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PSORLab

PSORLab/EAGO.jl

A development environment for robust and global optimization

26 Releases
Latest: 1mo ago
v0.9.2Latest
github-actions[bot]github-actions[bot]·1mo ago·April 24, 2026
GitHub

📦 EAGO v0.9.2

  • [Diff since v0.9.1](https://github.com/PSORLab/EAGO.jl/compare/v0.9.1...v0.9.2)
  • Merged pull requests:
  • Update DataStructures compatibility version (#164) (@blegat)
  • Add dependabot (#165) (@blegat)
  • Bump actions/checkout from 4 to 6 (#166) (@dependabot[bot])
  • Bump julia-actions/cache from 1 to 3 (#167) (@dependabot[bot])
  • Update MINLPTests requirement from 0.5.2 to 0.6 (#168) (@dependabot[bot])
  • Bump codecov/codecov-action from 5 to 6 (#169) (@dependabot[bot])
  • + 3 more
v0.9.1
github-actions[bot]github-actions[bot]·3mo ago·March 7, 2026
GitHub

📦 EAGO v0.9.1

  • [Diff since v0.9.0](https://github.com/PSORLab/EAGO.jl/compare/v0.9.0...v0.9.1)
  • Merged pull requests:
  • Update constraint propagation routines (#148) (@DimitriAlston)
  • Remove `PrettyTables` dependency (#157) (@DimitriAlston)
  • Update license (#158) (@DimitriAlston)
  • Update license (#160) (@DimitriAlston)
  • Add `evaluate_local_nlp!` (#162) (@DimitriAlston)
  • v0.9.1 (#163) (@DimitriAlston)
  • + 4 more
v0.9.0
github-actions[bot]github-actions[bot]·4mo ago·February 19, 2026
GitHub

📦 EAGO v0.9.0

  • [Diff since v0.8.4](https://github.com/PSORLab/EAGO.jl/compare/v0.8.4...v0.9.0)

💥 Breaking changes

  • Updated `IntervalArithmetic.jl` and `ForwardDiff.jl` dependencies to v1.0 which require Julia v1.10 or later
  • Merged pull requests:
  • Update `IntervalArithmetic` and `ForwardDiff` dependencies (#155) (@DimitriAlston)
  • Closed issues:
  • update IntervalArithmetic package for EAGO (#132)
v0.5.2
DimitriAlstonDimitriAlston·4mo ago·February 19, 2026
GitHub

📦 EAGO v0.5.2

  • [Diff since v0.5.1](https://github.com/PSORLab/EAGO.jl/compare/v0.5.1...v0.5.2)
  • This release has been identified as a backport.
  • Automated changelogs for backports tend to be wildly incorrect.
  • Therefore, the list of issues and pull requests is hidden.
  • <!--
  • Closed issues:
  • Consider not restricting compat for Julia to each minor version (https://github.com/PSORLab/EAGO.jl/issues/58)
  • -->
v0.4.1
github-actions[bot]github-actions[bot]·4mo ago·February 19, 2026
GitHub

📦 EAGO v0.4.1

  • [Diff since v0.4.0](https://github.com/PSORLab/EAGO.jl/compare/v0.4.0...v0.4.1)
  • This release has been identified as a backport.
  • Automated changelogs for backports tend to be wildly incorrect.
  • Therefore, the list of issues and pull requests is hidden.
  • <!--
  • Merged pull requests:
  • [WIP] Updating documentation website (#50) (@mewilhel)
  • Fix Travis Syntax (#51) (@mewilhel)
  • + 8 more
v0.8.4
github-actions[bot]github-actions[bot]·6mo ago·December 18, 2025
GitHub

📦 EAGO v0.8.4

  • [Diff since v0.8.3](https://github.com/PSORLab/EAGO.jl/compare/v0.8.3...v0.8.4)
  • Merged pull requests:
  • Add documentation for quadratic relaxations (#149) (@RXGottlieb)
  • Add tolerance for FBBT to consider bounds equal (#152) (@DimitriAlston)
  • GLPK as the default linear subsolver (#153) (@AlirezaMiraliakbar)
  • v0.8.4 (#154) (@DimitriAlston)
  • Closed issues:
  • Request support for PrettyTables v3 (#151)
v0.8.3
github-actions[bot]github-actions[bot]·1y ago·May 1, 2025
GitHub

