Cvxpy Versions Save

A Python-embedded modeling language for convex optimization problems.

v1.3.4

3 weeks ago

What's Changed

  • #2351 Fix invalid escape sequences in docstrings (@befelix)
  • #2338 Improving the Gurobi integration by supporting further error codes (@jmarecek)
  • #2358 Removes deprecated scipy_wrapper.py (@PTNobel)
  • #2356 Redirect model output to Python instead of Terminal (@anmolsahoo25)

New Contributors

Full Changelog: https://github.com/cvxpy/cvxpy/compare/v1.3.3...v1.3.4

v1.4.3

4 weeks ago

This is a patch release for 1.4. The patch includes a variety of fixes:

What's Changed

  • #2351 Fix invalid escape sequences in docstrings (@befelix)
  • #2338 Improving the Gurobi integration by supporting further error codes (@jmarecek)
  • #2358 Removes deprecated scipy_wrapper.py (@PTNobel)
  • #2356 Redirect model output to Python instead of Terminal (@anmolsahoo25)
  • #2406 [Bug] Parametrized quad form broken when values are zero (@phschiele)

Full Changelog: https://github.com/cvxpy/cvxpy/compare/v1.4.2...v1.4.3

v1.4.2

3 months ago

This is a patch release for 1.4. The patch includes a variety of fixes:

SCIP return solution if [total]nodelimit hit (https://github.com/cvxpy/cvxpy/pull/2279) Update swig autogenerated files to swig 4.1.1 (https://github.com/cvxpy/cvxpy/pull/2273) Update contributing docs to reflect usage of ruff over flake8/isort (https://github.com/cvxpy/cvxpy/pull/2302) Change some O(n) lookups in scip_conif.py to O(1) (https://github.com/cvxpy/cvxpy/pull/2313) Avoid sparse matrix multiply for identity matrix (https://github.com/cvxpy/cvxpy/pull/2315) Restore Mosek 9 compatibility (https://github.com/cvxpy/cvxpy/pull/2325) Reformatting the installation page (https://github.com/cvxpy/cvxpy/pull/2268) Updating NAG website links in doc (https://github.com/cvxpy/cvxpy/pull/2299) Fix Gurobi interface issues (https://github.com/cvxpy/cvxpy/pull/2300) Use new NumPy API (https://github.com/cvxpy/cvxpy/pull/2319) Fixing links to cvx_short_course (https://github.com/cvxpy/cvxpy/pull/2264)

v1.4.1

7 months ago

This is a patch release for 1.4. The patch includes fixes from several contributors:

@goulart-paul Change conic solver preference order (#2259) @maxschaller Include use_quad_obj in cache (#2262)

v1.4.0

7 months ago

This release is consistent with our semantic versioning guarantee. It comes packed with many new features, bug fixes, and performance improvements. This version of CVXPY supports Python 3.8 through 3.12, and is our first release that supports Python 3.12. While working on the next release, we continue to officially support CVXPY 1.3 and 1.4.

New features

  • New atom: convolve
  • New atom: mean
  • New atom: outer
  • New atom: ptp
  • New atom: std
  • New atom: var
  • New atom: vec_to_upper_tri
  • Adds methods to CVXPY expressions that are found on NumPy ndarrays such as .sum(), .max(), and .mean()
  • New solver interface: PIQP
  • Adds SDP support to the Clarabel interface
  • Added support for OR-Tools 9.7
  • Removed support for OR-Tools 9.4
  • PowerConeND now supports extracting its dual variables
  • reshape now supports using -1 as a dimension, with the same meaning it has in NumPy
  • Indexing CVXPY expressions with floats now raises an appropriate error
  • Clearer error messages for a number of common errors
  • The perspective atom now supports s=0
  • Performance improvements in the SCIPY backend
  • Performance improvements in canonicalizing parameterized QPs
  • Performance improvements for quadratic forms with sparse matrices
  • Greater support for static typing

ECOS deprecation

CVXPY has used ECOS as the default solver for many years; however, it has known issues with performance and numerical stability in edge cases. Recently, a new solver, Clarabel, that improves the algorithm and implementation of ECOS has been under development.

