparse solver only

4.1.0 - 2023-12-04

Added

• New solver: QPALM
• Unit test for internal linear-box inequality combination

Changed

• Internal: refactor linear-box inequality combination function
• Renamed main branch of the repository from master to main

Fixed

• Fix combination of box inequalities with empty linear inequalities
• Gurobi: Account for a slight regression in QPSUT01 performance

4.0.1 - 2023-11-01

Added

• Allow installation of a subset of QP solvers from PyPI

4.0.0 - 2023-08-30

Added

• New solver: PIQP (thanks to @shaoanlu)
• Type for active set of equality and inequality constraints

Changed

• Breaking: condition number requires an active set (thanks to @aescande)

3.5.0 - 2023-08-16

Added

• New solver: HPIPM (thanks to @adamheins)

Changed

• MOSEK: Disable CI test on QPSUT03 due to regression with 10.1.8
• MOSEK: Relax test tolerances as latest version is less accurate with defaults

3.4.0 - 2023-04-28

Changed

• Converted THANKS file to CFF
• ECOS: raise a ProblemError if inequality vectors contain infinite values
• ECOS: raise a ProblemError if the cost matrix is not positive definite
• MOSEK is now a supported solver (thanks to @uricohen and @aszekMosek)

Fixed

• Residual and duality gap computations when solution is not found
• Update OSQP version to 0.6.2.post9 for testing

3.3.1 - 2023-04-12

Fixed

• DAQP: Update to 0.5.1 to fix installation of arm64 wheels

3.3.0 - 2023-04-11

Added

• New sample problems in qpsolvers.problems
• New solver: DAQP (thanks to @darnstrom)

Changed

• Dual multipliers are empty arrays rather than None when no constraint
• Store solver results even when solution is not found
• Switch to Solution.found as solver success status (thanks to @rxian)

Fixed

• Unit test on actual solution to QPSUT03 problem

3.2.0 - 2023-03-29

Added

• Sparse strategy to convert LS problems to QP (thanks to @bodono)
• Start problems submodule to collect sample test problems

Fixed

• Clarabel: upstream handling of infinite values in inequalities
• CVXOPT: option passing

3.1.0 - 2023-03-07

Added

• New solver: NPPro

Changed

• Documentation: separate support and unsupported solver lists
• Exclude unsupported solvers from code coverage report
• Move unsupported solvers to a separate submodule
• Remove CVXOPT from dependencies as it doesn't have arm64 wheels
• Remove quadprog from dependencies as it doesn't have arm64 wheels

3.0.0 - 2023-02-28

Added

• Exception ParamError for incorrect solver parameters
• Exception SolverError for solver failures

Changed

• All functions throw only qpsolvers-owned exceptions
• CVXOPT: rethrow ValueError as either ProblemError or SolverError
• Checking Solution.is_empty becomes not Solution.found
• Install open source solvers with wheels by default
• Remove solve_safer_qp
• Remove sym_proj parameter

2.8.1 - 2023-02-28

Changed

• Expose solve_unconstrained function from main module

Fixed

• Clarabel: handle unconstrained problems
• README: correct and improve FAQ on non-convex problems (thanks to @nrontsis)

2.8.0 - 2023-02-27

Added

• New solver: Clarabel

Changed

• Move documentation to GitHub Pages
• Remove Python 2 installation instructions

[2.7.4] - 2023-01-31

Fixed

• Check vector shapes in problem constructor

2.7.3 - 2023-01-16

Added

• qpOASES: return number of WSR in solution extra info

Fixed

• CVXOPT: fix domain errors when some bounds are infinite
• qpOASES: fix missing lower bound when there is no equality constraint
• qpOASES: handle infinite bounds
• qpOASES: segmentation fault with conda feedstock

2.7.2 - 2023-01-02

Added

• ECOS: handle two more exit flags
• Exception ProblemError for problem formulation errors
• Exception QPError as a base class for exceptions
• Property to check if a Problem has sparse matrices
• qpOASES: raise a ProblemError when matrices are not dense
• qpSWIFT: raise a ProblemError when matrices are not dense
• quadprog: raise a ProblemError when matrices are not dense