📦 EAGO v0.8.3

  • [Diff since v0.8.2](https://github.com/PSORLab/EAGO.jl/compare/v0.8.2...v0.8.3)
  • Merged pull requests:
  • Add support for `MOI.UserDefinedFunction` (#138) (@DimitriAlston)
  • Add support for `MOI.Parameter` (#139) (@DimitriAlston)
  • Update special expression handling (#140) (@DimitriAlston)
  • Update display.jl (#143) (@DimitriAlston)
  • Update package versions in GitHub actions (#145) (@odow)
  • Update Ipopt dependency (#146) (@DimitriAlston)
v0.8.2
github-actions[bot]github-actions[bot]·1y ago·October 28, 2024
GitHub

📦 EAGO v0.8.2

  • [Diff since v0.8.1](https://github.com/PSORLab/EAGO.jl/compare/v0.8.1...v0.8.2)
  • Merged pull requests:
  • Update documentation, display function, and some tests (#117) (@DimitriAlston)
  • Documentation changes and minor fixes (#118) (@DimitriAlston)
  • Add documentation assets (#119) (@DimitriAlston)
  • Update make.jl (#120) (@DimitriAlston)
  • Update documentation (#121) (@DimitriAlston)
  • README and documentation changes (#122) (@DimitriAlston)
  • + 12 more
v0.8.1
github-actions[bot]github-actions[bot]·3y ago·June 15, 2023
GitHub

📦 EAGO v0.8.1

  • [Diff since v0.8.0](https://github.com/PSORLab/EAGO.jl/compare/v0.8.0...v0.8.1)
  • Closed issues:
  • free(): invalid pointer (#74)
  • Verbosity (#99)
  • ERROR: MathOptInterface.UpperBoundAlreadySet{MathOptInterface.Interval, MathOptInterface.LessThan} (#109)
  • Upper bound and binary variables (#115)
  • Merged pull requests:
  • EAGO v0.8.1 (#116) (@DimitriAlston)
v0.8.0
github-actions[bot]github-actions[bot]·3y ago·June 12, 2023
GitHub

📦 EAGO v0.8.0

  • [Diff since v0.7.3](https://github.com/PSORLab/EAGO.jl/compare/v0.7.3...v0.8.0)
  • Closed issues:
  • Add support for MOI 0.10 and JuMP 0.22 (#100)
  • Upcoming refactoring of JuMP's nonlinear API (#104)
  • Merged pull requests:
  • Refactor of JuMP's nonlinear API (#113) (@DimitriAlston)
  • EAGO v0.8.0 (#114) (@DimitriAlston)
v0.7.3
github-actions[bot]github-actions[bot]·3y ago·April 11, 2023
GitHub

📦 EAGO v0.7.3

  • [Diff since v0.7.2](https://github.com/PSORLab/EAGO.jl/compare/v0.7.2...v0.7.3)
  • Closed issues:
  • incompatibility with latest JuMP? (#111)
v0.7.2
github-actions[bot]github-actions[bot]·3y ago·November 22, 2022
GitHub

📦 EAGO v0.7.2

  • [Diff since v0.7.1](https://github.com/PSORLab/EAGO.jl/compare/v0.7.1...v0.7.2)
  • Merged pull requests:
  • Bump NaNMath compatibility (#106) (@mlubin)
  • Julia compat bump, documentation updates (#107) (@RXGottlieb)
  • remove upper bound for julia version (#108) (@simeonschaub)
v0.7.1
github-actions[bot]github-actions[bot]·3y ago·June 26, 2022
GitHub

📦 EAGO v0.7.1

  • [Diff since v0.7.0](https://github.com/PSORLab/EAGO.jl/compare/v0.7.0...v0.7.1)
  • Merged pull requests:
  • Use more restrictive JuMP compat bounds (#105) (@odow)
v0.7.0
github-actions[bot]github-actions[bot]·4y ago·March 28, 2022
GitHub

