2022-10-27 Alexios Galanos * DESCRIPTION (Version): version is 1.7 * Fix to socp C files to avoid warnings on CRAN. 2022-06-13 Alexios Galanos * DESCRIPTION (Version): version is 1.6 * Added init.c file and fix to documentation to avoid warnings on CRAN. 2016-08-25 Alexios Galanos * DESCRIPTION (Version): version is 1.5-3 * Bernhard copied the socp solver from FRAPO (which removed it) to parma to allow compatibility while we work on porting to the new cccp solver. 2015-07-02 Alexios Galanos * DESCRIPTION (Version): version is 1.5-2. * Fixed bug in QP spec where the targetType equality was not respected. * Fixes to pass new CRAN checks which only attach base. 2014-02-23 Alexios Galanos * DESCRIPTION (Version): version is 1.5-1. * Fixed bug in QP spec where the eq.mat custom equality constraint was not passed to the solver. [AG] * New socp type problems and formulations and use of Socp solver from FRAPO. Updated vignette entry with details. [AG] * New tests in parma.tests for socp problems. [AG] * Replaced dependency on timeSeries for dataset with xts. [AG] * Removed Daily2Weekly and Daily2Monthly functions since xts can easily be used to create these without additional functionality. [AG] * Moved nloptr to Depends since there were problems with the pure import of the main solver function without loading package in user space. [AG] * Some more fixes to pass latest CRAN tests. [AG] 2013-04-30 Alexios Galanos * DESCRIPTION (Version): version is 1.5-0. * Exported and documented custom constraint functions and their jacobians for use with the NLP problems (minrisk and fractional), including turnover constraint (simple, and buy/sell), and a portfolio variance target constraint. * Vignette now built using sweave. 2013-01-10 Alexios Galanos * DESCRIPTION (Version): version is 1.03. * Streamlining/re-write of all methods and functions. * Addition of frontier function. * Removal of scenario generation functions and rmgarch dependence (moved to rmgarch). * Fixes to some NLP functions. * Numerous tests, examples added to inst folder. * Release to CRAN. 2012-06-20 Alexios Galanos * DESCRIPTION (Version): version is 1.02. * Removed global solvers which had poor performance. * Created and exported a direct translation into R of the cmaes solver of Hansen from his matlab version 3.6 code with many options. * Some cleanup in the GNLP problems and more tests added in inst folder. 2012-06-15 Alexios Galanos * DESCRIPTION (Version): version is 1.01. * Added parmaset<- and parmaget access methods on the parmaSpec object. * Renamed old parmaget function for loading previously saved scenario or moments from file to parmaload. * Added GNLP solvers for cardinality constraints in NLP and for the LPMUPM problem formulation. * Added MILP for the minrisk LP problems with cardinality constraints.