Changelog

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v0.1.0 (unreleased)

First public release.

Modeling

  • Declarative model do ... end DSL: scalar and indexed variable families (tuple keys for multiple indices), constraint families via trailing generators, sum/2+, per-binding name: options, and a programmatic terms-list API on Optex.Model for pipeline-style building.
  • LP, MILP, QP (quadratic objectives with literal coefficients), QCP (quadratic constraints in their own id space), and SOCP (quad and rotated second-order cones).
  • Native constructs, never reformulated: indicator constraints (if:/if: {b, 0}), variable t = abs(e), variable y = pwl(x, points) with end-segment extension and interior jump discontinuities, variable m = max/min(...), constraint norm(exprs...) <= bound, and sos1/sos2 sets.

Solving

  • Four backends behind one Optex.Solver behaviour: HiGHS 1.15 (bundled, precompiled binaries on common platforms), Gurobi 13, CPLEX 22.1.1, and COPT 8 (each compile-gated on its installed SDK), with a strict capability model: unsupported inputs fail fast with {:error, {:unsupported, construct, backend}}.
  • Solutions rekeyed by user-facing names: values, duals, reduced costs, opt-in quadratic constraint duals (qcp_duals: true, Gurobi), solve stats.
  • Options: time_limit, mip_gap, threads, log (console or message stream), cooperative cancellation tokens, and MIP progress/incumbent streaming (progress:, progress_every:, incumbents:) on every backend.
  • Optex.explain_infeasibility/2: named IIS over the linear relaxation everywhere, and full-model construct-aware IIS on Gurobi.
  • Model inspection: pretty printer (Optex.Format), LP-format export (Optex.LP), MPS emitter used as a test oracle.

Engineering

  • Hand-verified FFI against each installed solver header; every version-sensitive constant recorded in DECISIONS.md.
  • Length-firewalled NIFs, exact-size buffers, leak-free error paths; cross-solver agreement tests pin objectives and duals across all available backends; ~250 tests.