CVXR 0.99-6 2019-06-02

  • Mosek Glue modifications for MOSEK 8+, issue 49.

  • Format constraints bug for MOSEK (constraints.R) where CVXOPT and MOSEK were lumped together (thanks, Trevor Hastie).

CVXR 0.99-5 2019-05-13

  • Bug fix for LogSumExp atom. This should address the issue reported on StackOverflow
  • Require ECOSolveR version 0.5.1 and above to avoid convolution example failure on 32-bit platforms.

CVXR 0.99-4 2019-03-13

  • Updated tests to check against scs version 1.2.3, which now returns optimal rather than optimal_inaccurrate as it did earlier (test-g01-non_optimal.R#35).

  • Some cleanup of manual tests. New SCS returns slightly different values for Sigma in manual test (test-vignette#646) for worst-case covariance example.

CVXR 0.99-3 2019-02-20

  • Bug fix to MOSEK and GUROBI solver interfaces; dimensions now converted to expected python types.
  • Sanitized src directory: proper naming of CVXR header to include while compiling attributes with Rcpp.

CVXR 0.99-2 2018-11-06

  • Typo fixes to URLs.

CVXR 0.99-1 Unreleased

  • Bug fix: Updated python glue for both version 2 and 3 (gurobiglue.py)
  • Bug fix: Workaround for zero extent sparse matrices in R not being handled by reticulate (mosekglue.py)

CVXR 0.99 2018-05-26

  • Bug fix: duplicated integer and boolean indices.
  • Bug fix: correct typo in constraint specification to GLPK.
  • Added tutorial articles based on v0.99 to CVXR website on using other solvers, integer programming, MOSEK and GUROBI examples.

CVXR 0.98-1 Unreleased

  • Minor typographical fixes.

CVXR 0.98 Unreleased

  • Dropped delay_load parameter dropped in reticulate::import_from_path, per changes in reticulate.

  • Cleaned up hooks into reticulate for commercial solvers.

CVXR 0.97-1 Unreleased

  • Minor typo and documentation fixes.

CVXR 0.97 Unreleased

  • Added LPSOLVE via lpSolveAPI
  • Added GLPK via Rglpk
  • Added MOSEK
  • Added GUROBI
  • Bug fix: issue #25. All CVXR expressions retain dimensions. Culprit was drop = FALSE (in function Index.get_special_slice) as suspected.

CVXR 0.96 Unreleased

CVXR 0.95 2018-02-20

  • Updated Solver.solve to adapt to new ECOSolveR. Require version 0.4 of ECOSolveR now.

  • Updated unpack_results to behave exactly like in CVXPY. Added documentation and testthat tests. Documented in Getting Faster Results article.

CVXR 0.94-4 2017-11-20

  • First CRAN release 2017-11-20.