1.0.0 - 2024-09-28

v1.0 is out! The basic building blocks are in place, and cvxpy-gurobi can be used for solving real-world problems without fear of API breakage. That doesn't mean development is finished and new features won't be added, quite the contrary, but everything that has been done up to now will be supported in the future.

And now, the changes compared to the previous release.

Newly supported atoms

• CVXPY atoms that have an equivalent generalized expression in
  gurobipy are correctly translated. This is done by adding auxilliary
  variables constrained to the value of the arguments of the atom to
  the problem:
  • abs (#27, #30),
  • min/max (#31),
  • minimum/maximum (#34, #45, #51, #58),
  • norm1/norm2/norm_inf (#35, #36, #37).
• reshape atoms are handled during translation (#42).
• The hstack and vstack atoms are translated into their
  gurobipy counterparts, available from Gurobi 11 (#43, #44).

Fixed

• The axis argument to cp.sum is no longer ignored (#39).
• If a scalar expression is given to cp.sum, it no longer raises an error (#48).
• The dual values should be more correct in cases where the sign is reversed
  between cvxpy and gurobipy (#50).

Dependencies

The numpy and scipy dependencies have lower bounds, set willingly
to fairly old versions (#56).

Testing

• The library is tested in CI against the oldest supported versions and
  the latest releases (#56).
• All test problems must be feasible and bounded to ensure they have a
  unique solution (#50).
• Backfilling infeasible and unbounded problems is explicitly tested (#53).

Removed

The variable_map argument used when filling a Model was removed.
Instead, the variable map is handled by the Translater internally (#24).
In the future, there will be an official way to provide custom translations
which is not limited to variables.

What's Changed

• Add contributing guidelines by @jonathanberthias in #22
• Create Gurobi variables during translation by @jonathanberthias in #24
• Support abs generalized expressions by @jonathanberthias in #27
• Update fixtures for CVXPY v1.5.3 and NumPy v2 by @jonathanberthias in #28
• Fix abs for 1d scalar case by @jonathanberthias in #30
• Add support for min and max atoms by @jonathanberthias in #31
• Add support for minimum and maximum by @jonathanberthias in #34
• Support norm1 atom by @jonathanberthias in #35
• Add support for norm2 by @jonathanberthias in #36
• Add support for norm_inf by @jonathanberthias in #37
• Forward axis in sum atom by @jonathanberthias in #39
• Move Translater to its own file by @jonathanberthias in #41
• Support reshape atom by @jonathanberthias in #42
• Support hstack and vstack atoms by @jonathanberthias in #43
• Stack is not available on gurobipy<11 by @jonathanberthias in #44
• Fix minimum and maximum with non-variable expressions by @jonathanberthias in #45
• Fix handling of sum of scalar expression by @jonathanberthias in #48
• Ensure all test problems are bounded and feasible by @jonathanberthias in #50
• Ensure minimum/maximum arguments are scalars by @jonathanberthias in #51
• Add tests for infeasible and unbounded problems by @jonathanberthias in #53
• Improve usage of hatch environments by @jonathanberthias in #55
• Add lower bounds to dependencies and test them by @jonathanberthias in #56
• Reset ID counter in between test groups by @jonathanberthias in #57
• Fix minimum/maximum with a scalar argument by @jonathanberthias in #58
• Prepare for v1.0 release by @jonathanberthias in #59

Full Changelog: v0.1.0...v1.0.0

v0.1.0

This is the first release of cvxpy-gurobi!

The core idea of the package is in place and the solver API
is not expected to change. However, only basic expressions
and constraints are easily manageable and many internal changes
will be required to add support for expressions which cannot
be translated in a straightforward way, such as cp.abs that
requires gurobipy's GenExpr.

In this release, the following elements are already covered:

• AddExpression
• Constant
• DivExpression
• index (indexing with integers)
• MulExpression (multiplication by a constant)
• multiply (element-wise multiplication)
• NegExpression
• power (only if p is 2)
• Promote (broadcasting)
• quad_over_lin (sum_squares)
• special_index (indexing with arrays)
• Sum
• Variable (duh)

What's Changed

• Fix copyright date and owner by @jonathanberthias in #1
• Initial check-in by @jonathanberthias in #2
• Run tests in GitHub Actions by @jonathanberthias in #3
• Limit to numpy<2 in tests by @jonathanberthias in #5
• Remove outdated snapshot file by @jonathanberthias in #4
• Add wokflow to sync Ruff settings by @jonathanberthias in #6
• chore: sync Ruff settings by @github-actions in #7
• Add lint step to CI by @jonathanberthias in #8
• Use hatch test for testing by @jonathanberthias in #9
• Update snapshots to CVXPY 1.5 by @jonathanberthias in #10
• Support kwargs in problem.solve by @jonathanberthias in #11
• Fill in solver_stats and compilation_time by @jonathanberthias in #12
• Name snapshots according to feature group by @jonathanberthias in #13
• Reset constraints ids between test groups by @jonathanberthias in #14
• Add support for expression indexing by @jonathanberthias in #15
• Add release workflow by @jonathanberthias in #16
• Add missing permission to CD workflow by @jonathanberthias in #17
• Remove local version specifier by @jonathanberthias in #18
• Remove translate, abs and one_minus_pos by @jonathanberthias in #19
• Remove kwargs on solver registration by @jonathanberthias in #20
• Prepare for initial release by @jonathanberthias in #21

New Contributors

• @jonathanberthias made their first contribution in #1
• @github-actions made their first contribution in #7

Full Changelog: https://github.com/jonathanberthias/cvxpy-gurobi/commits/v0.1.0