- SCIP (and any solver with linear objective and non-linear constraints): improve reformulation of QP objectives.
- Fix reformulation of non-linear objective expressions for the multi-objective case (option obj:multi) when negative objective weights are used (obj:multi:weight.)
- Option acc:_all
- Useful to disable all reformulations (acc:_all=2), or force linearization (acc:_all=0.)
- Faster input of quadratic expressions.
- Multi-objective emulator
- obj:multi=2 forces emulation, even if MO natively supported.
- Fixed a bug in the objective degradation suffixes .objasbtol, .objreltol.
- Presolve division by constant, resulting in fewer constraints
- Fix no-solution case in multi-objective emulator
- Multi-objective emulator
- All flat MP solvers support multi-objective mode (obj:multi=1), either natively, or via emulation.
- Suffixes .objpriority, .objweight, .objabstol, .objreltol.
- [BREAKING] Default intuitive handling of .objweight, see option obj:multi:weight, even when natively supported.
- Options
report_times
andtiming
.- Options
timing
andreport_times
now have the same effect: setting their value to 1 returns basic timing information, setting it to 2 returns more granular info.
- Options
- SOS constraints.
- Fixed handling of SOS2 constraints created by AMPL
as reformulations of PL expressions (
option pl_linearize 1
, default; set to 0 to use the solver's native PL functions if supported, or MP linearization.) - Disallow repeated weights for SOS constraints
(suffixes
.sosno
/.ref
.)
- Fixed handling of SOS2 constraints created by AMPL
as reformulations of PL expressions (
- Reformulation explorer.
- Upgraded option
writegraph
exports the reformulation graph which can be explored with the script in support/modelexplore (WIP.)
- Upgraded option
- Native handling of POW(x, INT).
- Power expressions with positive integer exponent are passed natively to the solvers accepting them, vs previously quadratic or linear reformulation.
- For best performance, global solving capability
might be needed (e.g., Gurobi:
global=1
.)
- Option
report_times
. - Unused
acc:
options.- The constraint acceptance options
acc:...
for non-handled constraints are ignored (previously triggered error.)
- The constraint acceptance options
- NLWPY.
- Python NL Writer API for MIQP models.
- Available on PyPI.
- Solve result codes.
- List codes by running (solver) -!
- [BREAKING] Standardized codes. Major changes:
- 100-199 (solved?) means solution candidate provided, but can be suboptimal/infeasible
- 300-349 means unbounded problem but feasible solution returned
- 400-449 means limit/interrupt but feasible
- [BREAKING] sol:chk:fail returns code 150 (solved?)
- Improved translation of SOCP constraints.
- Options cvt:socp, cvt:socp2qc.
- Compact solution check warnings
- Fixed presolve of the power function #226.
- Fixed graceful exit on Ctrl-C from AMPL in Linux.
- Improved translation of logical constraints: inlining of nested disjunctions and conjunctions; fewer auxiliary binary variables.
- Fixed a bug in NL reader on Windows.
- mp_options. Receive mp_options from AMPL (for all MP solvers). They are parsed before (solvername)_options.
- Solution checking: relative tolerance sol:chk:feastolrel; options sol:chk:round, sol:chk:prec.
- Solution checking, options sol:chk:* (experimental).
- Preprocess And/Or constraints.
- Alternative solutions: solve status equal to that of the final solution.
- Fixed a bug causing repeated names for auxiliary variables and constraints.
- Option values can be assigned without '='.
- Fixed a bug where equivalent conditional comparisons were not unified.
- Option 'tech:writesolution' #218.
- Option 'writeprob' ('tech:writemodel') ASL-compatible.
- Hint when 'writeprob' fails: use 'writesol'.
- Fixed inequalities of integer expressions with non-integer constants, see test_int_non_int.mod.
- Backend std feature WRITE_SOLUTION.
- Fixed parsing quoted string options.
- Option [solver_]auxfiles rc; transfers names of variables and constraints into the model; (solver)_options 'cvt:names=0-3' controls names.
- Print warnings in non-verbose mode too.
- 'barrier' equivalent to 'barrier=1' for integer options.
- Fix quadratic objective with repeated subexpressions.
- Smaller reformulations for conditional comparisons.
- Option cvt:names sets whether to read AMPL variable names or to provide generic names.
- Cones: recognize (affine_expr) >= y * exp(z/y) as exponential cone.
- Cones: recognize xy >= 1 as rotated SOC.
- Wrong solver options are gracefully reported via solve_message.
- Recognize exponential conic constraints. Exponential cones are recognized and passed to the solver, if supported.
