CVXMOD – Version and bug information

Current limitations

Warning: CVXMOD is currently in alpha. In particular,

Significant changes to the program interface are possible.
Changes to the program interface are guaranteed.
CVXMOD is currently very inefficient — the emphasis has been on getting the approach right. Expect huge performance improvements in the future.
CVXMOD currently treats all matrices as dense.
The solvers CVXMOD uses are limited in the problems they can solve, and are not particularly robust or stable.

Added a quiet option to p.solve, where p is a problem. Quieten problems with p.solve(True).
Significant bug fixes.
Now requires CVXOPT v1.0.

Changed parameter ordering for symbols, optvars and params to
symbol(name, rows, cols, value).
Changed indexing to index from 0 rather than 1. This includes optvars, params and unitvecs, and brings things into much better consistency.
Greatly improved matrix variable support.
Added diag, trace.
Upgraded sum to work with matrices.
Added inv.
rand(3) now means a 33 matrix rather than 31; likewise for randn.
Added support for implicit constraints and assertions.
Name changes:
- positiveorthant, negativeorthant and probsimplex are now posorth, negorth and probsimp, respectively.
- isnegative and ispositive are now isneg and ispos, respectively.
- unitvector to unitvec.
- problem.constraints is now problem.constr.

Corrected norm2 evaluation.
Fixed random number compatibility with CVXOPT v0.9.2. Setting BUILD_GSL = 1 before installing CVXOPT is no longer required.

Better compatibility with CVXOPT v0.9.2.
Bug fixes to convexity determination.
Internal preparation for PSD cone support, including a much more consistent treatment of a problem’s ‘standard form’.
Changed variable indexing to match mathematical convention rather than Python convention (ie, x[1] now refers to the component , not . This does not carry over to CVXOPT matrices, however, where indexing is from 0.

Removed the affine attribute from most classes. Affineness is now determined by combining convexity and concavity.
Moved the variable and parameter classes into a single class symbol with a role attribute.
Added new sets positiveorthant, negativeorthant and reals (which are all somewhat trivial).
Changed all references to variables or vars to optvars.
Changed classify() to give a minimum-length description. For example, instead of saying a variable x is convex and concave, it will simply describe it as affine.
Added the sum in the definition of entropy (instead of elementwise).
Compatibility with, and a new requirement for, CVXOPT v0.9.1. This includes
1. Using cvxopt.solvers.cpl instead of inefficiently creating linear objectives and treating them as nonlinear objectives.
2. Proper support of SOCP constraints (the norm2 atom).
3. Use of the conic solver (rather than the general nonlinear solver) where possible.
Support for log-sum-exp atoms (lse).

Name changes to simplify syntax.
1. isnondecreasing is now isincreasing.
2. isnonincreasing is now isdecreasing.
3. isnonnegative is now ispositive.
4. isnonpositive is now isnegative.
Name changes for better internal consistency
1. norm is now norm2, like norm1 and norminf.
The atoms norminf and norm1 work again.
Two new atoms.
1. quadform(x, Q) for quadratic forms.
2. power(x, p) for (elementwise) powers.
Replacement of variable specifications with attributes rather than classes.
1. psdparam, nsdparam, positivevariable, negativevariable (which were not documented anyway) are gone.
Changed the syntax of rand and randn to have a cols=1 default attribute.
Added experimental CVX code generation with prob.cvx() (where prob is a problem).
Added experimental support for set membership.
Many bug fixes and internal improvements.