WpProj

Version 0.3

Clarabel (solver = "clarabel") replaces ECOS as the default solver for the power = 1 and power = Inf L1 methods, and SCIP replaces ECOS as the default exact solver in the binary program (W2IP), where ECOS’s branch and bound could return suboptimal subsets. ECOS remains available with solver = "ecos". Both new solvers are suggested packages: if ROI.plugin.clarabel or scip is not installed (e.g., no Rust toolchain to build Clarabel from source), the defaults fall back to ECOS and lpSolve, respectively, with a once-per-session message.
Moving from doRNG to doFuture. There had been some issues with getting replies from the doRNG team so concerned about ongoing support/updating. Parallel computation is now set up with future::plan(), e.g. future::plan(future::multisession, workers = 4), and all functions use whatever plan is set.
The parallel argument of WPVI(), distCompare(), and the *_method_options() functions is deprecated in favor of future::plan(). For now, a cluster from parallel::makeCluster() or a number of workers is still accepted and used as the plan for the duration of the call.

Added free open-source solvers as alternatives to mosek: solver = "clarabel" for the power = 1 and power = Inf L1 methods and solver = "scip" and solver = "highs" for the exact binary program method. The "scip" solver works on the binary quadratic program directly and supports a time limit. These require the suggested packages ROI.plugin.clarabel, scip, and ROI.plugin.highs.
Added the augmented Lagrangian binary program of Gu, Ahmed, and Dey (2020) doi:10.1137/19M1271695, binary_program_method_options(algorithm = "augmented.lagrangian"), for the exact binary program method. It replaces the constraint on the number of coefficients with an exact augmented Lagrangian penalty from the continuous relaxation, giving the same solution as algorithm = "exact", and works with every exact solver.

Making sure that final step of projection method will try to use an OLS regression rather than SVD iterations if possible
Fixing some bugs (e.g., Eigen not doing explicit flattening anymore, etc)
Adding some more tests
Merging PR from RcppEigen maintainers so they can update the Eigen version!

Initial CRAN submission.
Added a NEWS.md file to track changes to the package.
Please note interface is currently a bit experimental and may change with little warning in the future

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