Changed

• Add use_sparse argument to internal linear-from-box conversion
• Restrict condition number calculation to dense problems for now

2.7.1 - 2022-12-23

Added

• Document problem conversion functions in developer notes
• ECOS: handle more exit flags

Changed

• quadprog: use internal split_dual_linear_box conversion function

Fixed

• SCS: require at least version 3.2
• Solution: duality gap computation under infinite box bounds

2.7.0 - 2022-12-15

Added

• Continuous integration for macOS
• CVXOPT: return dual multipliers
• ECOS: return dual multipliers
• Example: dual multipliers
• Gurobi: return dual multipliers
• HiGHS: return dual multipliers
• MOSEK: return dual multipliers
• OSQP: return dual multipliers
• Problem class with utility metrics on quadratic programs
• Problem: condition number
• ProxQP: return dual multipliers
• qpOASES: return dual multipliers
• qpOASES: return objective value
• qpSWIFT: return dual multipliers
• qpSWIFT: return objective value
• quadprog: return dual multipliers
• SCS: return dual multipliers

Changed

• Code: move solve_safer_qp to a separate source file
• Code: refactor location of internal conversions submodule
• ProxQP: bump minimum supported version to 0.2.9

Fixed

• qpOASES: eliminate redundant equality constraints

2.6.0 - 2022-11-14

Added

• Example: constrained linear regression
• Example: sparse linear least squares
• Gurobi: forward keyword arguments as solver parameters
• Handle diagonal matrices when combining linear and box inequalities
• qpOASES: pre-defined options parameter
• qpOASES: time limit parameter

Changed

• CVXOPT: forward all keyword arguments as solver options
• Deprecate solve_safer_qp and warn about future removal
• Example: disable verbose output in least squares example
• HiGHS: forward all keyword arguments as solver options
• OSQP: drop support for versions <= 0.5.0
• OSQP: streamline stacking of box inequalities
• ProxQP: also consider constraint matrices to select backend
• qpOASES: forward all keyword arguments as solver options
• qpOASES: forward box inequalities directly
• Remove CVXPY which is not a solver
• SCS: SOLVED_INACCURATE is now considered a failure

Fixed

• Dot product bug in solve_ls with sparse matrices
• MOSEK: restore CVXOPT options after calling MOSEK
• ProxQP: fix box inequality shapes when combining bounds
• qpOASES: non-persistent solver options between calls
• qpOASES: return failure on RET_INIT_FAILED* return codes

2.5.0 - 2022-11-04

Added

• CVXOPT: absolute tolerance parameter
• CVXOPT: feasibility tolerance parameter
• CVXOPT: limit maximum number of iterations
• CVXOPT: refinement parameter
• CVXOPT: relative tolerance parameter
• Documentation: reference solver papers
• ECOS: document additional parameters
• Gurobi: time limit parameter
• HiGHS: dual feasibility tolerance parameter
• HiGHS: primal feasibility tolerance parameter
• HiGHS: time limit parameter

Changed

• CVXOPT matrices are not valid types for qpsolvers any more
• CVXOPT: improve documentation
• CVXOPT: solver is now listed as sparse as well
• ECOS: type annotations allow sparse input matrices
• OSQP: don't override default solver tolerances
• Remove internal CVXOPT-specific type annotation
• Restrict matrix types to NumPy arrays and SciPy CSC matrices
• SCS: don't override default solver tolerances
• Simplify intermediate internal type annotations

Fixed

• CVXOPT: pass warm-start primal properly
• ECOS: forward keyword arguments
• OSQP: dense arrays for vectors in type annotations
• SCS: fix handling of problems with only box inequalities

[2.4.1] - 2022-10-21

Changed

• Update ProxQP to version 0.2.2

2.4.0 - 2022-09-29

Added

• New solver: HiGHS
• Raise error when there is no available solver

Changed

• Make sure plot is shown in MPC example
• Print expected solutions in QP, LS and box-inequality examples
• Renamed starter solvers optional deps to open_source_solvers