📦 EAGO v0.7.0

  • [Diff since v0.6.1](https://github.com/PSORLab/EAGO.jl/compare/v0.6.1...v0.7.0)
  • Closed issues:
  • Basic support for MINLP Problems (#33)
  • Local NLP solver specific wrappers (#49)
  • Reduce minor type instability issues (#60)
  • Incorrect display on solution for Maximization Problem (#64)
  • Fix Typos in Readme (#76)
  • Support both incremental loading & copying from Cache (#77)
  • + 16 more
v0.6.1
github-actions[bot]github-actions[bot]·5y ago·March 4, 2021
GitHub

📦 EAGO v0.6.1

  • [Diff since v0.6.0](https://github.com/PSORLab/EAGO.jl/compare/v0.6.0...v0.6.1)
v0.6.0
github-actions[bot]github-actions[bot]·5y ago·February 19, 2021
GitHub

📦 EAGO v0.6.0

  • [Diff since v0.5.1](https://github.com/PSORLab/EAGO.jl/compare/v0.5.1...v0.6.0)
  • Closed issues:
  • Compatibility issues with DiffRules in Julia 1.3 (#38)
  • EAGO fails to precompile (#43)
  • Consider not restricting compat for Julia to each minor version (#58)
  • EAGO.Optimizer not solving correctly with user-defined subroutines (#59)
  • SIP Extendability and New Algorithms (#62)
  • Merged pull requests:
  • + 7 more
Support for Julia ~1v0.5.1
mewilhelmewilhel·5y ago·November 18, 2020
GitHub
Version 0.5 Releasev0.5.0
mewilhelmewilhel·5y ago·November 18, 2020
GitHub

📋 Changes

  • Introduces the register_eago_operators!(m::JuMP.Model) which can be used to register all nonstandard nonlinear terms used in EAGO in any JuMP model.
  • Introduces positive, negative, lower_bnd, upper_bnd, and bnd functions which can be used to enforce bounds on intermediate terms in nonlinear expressions (EAGO.Optimizer only).
  • Adds envelopes: abs2, sinpi, cospi, fma, cbrt.
  • Adds envelopes and functions: xlogx
  • Adds envelopes of special functions: erf, erfc, erfinv, erfcinv
  • Adds envelopes of activation functions: relu, gelu, elu, selu, swish1, sigmoid, softsign, softplus, bisigmoid, pentanh, leaky_relu, param_relu.
  • Error messages in sip_explicit have been made more transparent.
  • Fixes some issues with documentation image rendering and links.
  • + 1 more
Support for Julia 1.5v0.4.2
mewilhelmewilhel·5y ago·August 28, 2020
GitHub
EAGO v0.4v0.4.0
mewilhelmewilhel·6y ago·June 12, 2020
GitHub

📋 Changes

  • Support for new MOI/JuMP `RawParameter` input and a number of new attributes.
  • Separates McCormick and ReverseMcCormick libraries (now [McCormick.jl](https://github.com/PSORLab/McCormick.jl) and [ReverseMcCormick.jl](https://github.com/PSORLab/ReverseMcCormick.jl))
  • 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.
Add unit tests, support Julia 1.3, fix IntervalContractors dependency issue.v0.3.1
mewilhelmewilhel·6y ago·January 29, 2020
GitHub
Main release after major performance improvement.v0.3.0
mewilhelmewilhel·6y ago·November 5, 2019
GitHub

📋 Changes

  • A number of performance improvements have been made to the underlying McCormick relaxation library.
  • 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.
Minor Bug Fixes: SIP and Max Sensev0.2.1
mewilhelmewilhel·6y ago·July 8, 2019
GitHub

📋 Changes

  • Fixes an issues that occurs when using multiple uncertain parameters in the explicit routine.
  • Also fixes the Max Sense bug.
Update to MOI/JuMP and Julia 1.1v0.2.0
mewilhelmewilhel·7y ago·June 14, 2019
GitHub

📋 Changes

  • 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
Performance and Documentation Updatev0.1.2
mewilhelmewilhel·8y ago·June 20, 2018
GitHub

📋 Changes

  • 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.
  • Update to read me
  • + 3 more
Main Global Solver Releasev0.1.0
MatthewStuberMatthewStuber·8y ago·April 10, 2018
GitHub

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.