Added a nonlinear operator to overload the concave function geomean (replaces geomean2). See Determinant maximization for a description.

Added a nonlinear operator to overload the concave function sqrt. Do NOT use this command in problems you intend to solve the problem using geometric programming or a non-conic solver.

Added a nonlinear operator pwf to model piece-wise functions (experimental functionality serving as a good example of advanced use of nonlinear operators.)

Multiple solvers can now be specified in sdpsettings.

Cleaned up the engine behind the convexity analysis of nonlinear operators (Should be more robust and less conservative, but might be a bit slower now. Please report any performance issues.)

Resolved a bug introduced in R20050720 causing symmetry reduction of sum of squares problem to be skipped in some cases.

Resolved a bug which caused x'*x to act as x.'*x on complex valued column-vectors x.

solvemoment now returns the associated sum-of-squares decomposition in the fourth output argument.

Low-rank sum of squares decompositions can now be computed by using the solver LMIRANK.

Small changes to the command export (you can now export the internal YALMIP model.)

The nonlinear operator abs now works with complex-valued arguments.

Small fixes related to the geometric programming support.

Fixed a rather serious bug affecting double on nonlinear variables (bug introduced in R20050617 release).

Added support for loading models in sparse SDPA ASCII format.

Added the function unblkdiag to automatically detect and convert block diagonal semidefiniteness constraints.

Added the function dissect to automatically transform large sparse structured semidefiniteness constraints to smaller block diagonal constraints by introducing additional variables.

The experimental cutting plane solver for mixed integer SDP is now somewhat official. Just use the solver-tag cutsdp. Note, this module requires a fast MILP solver, and is only useful for very special problem classes.

Added the command blkvar to simplify handling of block matrices.

Multiple sdpvar objects (placed in a cell) can now be created in one call to sdpvar by using vector valued dimension.

Minor updates for SeDuMi 1.1

Additional option for removing inequalities, see sdpsettings.

Various fixes and additions to logic programming module.

Updated default values of DSDP options and fixed detection of feasibility/unboundness reports.

Fixed a bug in YALMIPs mixed integer solver, causing crashes when applied to higher order nonlinear problems.

Fixed a rather serious bug affecting nonlinear operators on MATLAB 6.1 and earlier.

Substantial performance improvements in manipulating problems with a large number of SDP cones.

Fixed bug in integer programming module (caused problems when mixed integer quadratic programs where solved using a semidefinite programming solver)

Added DIMACS error measures to the output structure from solvesdp.

export extended to support PENSDP and PENBMI.

Fixed bug in sum of squares  module (may have caused wrong results in some obscure large-scale cases.)

Fixed bug in sum of squares  module (caused crash when nonlinear operators were used to model parametric objective functions.)

Fixed bug in integer programming module (could cause sub-optimal solution for binary QP problems being reported as optimal.)

Fixed bug in savesdpafile (cause a crash)

Added post-processing steps to the sum of squares  module. Improves quality of decompositions substantially in some cases.

Dualize can now be applied to problems with second order cone constraints.

Efficient handling of translated primal cones in dualize.

YALMIP can now automatically update values of primal cones and free variables when a dualized problem has been solved.

Added a module for solving geometric programs using the solver fmincon (the problem is convexified using the standard logarithmic variable transformation).  For this solver to be invoked, use the solver tag 'fmincon-geometric'. This feature is mainly intended for the fmincon solver in the MathWorks Optimization Toolbox. It may work with the fmincon solver in TOMLAB, but this has not been tested to any larger extent.

The built-in integer branch-and-bound solver 'bnb' can now be applied to arbitrary polynomial nonlinear problems. Note, there are no global guarantees if the relaxed continuous problem is nonconvex. Branching is only performed w.r.t integrality.

The built-in bilinear branch-and-bound solver 'bmibnb' now supports nonlinear objective functions.

The built-in bilinear branch-and-bound solver 'bmibnb' now supports discrete variables.

