ALM + PM
This is a major new release with code generation for problems with constraints that can be treated either with the augmented Lagrangian method or the penalty method; both types can be supported at the same time in Rust and Python. Updated documentation with lots of examples.
Note: We had previously announced the pre-release 0.6.1-alpha.2
, that is, we skipped 0.6.0
by mistake, but at least that was in an unofficial alpha release. This is now an official release.
Rust version: 0.6.0
Opengen version (Python): 0.2.0
Fixed
- TCP server: Malformed error JSON is now fixed
- Algorithm now returns u_bar, which is feasible (not u)
Added
- Implementation of joint ALM/PM algorithm
- New AKKT-compliant termination criterion
- Tolerance relaxation in penalty method
- Finite sets supported in Rust
- Rust/Python: setting CBFGS parameters
- Second-order cones supported in Rust
- New support for C-to-Rust interface via bindgen
- Generation of example C code for C-to-Rust interface
Removed
- Support for Python <3.6 (deprecated)
- Homotopy module in Rust is annotated as deprecated