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Changelog

All notable changes to this project will be documented in this file.

The format is based on Keep a Changelog, and this project adheres to Semantic Versioning.

Unreleased

Added

  • BundleSolverML, a BundleSolver variant whose step-size t is predicted by a neural network (Torch) trainable online across solves, with shared weights among multiple instances and TorchScript model save / load; it is only built if Torch is available.

Changed

Fixed

  • BPar5 and RstAlgPrm were never initialized in the BundleSolver constructor, leading to nondeterministic behavior (up to complete stalls of the algorithm) whenever dblBPar5 / intRstAlg were not explicitly set by the ComputeConfig.

[0.4.5] - 2025-12-12

Added

  • check for when all components are easy

  • temporary solution to management of putting an inconsistent BundleSolverState (see comments to intFrcLstSS)

  • useful option to get_var_solution() for duals/reduced costs of all easy components

  • support for reading primal and dual solutions out of easy components

  • CHECK_BAD_F (warnings to show possible oracle issues)

  • algo information getters

Changed

  • Heuristic() are protected and virtual (so that we can develop new ML-based ones)

  • support to un_any_thing_count_*

  • adapted to new standard organization of makefiles

  • avoided const vectors prone to static initialization fiasco

  • deactivated useless warnings

Fixed

  • huge logical flaw whereby a problem that was empty due to easy components making it so was not properly recognised as being so

  • allow to terminate in exactly one iteration

[0.4.4] - 2024-02-27

Changed

  • makefiles and Cmake files updated to new global SMS++ scheme

  • documentation updated accordingly

  • default OSISolver is Gurobi

  • improved BundleSolverState by keeping all upper and lower values for each component

Fixed

  • fixed sloppy setting of OSI parameters

  • fixed has_*_solution() and has_*_feasible()

0.4.3 - 2023-05-23

Added

  • handling the constant term Modification for hard components

  • handling constant term for "easy" components

  • support for OsiGrbSolverInterface

Changed

  • better printing in case of errors in a Fi

Fixed

  • missing check of max number of iterations in one case

  • issues in put_State()

  • issue in one case of process_outstanding_Modification (adding Linearization was not properly managed)

  • management of numerical errors in the MPSolver

  • typos and spaces

0.4.2 - 2022-06-28

Added

  • added new parameter intTrgtMng controlling different aspects of how models are used to pass targets and accuracy to the C05Function and to forecast the value (using the Lipschitz_constant)

Changed

  • generate the abstract representation in set_Block()

  • minor improvements in logging and comments

  • quite significant rehaul of t heuristics: reshuffled the bits in tSPar1 (baiscally keeping compatibility with develop branch) and added the "reversal form of the poorman's quasi-Newton update". This requires the computation of the norm of the "aggregated representative subgradient", doing which called for some nontrivial changes in the computation of Alfa1 and ScPr1

Fixed

  • ParallelBundleSolver now properly counts the computed components; previously those of the ramp-down phase were not, which may lead to getting an error if the last step was not a SS and intFrcLstSS was true

  • fixed get_dual_solution() when there is no easy component

0.4.1 - 2021-12-07

  • improved Modification handling (no over-reacting to easy ones, important bugfix)

  • better log, printing times for each component in verbosity 4 and higher

  • fixed several flaws

  • improved namespace handling and similar stuff

Changed

0.4.0 - 2021-05-02

Changed

Several major improvements:

  • restructured stopping conditions, with a new one on the norm (INF, 1 or 2) of zStar, possibly relative to subgradient ; tStar anyway remains the driver of t-strategies.

  • BundleSolver now detects when "zStar == 0" (see previous point) and uses this to algorithmically produce globally valid lower bounds.

  • BundleSolver now checks if the objectives are (all) convex or concave and adapts accordingly (by sneakily converting the concave problem internally into a convex one and adapting the results on the fly when they go out).

  • Box constraints are now handled, either by means of NNConstraint/BoxConstraint or as NN constraints "inherent" in the ColVariable.

  • Changes in the costs or RHS/bounds in easy components now are allowed and managed.

  • Changes in the 0-th component now allowed.

  • Added hooks for perspective handling of changes in easy components.

  • Complete rehaul of Modification in "easy" components.

  • Better bad termination reporting.

  • Allowing to switch away Cplex.

  • Added ComputeConfig for hard and easy and NoEasy.

  • Added individual Configurations.

Fixed

  • Many fixes throughout the code, too many to list.

0.3.0 - 2020-09-16

Changed

  • Support for better modification framework.

Fixed

  • Minor fixes.

0.2.0 - 2020-03-06

Fixed

  • Minor fixes.

0.1.2 - 2020-03-02

Fixed

  • Minor fixes.

0.1.1 - 2020-02-17

Fixed

  • Minor bug in CMake configuration file.

0.1.0 - 2020-02-10

Added

  • First test release.