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Add license headers (#241)
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‎LICENSE

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Copyright (c) 2020 Akshay Sharma
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Copyright (c) 2020 Akshay Sharma and contributors
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Permission is hereby granted, free of charge, to any person obtaining a copy
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of this software and associated documentation files (the "Software"), to deal

‎docs/make.jl

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using Documenter, DiffOpt, Literate, Test
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# Copyright (c) 2020: Akshay Sharma and contributors
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#
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# Use of this source code is governed by an MIT-style license that can be found
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# in the LICENSE.md file or at https://opensource.org/licenses/MIT.
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using Documenter
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using DiffOpt
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using Literate
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using Test
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const _EXAMPLE_DIR = joinpath(@__DIR__, "src", "examples")
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‎src/ConicProgram/ConicProgram.jl

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# Copyright (c) 2020: Akshay Sharma and contributors
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#
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# Use of this source code is governed by an MIT-style license that can be found
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# in the LICENSE.md file or at https://opensource.org/licenses/MIT.
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module ConicProgram
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using LinearAlgebra, SparseArrays

‎src/DiffOpt.jl

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# Copyright (c) 2020: Akshay Sharma and contributors
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#
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# Use of this source code is governed by an MIT-style license that can be found
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# in the LICENSE.md file or at https://opensource.org/licenses/MIT.
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module DiffOpt
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using LinearAlgebra

‎src/QuadraticProgram/QuadraticProgram.jl

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# Copyright (c) 2020: Akshay Sharma and contributors
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#
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# Use of this source code is governed by an MIT-style license that can be found
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# in the LICENSE.md file or at https://opensource.org/licenses/MIT.
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module QuadraticProgram
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using LinearAlgebra, SparseArrays
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struct LinearAlgebraSolver <: MOI.AbstractOptimizerAttribute end
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"""
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Default `solve_system` call uses IterativeSolvers or the default linear solve
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Default `solve_system` call uses IterativeSolvers or the default linear solve
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"""
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function solve_system(::Any, LHS, RHS, iterative)
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if iterative

‎src/bridges.jl

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# Copyright (c) 2020: Akshay Sharma and contributors
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#
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# Use of this source code is governed by an MIT-style license that can be found
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# in the LICENSE.md file or at https://opensource.org/licenses/MIT.
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function MOI.set(
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model::MOI.ModelLike,
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attr::ForwardConstraintFunction,

‎src/bridges_unused.jl

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# Copyright (c) 2020: Akshay Sharma and contributors
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#
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# Use of this source code is governed by an MIT-style license that can be found
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# in the LICENSE.md file or at https://opensource.org/licenses/MIT.
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function MOI.set(
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model::MOI.ModelLike,
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attr::BackwardInVariablePrimal,

‎src/deprecated.jl

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# Copyright (c) 2020: Akshay Sharma and contributors
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#
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# Use of this source code is governed by an MIT-style license that can be found
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# in the LICENSE.md file or at https://opensource.org/licenses/MIT.
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@deprecate backward(model) reverse_differentiate!(model) false
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@deprecate forward(model) forward_differentiate!(model) false
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‎src/diff_opt.jl

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# Copyright (c) 2020: Akshay Sharma and contributors
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#
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# Use of this source code is governed by an MIT-style license that can be found
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# in the LICENSE.md file or at https://opensource.org/licenses/MIT.
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# Constructs a Differentiable Optimizer model from a MOI Optimizer.
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# Supports `forward_differentiate!` and `reverse_differentiate!` methods for solving and differentiating the model respectectively.
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‎src/jump_moi_overloads.jl

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# Copyright (c) 2020: Akshay Sharma and contributors
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#
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# Use of this source code is governed by an MIT-style license that can be found
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# in the LICENSE.md file or at https://opensource.org/licenses/MIT.
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function MOI.set(model::JuMP.Model, attr::ForwardObjectiveFunction, func::JuMP.AbstractJuMPScalar)
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JuMP.check_belongs_to_model(func, model)
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return MOI.set(model, attr, JuMP.moi_function(func))

‎src/moi_wrapper.jl

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# Copyright (c) 2020: Akshay Sharma and contributors
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#
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# Use of this source code is governed by an MIT-style license that can be found
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# in the LICENSE.md file or at https://opensource.org/licenses/MIT.
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"""
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diff_optimizer(optimizer_constructor)::Optimizer
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‎src/objective_container.jl

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# Copyright (c) 2020: Akshay Sharma and contributors
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#
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# Use of this source code is governed by an MIT-style license that can be found
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# in the LICENSE.md file or at https://opensource.org/licenses/MIT.
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mutable struct ObjectiveContainer{MOIForm,ArrayForm} <: MOI.ModelLike
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num_variables::Int64
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is_sense_set::Bool

