MP2NL meta-driver, Gurobi's signpow()

What's Changed

• MP2NL meta-driver: https://mp.ampl.com/modeling-tools.html#meta-driver-mp2nl
• Support tanh() and signpow() for Gurobi 13: https://mp.ampl.com/modeling-expressions.html#general-nonlinear-functions
• fix URL for nlwrite.pdf by @svigerske in #271

Full Changelog: v4.0.4...v4.1.0

NLWriter, cuOpt, Gurobi's TAN()

What's Changed

• Gurobi: Add missing TAN operation code in nonlinear expressions by @pobonomo in #263
• Add cuOpt solver to AMPL MP library by @chris-maes in #265
• add missing return to ExprArgWriter move-assign operator by @svigerske in #269

New Contributors

• @pobonomo made their first contribution in #263
• @chris-maes made their first contribution in #265

Full Changelog: v4.0.3...v4.0.4

NLWriter: OSX_DEPLOYMENT_TARGET 13.4

NLWriter declares CMAKE_OSX_DEPLOYMENT_TARGET=13.4 due to SDK 15.4 requirement for to_chars().

Full Changelog: v4.0.2...v4.0.3

NLWriter's `dtoa()`

NLWriter sets OSX_DEPLOYMENT_TARGET=13.3 by default.
To return to 10.15, configure CMake with NLW2_LIB_DMGAY_DTOA=on.

Full Changelog: v4.0.1...v4.0.2

v4.0.1

What's Changed

• NLWriter uses std::to_chars()
• remove check that is always true by @svigerske in #246

Full Changelog: v4.0.0...v4.0.1

Automatic reformulations and NL Writer

First tagged release since 2016

Overview

• Automatic reformulation framework
  • Logical, combinatorial and conic constraints are reformulated into basic constructs suitable for a given solver, see https://mp.ampl.com/
  • Out-multiplication of quadratics, as typical for MIQP solvers
  • Piecewise-linear approximation of univariate nonlinear functions
• 9 MILP/MIQP solvers implemented in MP, they are now default AMPL binaries
• Multi-objective emulator #239
• Reformulation explorer #232
• Automatic solution check #200
• NL Writer library added in C/C++ and Python #30
• Expression tree output, suitable for (MI)NLP solver API, added in #137

Pull requests

• Not all Linux have fpu_control.h (that's a glibc specific header) by @oswaldo4 in #102
• Fixwindows by @mapgccv in #117
• Allow skip building tests with -DBUILD_TESTING=off by @zhihaoy in #123
• find_library(DL_LIBRARY dl) is wrong by @zhihaoy in #124
• CMake builtin c++11 flags by @zhihaoy in #125
• Update to aslinterface to integrate complementarity constraints by @tmigot in #112
• 64 bit windows build by @mapgccv in #127
• Update fmt calls in the MySQL test by @jamesjer in #128
• Update the gecode interface for gecode 5.x by @jamesjer in #129
• avoid load of misaligned address warning in BinaryReader by @svigerske in #134
• Added MIP backend by @mapgccv in #136
• MIPBackend: more changes by @glebbelov in #137
• Avoid jacop-related crashes due to destructor execution order by @jamesjer in #133
• Feature/options by @mapgccv in #140
• make namespace explicit when accessing fmt from fmt::internal by @svigerske in #175
• Ortools by @mapgccv in #176
• Revert "Ortools" by @mapgccv in #177
• Merge preliminary ortools driver by @mapgccv in #178
• Revert "Ortools" by @glebbelov in #179
• Revert "Revert "Ortools"" Last of 5 by @glebbelov in #181
• Revert "Revert "Ortools"" by @glebbelov in #182
• Revert "Ortools": -5 of 5 by @glebbelov in #183
• Update model-guide.rst by @4er4er4er in #186
• Mosek driver new features by @szelidvihar in #190
• Draft: Add SCIP driver by @jurgen-lentz in #205
• change scip to scipmp by @jurgen-lentz in #206
• Draft: GCG driver by @jurgen-lentz in #207
• GCG driver by @jurgen-lentz in #212
• More migration to by @jamesjer in #235

New Contributors

• @oswaldo4 made their first contribution in #102
• @mapgccv made their first contribution in #117
• @zhihaoy made their first contribution in #123
• @tmigot made their first contribution in #112
• @jamesjer made their first contribution in #128
• @svigerske made their first contribution in #134
• @glebbelov made their first contribution in #137
• @4er4er4er made their first contribution in #186
• @szelidvihar made their first contribution in #190
• @jurgen-lentz made their first contribution in #205

Full Changelog: 3.1.0...v4.0.0

3.1.0

• Updated ASL to version 20160307: changelog.

• Optimization problems can now be read from .nl files and strings using ReadNLFile and ReadNLString respectively:

  mp::Problem p;
  ReadNLFile("diet.nl", p);

• Fixed building problem representation from .nl files with permuted indices (#92).

• Switched to CMake 3.3 to address issues with propagation of compiler options.

• Improved compatibility with Solaris (#88). Thanks to @gidden (Matthew Gidden).

• Updates to the ASL C API by Dominique Orban (#65).

• Made installation of documentation optional (#93).

• Added missing default values for arguments in the API documentation (#91).

• Implemented a workaround for a Google Test issue with GCC 6 (#86).

3.0.0

• Updated ASL to version 20151209.