Logic constraints are supported (initial experimental code). Check out the logic examples.

Problems defined with kyp objects now (most often) exploit structured matrix data when LMILAB is used.

Added support for the QP solver MEXCLP.

Added support for the MILP solver LP_SOLVE.

Added support for the QP solver BPMPD.

Added support for the rank-constraint SDP solver LMIRANK.

The option 'LargeScale' for the solvers LINPROG, QUADPROG, BINTPROG, fmincon and fminsearch are now set to 'off' by default (solves a lot of compatibility issues).

The option 'sos.clean' is now eps by default (used to be 1e-4). This may lead to more spurious terms in sum of squares decompositions, but improves robustness w.r.t to different SDP solvers.

Fixed geomean2 for vectors (enables maximization of products of positive variables).

Extended geomean2 to support complex data.

More efficient use of given feasible initial solution in the global solver.

Fixed bug that caused sign-errors on duals computed using MOSEK.

Fixed bug for complex-valued second order cone problems in SeDuMi.

Fixed bug in Frobenious norm (i.e. the nonlinear operator norm(X,'fro')).

Various fixed related to systems with TOMLAB installed.

Various improvements in the global bilinear solver.

General performance improvements (massive improvements for large-scale problems and nonlinear expressions)

Initial implementation of min/max/abs/norm/geomean2/sumk/sumabsk. YALMIP will perform an (conservative) analysis of the optimization problem to ensure that these operators are used in a way that guarantee convexity, and automatically generate a convex representation if possible. Check the example for typical usage, limitations and pit-falls. Additional (epigraph or hypograph representable) nonlinear operators can easily be added by the user.

Support for fractional powers of posynomials (and nonlinear operators) in geometric programming problems.

Extended the moment relaxation module, including polynomial equalities, polynomial semidefinite inequalities, extraction of global solutions and better integration in YALMIP.

Improved sum of squares module (better support for nonlinearly parameterized programs, improved kernel and image representation models).

Added the function dualize to convert a problem given in primal SDP form (kernel representation) to a dual form (which is the standard model in YALMIP). Some simple examples are available. A related (less useful) function primalize is also available.

Polynomial programs are automatically reduced to bilinear programs when PENBMI or the global solver is used.

Added support for the solver fmincon and fminsearch

Updated for PENBMI 2 (if you still use version 1, make sure to read the FAQ).

Improved memory use for huge SDP problems (matrix dimensions in the order of thousands).

Fixed bug that caused MAXDET problems to become unnecessarily large when solved using standard SDP solver (all MAXDET problems where treated as complex-valued).

Fixed some algorithmic bugs in the built-in integer solver (caused severe performance degradation).

Changed default settings for the CSDP options.

Small fixes in the sum of squares module.

Fix in the MEXPRESS interface (caused severe numerical problems in recent versions of XPRESS).

When a solver not supports equality constraints, the constraints are now by default always eliminated using double-sided inequalities (this was a bit inconsistent before, YALMIP used a reduced basis for some solvers). Note that some solvers behave much better with a reduced basis (see sdpsettings for details).

Fixed small bug in the sum of squares module (caused a crash in some rare cases).

Fixed issues with the option 'savedebug'.

Fixed issues with saving and loading objects.

Updated for DSDP 5.

Overloaded polytope.m and projection.m from the Multi-Parametric Toolbox to set objects. See the multi-parametric example.

Added support for the CPLEX interface CPLEXMEX.

Added support for the XPRESS interface MEXPRESS.

Added support for the QSopt interface MEXQSOPT.

Added support for the SDP solver SDPLR.

Added function saveampl to export (very) simple AMPL models.

Added function export to export YALMIP models to various solver formats.

Added function cut to add user-specified cuts in the global BMI solver.

Global BMI problems can be solved (hrm...yea right...) without a local BMI solver.

Added simple command-line syntax for defining multiple scalar sdpvar variables.

Better support for sum-of-squares decompositions in checkset.

