Add CHANGELOG.md

CHANGELOG.md

@@ -0,0 +1,53 @@
+# MIPLearn: Changelog
+
+## [Unreleased]
+
+### Added
+
+- **Added two new machine learning components:**
+  - Added `StaticLazyConstraintComponent`, which allows the user to mark some constraints in the formulation as lazy, instead of constructing them in a callback. ML predicts which static lazy constraints should be kept in the formulation, and which should be removed. 
+  - Added `UserCutComponents`, which predicts which user cuts should be generated and added to the formulation as constraints ahead-of-time, before solving the MIP.
+- **Added support to additional MILP solvers:**
+  - Added support for CPLEX and XPRESS, through the Pyomo modeling language, in addition to (existing) Gurobi. The solver classes are named `CplexPyomoSolver`, `XpressPyomoSolver` and `GurobiPyomoSolver`.
+  - Added support for Gurobi without any modeling language. The solver class is named `GurobiSolver`. In this case, `instance.to_model` should return ` gp.Model` object.
+  - Added support to direct MPS files, produced externally, through the `GurobiSolver` class mentioned above.
+- **Added dynamic thresholds:** 
+  - In previous versions of the package, it was necessary to manually adjust component aggressiveness to reach a desired precision/recall. This can now be done automatically with `MinProbabilityThreshold`, `MinPrecisionThreshold` and `MinRecallThreshold`.
+- **Reduced memory requirements:**
+  - Previous versions of the package required all training instances to be kept in memory at all times, which was prohibitive for large-scale problems. It is now possible to store instances in file until they are needed, using `PickledGzInstance`.
+- **Refactoring:**
+  - Added static types to all classes (with mypy).
+
+### Changed
+
+- **Variables are now referenced by their names,** instead of tuples `(var_name, index)`. This change was required to improve the compatibility with other modeling languages, which do not follow this convention. The functions `get_variable_category` and `get_variable_features` now have the following signature:
+  ````python
+   def get_variable_features(self, var_name: str) -> List[float]:
+      pass
+  
+   def get_variable_category(self, var_name: str) -> Optional[Hashable]:
+      pass  
+   ````
+- **Features are now represented as a list of floating point numbers,** as indicated in the snipped above. This change was required for performance reasons. Returning numpy arrays is no longer supported.
+
+- **Internal solvers must now be specified as objects, instead of strings.** For example,
+  ```python
+  solver = LearningSolver(
+      solver=GurobiPyomoSolver(
+          params={
+              "TimeLimit": 300,
+              "Threads": 4,
+          }      
+      )
+  )
+  ```
+- `LazyConstraintComponent` has been renamed to `DynamicLazyConstraintsComponent`.
+
+### Removed
+
+- Temporarily remove the experimental `BranchPriorityComponent`. This component will be re-added in the Julia version of the package.
+- Removed `solver.add` methods, previously used to add components to an existing solver. Use `LearningSolver(components=[...])` instead.
+
+## [0.1.0] - 2020-11-23
+
+- Initial public release