Picos

Latest version: v2.4.17

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30.01.15

Major release with following new functionalities:
* Support (read and write) for ``.cbf`` problem files (`conic benchmark format <http://cblib.zib.de/>`_ ), which should be the standard for (mixed integer) conic optimization problems, cf. :func:`write_to_file <picos.Problem.write_to_file>` and :func:`import_cbf <picos.tools.import_cbf>` .
* Improved support for complex SDP (more efficient implementation of :func:`to_real() <picos.Problem.to_real>` , corrected bug in the implementation of the scalar product for Hermitian matrices and the conjugate of a complex expression, support for equality constraints involving complex coefficients)
* Support for inequalities involving the sum of k largest elements of an affine expression, or the k largest eigenvalues of a symmetric matrix expression, cf. the functions :func:`sum_k_largest() <picos.tools.sum_k_largest>` , :func:`sum_k_smallest() <picos.tools.sum_k_smallest>` , :func:`sum_k_largest_lambda() <picos.tools.sum_k_largest_lambda>`, :func:`sum_k_smallest_lambda() <picos.tools.sum_k_smallest_lambda>`, :func:`lambda_max() <picos.tools.lambda_max>` and :func:`lambda_min() <picos.tools.lambda_min>` .
* Support for inequalities involving the :math:`L_{p,q}-` norm of an affine expresison, cf. :func:`norm() <picos.tools.norm>` .
* New ``vtype`` for antisymmetric matrix variables ( :attr:`vtype <picos.Variable.vtype>` ``= antisym``).
* Constraints can be specified as membership in a :class:`Set <picos.Set>` . Sets can be created by the functions :func:`ball() <picos.tools.ball>` , :func:`simplex() <picos.tools.simplex>`, and :func:`truncated_simplex() <picos.tools.truncated_simplex>` .
* New functions :func:`maximize <picos.Problem.maximize>` and :func:`maximize <picos.Problem.minimize>` to specify the objective function of a problem and solve it.

And many thanks to `Petter Wittek <http://peterwittek.com/>`_ for the following improvements, who were motivated by the use of PICOS in the package `ncpol2sdpa <http://peterwittek.github.io/ncpol2sdpa/>`_ for optimization over noncommutative polynomials:
* More efficient implementation of the writer to the sparse - SDPA file format (:func:`write_to_file <picos.Problem.write_to_file>`)
* Hadamard (elementwise) product of affine expression is implemented, as an overload of the ``^`` operator, cf. an example :ref:`here <overloads>` .
* Partial transposition of an Affine Expression, cf. :func:`partial_transpose() <picos.tools.partial_transpose>` or the :attr:`Tx <picos.AffinExp.Tx>` attribute.

29.08.15

Minor release with following changes:
* Partial trace of an Affine Expression, cf. :func:`partial_trace() <picos.tools.partial_trace>`
* Bugfix for compatibility with python3 (thanks to `Sergio Callegari <http://www.unibo.it/faculty/sergio.callegari>`_)
* Initial support for the SDPA solver (with the option ``solver='sdpa'``, picos works as a wrapper around the SDPA executable based on the :func:`write_to_file() <picos.Problem.write_to_file()>` function; thanks to `Petter Wittek <http://peterwittek.com/>`_ )
* Better PEP8-compliance

27.08.14

Release fixing the missing functionnalities of the previous *.dev* version:
* Improved support for complex SDP (access to dual information and correction of a few
bugs, in particular sum of complex affine expression now work correctly)
* Flow constraints in graphs, including multicommodity flows.
* Additional ``coef`` argument in the function tracepow(), in order to represent
constraints of the form trace(M X^p) >= t.
* Improved implementation of retrieve_matrix(), which was taking a very long time to
process large parameters.
* Improved implementation of the retrieval of optimal primal variables with CPLEX.
With the previous versions there was an important overhead at the end of the
solving process to get the optimal values, this is now working much faster.
* Nicer documentation.

15.04.15

* PICOS is now compatible with **python 3+** (and remains compatible with python 2.6+). Many thanks to `Sergio Callegari <http://www.unibo.it/faculty/sergio.callegari>`_ for this compatibility layer ! If you plan to work with PICOS and python3, think to install the most recent version of your solver (Mosek, Cplex, Gurobi, or Cvxopt). SCIP is not supported in python3+ at this point (but remains supported with python 2.x).

* PICOS is now available on `github <http://github.com/gsagnol/picos>`_.

04.07.16

Major release with following changes:
* Improved efficiency for the processing of large expressions.
* It is now possible to dynamically add and remove constraints, e.g. for column generation approaches, cf. :ref:`this paragraph <delcons>` for an example.
For an easier use, the function :func:`add_constraint() <picos.Problem.add_constraint()>` now returns a handle to the constraint when the option :func:`return_constraints=True <picos.Problem.set_all_options_to_default()>`
has been passed to the problem. Then, constraints can be deleted by using :func:`constraint.delete() <picos.Constraint.delete()>`.
* In previous versions, PICOS detected constraints that could be interpreted as a bound on a variable. This was creating a mess to delete constraints,
so the default behaviour is now to pass all constraints as such. To stick to the old behaviour, use the option :func:`pass_simple_cons_as_bound=True <picos.Problem.set_all_options_to_default()>`.
* New signature for the function :func:`partial_transpose() <picos.tools.partial_transpose()>`, which can now transpose arbitrary subsystems from a kronecker product.
* Corrections of minor bugs with complex expressions.
* Better support for the SDPA solver.

1.0.1.dev

* Complex Semidefinite Programming.
* Flow constraints in graphs
* Improved implementation of *expression slicing* (__getitem__)

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