Added function lowrank to declare low-rank data in semidefinite constraints.

Substantially improved sum-of-squares module. See the sum-of-squares examples for details

Numerous fixes in the interface to KYPD (may have caused erroneous solutions).

Changed the syntax slightly in solvemoment to make it more consistent with other commands (may brake old code).

polyprint has changed name to sdisplay (symbolic display).

Added some missed options for SeDuMi and updated default values to those recommended in version 1.05R5.

Minor updates for MATLAB 7

Updates for GLPKMEX 0.6.2

Fixed a bug which in rare cases caused YALMIP to categorize standard continuous problems as a mixed integer problem.

Fixed some more issues on indexing of set and sdpvar objects.

Fixed problem in polyprint (now called sdisplay) in MATLAB 6.1.

Fixed problems in loading saved sdpvar and set objects.

Improved some internal strategies in the sum-of-squares module.

Reduced memory usage in branch and bound codes.

Fixed some small bugs in the mixed integer programming (caused problems for mixed integer geometric programs).

Substantial performance improvements in manipulation of sdpvar variables.

Fixed several bugs in the interface to the SOCP solver in MOSEK.

Determinant maximization problems can now be solved using any SDP solver.

Global bilinear programming (alpha version, slow and unstable...).

Extended mixed integer code to include posynomial geometric programming (requires latest MOSEK patches, not seriously tested).

Least squares assignment in setsdpvar.

Added interface to the binary LP-solver bintprog.

sdpvar can be called with only one argument (simplifies definition of symmetric matrices and scalars).

Determinant (det) overloaded on sdpvar objects.

Fixed bug in internal mixed integer solver (may have caused YALMIP to miss the optimal solution).

Fixed bug in interface to PENBMI (may have caused erroneous solutions in some rare cases).

Fixed bug on complex-valued multiplication (may have caused erroneous solutions).

Fixed bug on dual variables (may have reported wrong values in some rare cases).

Fixed bug on dual variables in SDPT3 (gave completely wrong answers).

New, more consistent, syntax in solvesos.

Fixed bugs in loading and saving of set and sdpvar objects..

Fixed bug on overloaded >= operator.

Fixed various issues on indexing of set and sdpvar objects.

Fixed bug on purely binary problems using MOSEK.

Fixed various bugs to enable nonlinear objective functions in moment relaxations.

Fixed bug in interface to SDPT3 on UNIX.

Updated for forthcoming SDPT3 3.1.

Updated to support new functionalities in the Multi-Parametric Toolbox 1.3.

Various fixes for MATLAB 5.3.

YALMIP now works with LMILAB in MATLAB 5.3.

YALMIP does not mean Yet Another LMI Parser any more.

Polynomial expressions.

Quadratic objective functions.

Interfaces to solvers PENSDP, PENBMI, LMILAB, NAG, CDD, OOQP, MOSEK, CPLEX, LINPROG and QUADPROG.

Added possibility to define KYP-related constraints (kyp) and related interface to the specialized code KYPD.

Multiparametric linear and quadratic programming using MPT-Toolbox.

Integer and binary variables.

Posynomial geometric programming.

An internal (wickedly slow) branch-and bound solver for mixed integer conic programs (MILP, MIQP, MISOCP, MISDP).

Sum-of-squares decompositions.

Moment-based polynomial programming.

Simple definition of double-sided constraints (see Linear regression example).

Plot the feasible set of a constraint.

Imroved functionality in checkset (previously called checklmi).

Imroved support for subsref in set (previously called lmi) and sdpvar objects.

New feature in the option removeequalities in sdpsettings.

New feature in the option cachesolvers in sdpsettings.

New feature in the option usex0 in sdpsettings.

New feature in the option radius in sdpsettings.

New feature in the option shift in sdpsettings.

Updated interfaces to new versions of CSDP, DSDP, SDPT3 and GLPK.

Improved error detection in SeDuMi and GLPK.