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v0.6.1-alpha.2 (ALM/PM support)

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@alphaville alphaville released this 27 Sep 14:37
v0.6.1-alpha.2
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New pre-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.

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

Removed

  • Support for Python <3.6 (deprecated)
  • Module continuation is going to become obsolete
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