Fixed

• Correct documentation of R argument to solve_ls

2.3.0 - 2022-09-06

Added

• New solver: ProxQP

Changed

• Clean up unused dependencies in GitHub workflow
• Non-default solver parameters in unit tests to test their precision

Fixed

• Configuration of tox-gh-actions for Python 3.7
• Enforce USING_COVERAGE in GitHub workflow configuration
• Remove redundant solver loop from test_all_shapes

2.2.0 - 2022-08-15

Added

• Add lb and ub arguments to all <solver>_solve_qp functions
• Internal conversions submodule

Changed

• Moved concatenate_bounds to internal conversions submodule
• Moved convert_to_socp to internal conversions submodule
• Renamed concatenate_bounds to linear_from_box_inequalities
• Renamed internal convert_to_socp function to socp_from_qp

2.1.0 - 2022-07-25

Added

• Document how to add a new QP solver to the library
• Example with (box) lower and upper bounds
• Test case where lb XOR ub is set

Changed

• SCS: use the box cone API when lower/upper bounds are set

2.0.0 - 2022-07-05

Added

• Exception NoSolverSelected raised when the solver kwarg is missing
• Starter set of QP solvers as optional dependencies
• Test exceptions raised by solve_ls and solve_qp

Changed

• Breaking: solver keyword argument is now mandatory for solve_ls
• Breaking: solver keyword argument is now mandatory for solve_qp
• Quadratic programming example now randomly selects an available solver

1.10.0 - 2022-06-25

Changed

• qpSWIFT: forward solver options as keywords arguments as with other solvers

1.9.1 - 2022-05-02

Fixed

• OSQP: pass extra keyword arguments properly (thanks to @urob)

1.9.0 - 2022-04-03

Added

• Benchmark on model predictive control problem
• Model predictive control example
• qpSWIFT 0.0.2 solver interface

Changed

• Compute colors automatically in benchmark example

Fixed

• Bounds concatenation for CVXOPT sparse matrices

1.8.1 - 2022-03-05

Added

• Setup instructions for Microsoft Visual Studio
• Unit tests where the problem is unbounded below

Changed

• Minimum supported Python version is now 3.7

Fixed

• Clear all Pylint warnings
• Disable Pylint false positives that are covered by mypy
• ECOS: raise a ValueError when the cost matrix is not positive definite

1.8.0 - 2022-01-13

Added

• Build and test for Python 3.10 in GitHub Actions

Changed

• Moved SCS to sparse solvers
• Re-run solver benchmark reported to the README
• Removed requirements2.txt and update Python 2 installation instructions
• Updated SCS to new 3.0 version

Fixed

• Handle sparse matrices in print_matrix_vector
• Match __all__ in model and top-level __init__.py
• Run unit tests in GitHub Actions
• Typing error in bound concatenation

1.7.2 - 2021-11-24

Added

• Convenience function to prettyprint a matrix and vector side by side

Changed

• Move old tests from the examples folder to the unit test suite
• Removed deprecated requirements.txt installation file
• Renamed solvers optional dependencies to all_pypi_solvers

1.7.1 - 2021-10-02

Fixed

• Make CVXOPT optional again (thanks to @adamoppenheimer)

1.7.0 - 2021-09-19

Added

• Example script corresponding exactly to the README
• Handle lower and upper bounds with sparse matrices (thanks to @MeindertHH)
• SCS 2.0 solver interface
• Type annotations to all solve functions
• Unit tests: package coverage is now 94%

Changed

• ECOS: simplify sparse matrix conversions
• Ignore warnings when running unit tests
• Inequality tolerance is now 1e-10 when validating solvers on README example
• Refactor QP to SOCP conversion to use more than one SOCP solver
• Rename "example problem" for testing to "README problem" (less ambiguous)
• Rename sw parameter of solve_safer_qp to sr for "slack repulsion"
• Reorganize code with a qpsolvers/solvers submodule
• quadprog: warning when initvals is not None is now verbose

Fixed

• OSQP: forward keyword arguments to solver properly
• quadprog: forward keyword arguments to solver properly