In 1.5, CVXPY plans to start using Clarabel instead of ECOS by default for some categories of problems. In 1.6, we plan to no longer install ECOS as a CVXPY dependency. We have no plans to remove support for calling ECOS as a solver. As part of this transition, in 1.4 CVXPY will raise a warning whenever ECOS is called by default. We encourage you to try and use Clarabel instead, but if you're dependent on ECOS's exact behavior please explicitly specify it as a solver.

conv deprecation

The CVXPY atom conv is inconsistent with NumPy's convolve functions. We are deprecating it, but have no plans to remove it in the short term. We encourage all users to use the CVXPY atom convolve instead.

NonPos deprecation

The NonPos cone uses the opposite dual variable sign convention as the rest of the CVXPY cones and a constraint of NonPos(expr) is the same as a constraint on NonNeg(-expr). We are deprecating NonPos, but have no plans to remove it in the short term. We encourage users to switch to using NonNeg.

Contributors

This release would not have been possible without the contributions of many CVXPY users and developers. Across 29 contributors and 116 PRs, we would like to thank the following people for their contributions to this release (in alphabetical order):

  • @akshayka | #2105
  • @allenlawrence94 | #2080, #2103
  • @alxhslm | #2046
  • @aryamanjeendgar | #2171, #2192, #2204, #2241
  • @aszekMosek | #2017, #2029
  • @bkurtz | #1821
  • @carlosgmartin | #2246, #2250
  • @cbonet | #2173, #2175
  • @dcajasn | #2131, #2152
  • @goulart-paul | #2108
  • @h-vetinari | #1998
  • @jlchen0 | #2028
  • @michaels0m | #2085
  • @mkoeppe | #2118
  • @mlubin | #2169, #2251
  • @Paulnkk | #2069, #2073, #2078, #2084, #2086, #2096, #2117, #2119, #2137, #2144, #2179
  • @phschiele | #2008, #2009, #2049, #2053, #2054, #2061, #2063, #2088, #2094, #2113, #2120, #2127, #2141, #2146, #2156, #2161, #2164, #2185, #2196, #2206, #2219, #2220, #2221, #2245, #2247, #2249, #2253
  • @pragmaticTNT | #2057
  • @PTNobel | #2058, #2081, #2172, #2188, #2207, #2238, #2248, #2254, #2255
  • @r-barnes | #1697
  • @rileyjmurray | #2001, #2123, #2125, #2139, #2155
  • @RSchwan | #2190
  • @samuel-adekunle | #2016
  • @sdementen | #2056
  • @SteveDiamond | #2007, #2022, #2041, #2043, #2047, #2060, #2067, #2071, #2079, #2110, #2111, #2126, #2130, #2159, #2160, #2183, #2225, #2226, #2232, #2233, #2244
  • @Transurgeon | #2044, #2091, #2186, #2213, #2215, #2223, #2224, #2230, #2239
  • @usamamuneeb | #2097, #2116, #2147
  • @wfan19 | #2157
  • @wujianjack | #2134

Special shoutout to our Google Summer of Code interns @aryamanjeendgar and @Transurgeon!

v1.1.24

9 months ago

This is a patch release for 1.1. The patch includes fixes from many contributors:

  • @SteveDiamond Fix conv and add convolve (#2047)
  • @allenlawrence94 fix: scipy time limit raises SolverError (#2080)
  • @Paulnkk Fix scip timelimit no solution (#2084)
  • @phschiele Adds devcontainer support (#2088)
  • @dcajasn Fixes to PowCone3D and updates to test_conic_solvers.py (#2131)
  • @Paulnkk Fix rare bugs in curvature calculation: identity matrices and nondeterministic starting vectors in eigsh (#2086)
  • @SteveDiamond Fix bug with calling Mosek simplex solver (#2126)
  • @rileyjmurray CBC interface: add ability to configure the underlying CLP solver (#1821)
  • @SteveDiamond Remove github banner (#2160)
  • @SteveDiamond Update scipy_wrapper (#2159)

v1.2.5

9 months ago

This is a patch release for 1.2. The patch includes fixes from many contributors:

  • @SteveDiamond Fix conv and add convolve (#2047)
  • @allenlawrence94 fix: scipy time limit raises SolverError (#2080)
  • @Paulnkk Fix scip timelimit no solution (#2084)
  • @phschiele Adds devcontainer support (#2088)
  • @dcajasn Fixes to PowCone3D and updates to test_conic_solvers.py (#2131)
  • @Paulnkk Fix rare bugs in curvature calculation: identity matrices and nondeterministic starting vectors in eigsh (#2086)
  • @SteveDiamond Fix bug with calling Mosek simplex solver (#2126)
  • @rileyjmurray CBC interface: add ability to configure the underlying CLP solver (#1821)
  • @SteveDiamond Remove github banner (#2160)
  • @SteveDiamond Update scipy_wrapper (#2159)

v1.3.2

10 months ago

This is a patch release for 1.3. The patch includes fixes from many contributors:

  • @phschiele Introduce ruff linter (#2049)
  • @Paulnkk Fix scip timelimit no solution (#2084)
  • @phschiele Adds devcontainer support (#2088)
  • @rileyjmurray Correct categorization of tr_inv atom. (#2123)
  • @dcajasn Fixes to PowCone3D and updates to test_conic_solvers.py (#2131)
  • @Paulnkk Fix rare bugs in curvature calculation: non-psd diagonal matrices and starting vectors in eigsh (#2086)
  • @wujianjack Map imprecise status to optimal_inaccurate (#2134)
  • @SteveDiamond Fix bug with calling Mosek simplex solver (#2126)
  • @SteveDiamond Fix conv and add convolve (#2047)
  • @allenlawrence94 fix: scipy time limit raises SolverError (#2080)
  • @bkurtz CBC interface: add ability to configure the underlying CLP solver (#1821)
  • @SteveDiamond remove github banner (#2160)
  • @SteveDiamond Update scipy_wrapper (#2159)
  • @phschiele PR benchmark against base branch (#2161)

v1.1.23

1 year ago

This is a patch release for 1.1. The patch includes fixes from many contributors:

@SteveDiamond Fix cvxpy base deployment https://github.com/cvxpy/cvxpy/pull/2071 @Transurgeon Typo fix in documentation https://github.com/cvxpy/cvxpy/pull/2044 @SteveDiamond Fix Mosek power cone https://github.com/cvxpy/cvxpy/pull/2043 @aszekMosek Clean up Mosek parameter settings https://github.com/cvxpy/cvxpy/pull/2029 @jlchen0 Fix p-norm issue with DGP problems https://github.com/cvxpy/cvxpy/pull/2028 @SteveDiamond Unpin setuptools https://github.com/cvxpy/cvxpy/pull/2022 @samuel-adekunle Update atomic functions docs https://github.com/cvxpy/cvxpy/pull/2016 @phschiele Build wheels on push https://github.com/cvxpy/cvxpy/pull/2008 @SteveDiamond Fix issue with matrix multiplication involving quad https://github.com/cvxpy/cvxpy/pull/2067 @PTNobel Adds error on floats as indices https://github.com/cvxpy/cvxpy/pull/2058 @h-vetinari Fixes for 1.3.0 https://github.com/cvxpy/cvxpy/pull/1998

v1.2.4

1 year ago

This is a patch release for 1.2. The patch includes fixes from many contributors:

@SteveDiamond Fix cvxpy base deployment https://github.com/cvxpy/cvxpy/pull/2071 @Transurgeon Typo fix in documentation https://github.com/cvxpy/cvxpy/pull/2044 @SteveDiamond Fix Mosek power cone https://github.com/cvxpy/cvxpy/pull/2043 @aszekMosek Clean up Mosek parameter settings https://github.com/cvxpy/cvxpy/pull/2029 @jlchen0 Fix p-norm issue with DGP problems https://github.com/cvxpy/cvxpy/pull/2028 @SteveDiamond Unpin setuptools https://github.com/cvxpy/cvxpy/pull/2022 @samuel-adekunle Update atomic functions docs https://github.com/cvxpy/cvxpy/pull/2016 @phschiele Build wheels on push https://github.com/cvxpy/cvxpy/pull/2008 @SteveDiamond Fix issue with matrix multiplication involving quad https://github.com/cvxpy/cvxpy/pull/2067 @PTNobel Adds error on floats as indices https://github.com/cvxpy/cvxpy/pull/2058 @rileyjmurray Remove ill-posed xexp test case https://github.com/cvxpy/cvxpy/pull/2001 @h-vetinari Fixes for 1.3.0 https://github.com/cvxpy/cvxpy/pull/1998