• Documented common definitions: http://ampl.github.io/common.html (#33).

• Renamed nl.h to nl-reader.h. Including nl.h still works, but is deprecated and nl.h will be removed or re-purposed in the next version.

• [Breaking] Replaced fmt::StringRef with mp::NLStringRef in ReadNLString where both size and null-termination is required. This doesn't affect callers who passed C strings or std::string objects.

• [Breaking] Renamed the following previously undocumented symbols:

  • mp::sol::UNSOLVED -> mp::sol::UNCERTAIN
  • mp::expr::opcode -> mp::expr::nl_opcode
  • mp::expr::INT_DIV -> mp::expr::TRUNC_DIV

  The new symbols are now documented and part of the stable API.

• [Breaking] Improved safety of the NL handler API:

  • NLHandler now takes the second template argument, Impl, which specifies a class derived from NLHandler that receives notifications of unhandled constructs via the OnUnhandled method. If the latter is not provided, the default NLHandler::OnUnhandled method is called which reports unhandled constructs by throwing exceptions. For the old behavior use NullNLHandler (#84).

  • Added the NullNLHandler class that can be used as a base class when only a subset of constructs needs to be handled. Unhandled constructs will be ignored, not reported.

  • NLHandler::OnComplementarity now takes ComplInfo object instead of int as the third argument:

    void OnComplementarity(int con_index, int var_index, ComplInfo info);

  • NLHandler::OnIntSuffix and NLHandler::OnDblSuffix now take suf::Kind instead of int as the second argument:

    IntSuffixHandler OnIntSuffix(fmt::StringRef name, suf::Kind kind, int num_values);
    DblSuffixHandler OnDblSuffix(fmt::StringRef name, suf::Kind kind, int num_values);

• [Breaking] Update C++ Format to version 2.0 replacing fmt::StringRef with fmt::CStringRef where null-termination is required, namely ReadNLFile, ReadNLString, ReadError, BinaryReadError. This doesn't affect callers who passed C strings or std::string objects.

• [Breaking] Added NLHandler::EndInput which is called at the end of input.

• Experimental APIs for working with optimization problems (problem.h) and nonlinear expressions (expr.h).

• gjh now always returns structural sparsity pattern for Hessian, not only when dual values are provided (#77).

• Fixed building ASL on GCC 5 (#78).

• NL reader is no longer affected by the current locale (#75).

• Added NL reader examples: nl-example.cc (#74). Thanks to @baharev (Ali Baharev).

• Made AMPL GSL bindings compatible with GSL 2.1 (#70). Thanks to @opoplawski (Orion Poplawski).

• Fixed documentation issues (#45, #48, #66, #67, #71).

• Made handling of function evaluation errors more consistent between platforms (#57, #59).

• Fixed build issues (#54, #55, #62, #81, #87).

• ExprVisitor can now handle all expression types including string expressions (#51).

• Added support for variable and constraint names (#53).

• Better error handling in the simple ASL interface (#60).

• The Sulum solver interface is no longer actively supported because Sulum has been discontinued.

• Added support for common expressions to new solver interfaces.

• New solver interfaces (ilogcp, gecode, jacop, smpswriter, ssdsolver and sulum) don't use ASL any more.

• Fixed discovery of 64-bit ODBC libraries.

• Fixed compilation issues with MSVC11 (due to broken implementation of variadic templates there) and other versions.

IBM/ILOG CPLEX and CP Optimizers (ilogcp)

• Updated IBM/ILOG CPLEX CP Optimizer to version 12.6.2.

• New option failuredirectedsearchemphasis:

  Specifies the number of workers that use failure-directed search once it has started. The value does not have to be integer. For example, value 1.5 means that first worker spends 100% of the time by failure-directed search, second worker 50% and remaining workers 0%. Default = auto (depends on actual performance of the failure-directed search).

• New option dumpfile:

  Specifies the name of a file where to dump the model before solving it. This file name must have extension ".cpo". Default = "" (don't dump the model).

• New option exportfile:

  Specifies the name of a file where to export the model before solving it. This file name must have extension ".cpo". Default = "" (don't export the model).

• New option elementinferencelevel:

  Inference level for element (IloElement) constraints. Possible values:

  • default
  • low
  • basic
  • medium
  • extended

  The default value is default, which allows the inference strength of all element constraints to be controlled via defaultinferencelevel.

• New option warninglevel:

  Specifies the highest warning level to be displayed, all warnings higher than this level are masked. CP Optimizer warning levels run from 1 to 4, so setting this option to 0 turns off all warnings. Warnings issued may indicate potential errors or inefficiencies in your model. Default = 2.

• Don't try to retrieve dual solution for quadratically constrained problems in CPLEX.

LocalSolver (locsol)

• Update LocalSolver to version 5.0+: changes.
• Added the terse verbosity level which now maps to custom output. The normal verbosity level now maps to LocalSolver verbosity 1 (#46).
• Piecewise-linear term support (#46).
• Objective bound support via the bound objective suffix (#46).
• Fixed handling of initial values and bounds.
• Added interrupted status.
• Fixed a segfault when using the library built with a broken version of Apple LLVM version 4.2 of clang (#82)

2.1.0

Deprecated inclusion of nl.h. nl-reader.h should be used instead.

2.0.4

• Fix ASL build on GCC 5 (#78)
• Updates to the ASL C API by Dominique Orban (#65)