EAGO.jl Versions Save

• Support for new MOI/JuMP RawParameter input and a number of new attributes.
• Separates McCormick and ReverseMcCormick libraries (now McCormick.jl and ReverseMcCormick.jl) from main package. McCormick.jl is currently reexported.
• Most relaxation calculations now return NaN values on a domain violation.
• Tolerance based validation of cuts has been added to generate numerically safe cuts.
• Significantly simplify internal codebase for EAGO.Optimizer (no changes to API): fully decouples input problem specifications from the formulation used internally, stack only stores variables that are branched on, and a number of internal rearrangements to clearly delineate different routines.
• Add problem classification preprocessing that throws to simpler routines if LP problem types are detected (enables future support for SOCP, MILP, MISOCP, and Convex forms).
• Fix multiple bugs and add more transparent error codes.

This update is intended to be the last to create a large number of breaking changes to the EAGO API. Please review the use cases provided in the documentation to update examples.

• A number of performance improvements have been made to the underlying McCormick relaxation library. The optimizer used to construct relaxations is now modified in place.
• All subproblem storage has been moved to the Optimizer object and storage types (e.g. LowerInfo) have been removed.
• A MinMax heap structure is now used to store nodes.
• Speed and aesthetics for logging and printing utilities have been updated.
• Subroutines are now customized by creating a subtype of 'ExtensionType' and defining subroutines which dispatch on this new structure.
• Parametric interval methods and the Implicit optimizer have been move to a separate package (to be tagged shortly.)
• JIT compilation time has been reduced substantially.
• Support for silent tag and time limits.

• Fixes an issues that occurs when using multiple uncertain parameters in the explicit routine.
• Also fixes the Max Sense bug.

• Updates EAGO to Julia 1.1 and MOI/JuMP
• Adds additional domain reduction routines
• Further integrates global optimizer and SIP solution routines with JuMP
• Transitions MC relaxation framework to use a Wegert tape
• Simplifies MC API

Contains primarily performance improvements to EAGO core functionality.

• Fixes IntervalArithmetic 0.13 dependency issue
• Significantly increases speed of McCormick relaxations
• Finishes porting functionality from EAGOXXXX packages to central EAGO package
• Add container HybridMC type to speed up subgradient refinement for McCormick relaxations
• Rearrangement of BnBSolver and BnBModel objects to better reflect MathProgBase conventions.
• Improved Branch-and-Reduce architecture support.
• Move linear algebra and preconditioning routines for implicit bounds to a more modular format.

Plus other minor updates:

• Update to read me
• Update to website
• Update to examples
• Minor Bug Fixes

A deterministic nonconvex, nonsmooth NLP solver for Julia based on a McCormick relaxation framework. Accessible through a hook into MathProgBase and JuMP. Also includes support for various types of McCormick relaxations, parametric contractor methods, and domain reduction techniques.