‎src/product_of_sets.jl

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# Copyright (c) 2020: Akshay Sharma and contributors
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#
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# Use of this source code is governed by an MIT-style license that can be found
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# in the LICENSE.md file or at https://opensource.org/licenses/MIT.
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"""
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ProductOfSets{T} <: MOI.Utilities.OrderedProductOfSets{T}
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‎src/utils.jl

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# Copyright (c) 2020: Akshay Sharma and contributors
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#
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# Use of this source code is governed by an MIT-style license that can be found
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# in the LICENSE.md file or at https://opensource.org/licenses/MIT.
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# Representation of MOI functions using SparseArrays
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# Might be able to replace in the future by a function in MOI, see
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# https://github.com/jump-dev/MathOptInterface.jl/pull/1238

‎test/bridges.jl

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# Copyright (c) 2020: Akshay Sharma and contributors
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#
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# Use of this source code is governed by an MIT-style license that can be found
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# in the LICENSE.md file or at https://opensource.org/licenses/MIT.
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module TestBridges
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using Test

‎test/conic_reverse.jl

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# Copyright (c) 2020: Akshay Sharma and contributors
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#
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# Use of this source code is governed by an MIT-style license that can be found
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# in the LICENSE.md file or at https://opensource.org/licenses/MIT.
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import SCS
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# min X[1,1] + X[2,2] max y
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# X[2,1] = 1 [0 y/2 [ 1 0

‎test/jump.jl

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# Copyright (c) 2020: Akshay Sharma and contributors
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#
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# Use of this source code is governed by an MIT-style license that can be found
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# in the LICENSE.md file or at https://opensource.org/licenses/MIT.
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using Test
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using JuMP
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import DiffOpt
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# Test some overloads from https://github.com/jump-dev/DiffOpt.jl/issues/211
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grad_obj = MOI.get(model, DiffOpt.ReverseObjectiveFunction())
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@test JuMP.coefficient(grad_obj, x[1], x[2]) ≈
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@test JuMP.coefficient(grad_obj, x[1], x[2]) ≈
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DiffOpt.quad_sym_half.(grad_obj, x[1], x[2]) atol=ATOL rtol=RTOL
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@test DiffOpt.quad_sym_half(grad_obj, x[1], x[1]) ≈
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@test DiffOpt.quad_sym_half(grad_obj, x[1], x[1]) ≈
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2 * JuMP.coefficient(grad_obj, x[1], x[1]) atol=ATOL rtol=RTOL
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# TODO: this simple show fails

‎test/moi_wrapper.jl

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# Copyright (c) 2020: Akshay Sharma and contributors
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#
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# Use of this source code is governed by an MIT-style license that can be found
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# in the LICENSE.md file or at https://opensource.org/licenses/MIT.
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using Test
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import DiffOpt
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import MathOptInterface as MOI

‎test/qp_forward.jl

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# Copyright (c) 2020: Akshay Sharma and contributors
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#
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# Use of this source code is governed by an MIT-style license that can be found
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# in the LICENSE.md file or at https://opensource.org/licenses/MIT.
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import HiGHS
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@testset "Differentiating LP; checking gradients for non-active contraints" begin
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# Issue #40 from Gurobi.jl

‎test/runtests.jl

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# Copyright (c) 2020: Akshay Sharma and contributors
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#
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# Use of this source code is governed by an MIT-style license that can be found
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# in the LICENSE.md file or at https://opensource.org/licenses/MIT.
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using Test
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import DiffOpt
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import Random

‎test/sensitivity_index_issue.jl

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# Copyright (c) 2020: Akshay Sharma and contributors
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#
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# Use of this source code is governed by an MIT-style license that can be found
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# in the LICENSE.md file or at https://opensource.org/licenses/MIT.
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using JuMP
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import HiGHS
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]
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derivativeKKT = hcat([DiffOpt.lsqr(KKT,rhsKKT[:,i]) for i in 1:size(rhsKKT)[2]]...)
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dprimal_dconsKKT = derivativeKKT[1:6,:]
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#Finished calculation of sensitivities by Manual KKT
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‎test/singular_exception.jl

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# Copyright (c) 2020: Akshay Sharma and contributors
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#
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# Use of this source code is governed by an MIT-style license that can be found
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# in the LICENSE.md file or at https://opensource.org/licenses/MIT.
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using Test
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import DiffOpt
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import MathOptInterface as MOI

‎test/solver_interface.jl

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# Copyright (c) 2020: Akshay Sharma and contributors
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#
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# Use of this source code is governed by an MIT-style license that can be found
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# in the LICENSE.md file or at https://opensource.org/licenses/MIT.
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import HiGHS
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@testset "FEASIBILITY_SENSE zeros objective" begin

‎test/utils.jl

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# Copyright (c) 2020: Akshay Sharma and contributors
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#
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# Use of this source code is governed by an MIT-style license that can be found
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# in the LICENSE.md file or at https://opensource.org/licenses/MIT.
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using Test
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using JuMP
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import DiffOpt

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