- Pass variable names if read from a
col
file with the same name of thenl
file being read. - Fixed #203: starting solution is now not passed to the solver if empty.
- Recognize second-order cones Recognize SOCP constraints from algebra and pass them natively, or transform to quadratics.
- Handle boolean constants in ProblemFlattener.
- More to #163: ignore SOS with zero weights.
-
Fixed #195: case-insensitive option synonyms.
-
Fixed #194 Report correct objno for feasibility problems in .sol file, so that AMPL can print "Objective = find feasible solution".
-
==> else Implemented implication with 'else': constr1 ==> constr2 [else constr3]
-
PLApproxRelTol, PLApproxDomain Parameters to control piecewise-linear approximation. cvt:plapprox:reltol default value changed from 1e-5 to 0.01.
- Piecewise-linear approximation of quadratics Automatic for linear solvers. For convex QP solvers, set the following options: cvt:quadobj=0 cvt:quadcon=0 to linearize nonconvex objective(s) and/or constraints. Recognizing x^2 for stronger univariate approximation.
-
Piecewise-linear approximation of univariate nonlinear functions Approximation of exp, a^x, x^a, log, log10, trigonometric and hyperbolic functions.
-
Default value of big-M For linearization of logical constraints on variables without finite bounds, option cvt:mip:bigM can provide a default big-M bound.
-
Solution file export On Windows now creates files with LF only to avoid issues when exporting suffixes to AMPL.
Multiple solutions export file format amended.
-
Propagating suffixes via expression trees into flat constraints Partially implemented #184. x-gurobi accepts options 'funcpieces...' and corresponding suffixes which are passed into GRBaddgenconstrExp etc.
Subexpressions: note that if a subexpression is contained in several constraints, for contradicting suffix values the maximum is taken.
-
Option 'cvt:writegraph' Exporting the flattening / conversion graph in JSON Lines format (WIP).
-
PowConstraint is reduced to quadratics in some cases For constant non-negative integer exponent and base variables with negative lower bound, PowConstraint is reduced to quadratics (possibly with auxiliary variables). Reason: Gurobi's GRBaddgenconstrPow not accepting negative bases.
-
Context for algebraic constraints Context is now propagated for algebraic constraints. For example, 3x + max(y, z) <= 6 will result in 3 linear constraints. (Earlier this was done for logical constraints and objectives).
- Special ordered sets Fixed: SOS are now recognized even if the suffix '.ref' value is integer
-
Complementarity constraints: also quadratics Complementarity constraints now handle quadratics.
-
Branch develop is used for new code The active development branch is now develop.
-
Convert quadratic range constraints to QuadCon(LE/EQ/GE) Gurobi and COPT do not support quadratic range constraints. (Gurobi's linear ranges are not feature-complete). Conversion of linear range constraints into one-side rhs constraints has been generalized for any algebraic ones.
-
Complementarity constraints: 1st go Conversion to MIP of complementarity constraints (no quadratics but functional subexpressions ok).
-
DivConstraint and DivConverter_MIP ModelFlattener now receives the Div expression and MIPFlatConverter handles it via quadratics.
-
Fix NL input variable order
-
Reduce default strict comparison tolerance Change cvt:mip:eps default value to 1e-4.
-
Build on MacOS 12.3, in particular on Apple M1 Fixed linking on MacOS 12.3 and FindCPLEX.cmake. For Apple M1, manually set -DCMAKE_OSX_ARCHITECTURES="x86_64" in CMake when building with CPLEX 22.1 because it contains only Intel libraries.
-
Expression maps FlatConverter eliminates subexpressions of all types. A subexpression means here a duplicate expression, such as abs(x+2) occurring several times in the model (here x+2 is a nested subexpression).
-
AMPLS C API C API allowing access to underlying solver API. Replaces the previous Solver C API (solver-c.cc). Toy driver
gurobi_ampls
exemplifies API usage.
-
Improved warnings (#161, #163): In verbose mode, FlatConverter / Backend print warning summary before and after solving
-
Fixed solver option parsing in Windows (#160)
-
Reworked Backend / ModelAPI class hierarchy (#162): In particular, also generalized old MP hierarchy (Solver / ProblemBuilder / AppSolutionHandler / SolverNLHandler)
-
Allowing SOS constraints with repeated weights (#163): Although Gurobi states SOS weights should be unique, it accepts them repeated. This happens when AMPL linearizes a PL function with redundant (repeated) slopes. It seems better to use PL functions natively (option pl_linearize 0;).