1.6.1 - 2021-04-09

Fixed

• Add quadprog dependency properly in pyproject.toml

1.6.0 - 2021-04-09

Added

• Add __version__ to main module
• First unit tests to check all solvers over a pre-defined set of problems
• GitHub Actions now make sure the project is built and tested upon updates
• Type hints now decorate all function definitions

Changed

• Code formatting now applies Black
• ECOS: refactor SOCP conversion to improve function readability
• Gurobi: performance significantly improved by new matrix API (thanks to @DKenefake)

Fixed

• CVXPY: properly return None on unfeasible problems
• Consistently warn when initvals is passed but ignored by solver interface
• ECOS: properly return None on unfeasible problems
• Fix None case in solve_safer_qp (found by static type checking)
• Fix warnings in repository-level __init__.py
• OSQP: properly return None on unfeasible problems
• Pass Flake8 validation for overall code style
• Reduce complexity of entry solve_qp via a module-level solve-function index
• Remove Python 2 compatibility line from examples
• quadprog: properly return None on unfeasible problems (thanks to @DKenefake)

1.5.0 - 2020-12-05

Added

• Upgrade to Python 3 and deprecate Python 2
• Saved Python 2 package versions to requirements2.txt

Fixed

• Deprecation warning in CVXPY

1.4.1 - 2020-11-29

Added

• New solve_ls function to solve linear Least Squares problems

Fixed

• Call to print in PyPI description
• Handling of quadprog ValueError exceptions

1.4.0 - 2020-07-04

Added

• Solver settings can now by passed to solve_qp as keyword arguments
• Started an API documentation

Changed

• Made verbose an explicit keyword argument of all internal functions
• OSQP settings now match precision of other solvers (thanks to @Neotriple)

1.3.1 - 2020-06-13

Fixed

• Equation of quadratic program on PyPI page

1.3.0 - 2020-05-16

Added

• Lower and upper bound keyword arguments lb and ub

Fixed

• Check that equality/inequality matrices/vectors are provided consistently
• Relaxed offset check in test_solvers.py

1.2.1 - 2020-05-16

Added

• CVXPY: verbose keyword argument
• ECOS: verbose keyword argument
• Gurobi: verbose keyword argument
• OSQP: verbose keyword argument

Fixed

• Ignore verbosity argument when solver is not available

1.2.0 - 2020-05-16

Added

• cvxopt: verbose keyword argument
• mosek: verbose keyword argument
• qpoases: verbose keyword argument

1.1.2 - 2020-05-15

Fixed

• osqp: handle both old and more recent versions

1.1.1 - 2020-05-15

Fixed

• Avoid variable name clash in OSQP
• Handle quadprog exception to avoid confusion on cost matrix notation

1.1.0 - 2020-03-07

Added

• ECOS solver interface (no need to go through CVXPY any more)
• Update ECOS performance in benchmark (much better than before!)

Fixed

• Fix link to ECOS in setup.py
• Remove ned for IPython in solver test
• Update notes on P matrix

1.0.7 - 2019/10/26

Changed

• Always reshape A or G vectors into one-line matrices

Fixed

• cvxopt: handle case where G and h are None but not A and b
• osqp: handle case where G and h are None
• osqp: handle case where both G and A are one-line matrices
• qpoases: handle case where G and h are None but not A and b

1.0.6 - 2019/10/26

Thanks to Brian Delhaisse and Soeren Wolfers who contributed fixes to this release!

Fixed

• quadprog: handle case where G and h are None
• quadprog: handle cas where A.ndim == 1
• Make examples compatible with both Python 2 and Python 3

1.0.5 - 2019/04/10

Added

• Equality constraint shown in the README example
• Installation file requirements.txt
• Installation instructions for qpOASES
• OSQP: automatic CSC matrix conversions (with performance warnings)
• This change log

Fixed

• CVXOPT: case where A is one-dimensional
• qpOASES: case where both G and A are not None
• quadprog: wrapper for one-dimensional A matrix (thanks to @nvitucci)

Changed

• CVXOPT version is now 1.1.8 due to this issue
• Examples now in a separate folder

1.0.4 - 2018/07/05

Added

• Let's take this change log from there.