Update dependency cvxpy to v1.9.1#4
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This PR contains the following updates:
1.5.3→1.9.1Release Notes
cvxpy/cvxpy (cvxpy)
v1.9.1: CVXPY 1.9.1Compare Source
CVXPY 1.9.1
This patch release contains bug fixes and follow-up improvements for CVXPY 1.9.
Summary
This new release totaled 8 PRs from 3 contributors.
v1.9.0: CVXPY 1.9.0Compare Source
CVXPY 1.9
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 3.11 through 3.14. We will support CVXPY 1.9 with bugfixes while developing the 1.10 release. CVXPY 1.8 and older are no longer supported.
Disciplined Nonlinear Programming (DNLP)
This release introduces Disciplined Nonlinear Programming (DNLP), a ruleset that extends CVXPY beyond convex optimization to a broad class of nonlinear problems. DNLP canonicalizes nonsmooth functions in the same way as DCP, but allows for general smooth functions to be used otherwise.
To use DNLP, pass
nlp=Truetoproblem.solve(...). Supported NLP solvers include IPOPT, KNITRO, UNO, and COPT. See the DNLP tutorial for more details and examples.Variable bounds
Variable bounds can now be specified with expressions involving parameters, and also support sparse bound arrays (when the variable itself is sparse). Many solvers now natively use variable bounds when they are provided.
DPP for parametric quadratic objectives
quad_form(x, P)with a parametric PSD matrixPis now DPP-compliant on solvers that natively support quadratic objectives, allowing efficient re-solves when onlyP's value changes.New features
a ** xnow works for positive constanta(canonicalized viaexp(x * log(a)))axisargument support forsum_largestandsum_smallestaxissupport generalized acrossAxisAtomcanonicalizers (max,norm_inf,log_sum_exp,cummax, ...)Parametervalues may now be±infSummary
This new release totaled 124 PRs from 25 contributors.
v1.8.2: CVXPY 1.8.2Compare Source
CVXPY 1.8.2
This is a patch release with bugfixes and solver interface updates.
Bugfixes
Solver interface updates
Improvements
Test fixes
This new release totaled 37 PRs from 6 contributors.
v1.8.1Compare Source
This new release totaled 7 PRs from 3 contributors.
v1.8.0Compare Source
CVXPY 1.8
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 3.11 through 3.14. We will support CVXPY 1.8 with bugfixes while developing the 1.9 release. CVXPY 1.7 and older are no longer supported.
Adoption of SPEC 0
In this release we decided to adopt the minimum supported dependencies SPEC (Scientific Python Ecosystem Coordination). Notably, this means that we have dropped support for Python 3.10 and NumPy < 2.0.
New canonicalization backend
This release introduces a new backend which can handle a very large number of parameters. To use the backend, please specify the argument
canon_backend="COO"when solving a DPP problem.New default MILP solver
CVXPY adds the open source solver HiGHS as its default mixed-integer linear programming (MILP) solver. HiGHS is a high performance serial and parallel solver for large scale sparse linear optimization problems developed by a team from the University of Edinburgh.
Power cone canonicalization
Four atoms,
power,geo_mean,pnorm, andinv_prodnow take a parameterapproxthat determines whether CVXPY canonicalizes the atom using many SOCs or one power cone. Feel free to setapprox=Falseand report on whether it improves performance or accuracy!Logical boolean operations
CVXPY now supports logical boolean operations on boolean expressions via the
cp.logicmodule. The new atoms arecp.logic.AND,cp.logic.OR,cp.logic.NOT, andcp.logic.XOR.New features
einsumstacknum_itersto Gurobi conic solver solution infoSummary
This new release totaled 115 PRs from 35 contributors.
v1.7.5Compare Source
Patch notes 1.7.5 (from #3026)
This is a micro patch release which adds a new Moreau Interface.
v1.7.4Compare Source
Patch notes 1.7.4 (from #3011)
This is a micro patch release which fixes many bugs and updates to the documentation.
v1.7.3Compare Source
Patch notes 1.7.3
This is a micro patch release which fixes many bugs and updates to the documentation.
Special shoutout to new contributors: @thisisRMak and @ClayCampaigne !
v1.7.2: v.1.7.2Compare Source
Patch notes 1.7.2
This is a micro patch release which fixes many bugs and typos.
v1.7.1Compare Source
Patch notes 1.7.1
This is a micro patch release which fixes two bugs from the 1.7.0 release.
Bug fixes
v1.7.0Compare Source
CVXPY 1.7
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 3.9 through 3.13. While working on the next release, we continue to officially support CVXPY 1.6.
New GPU solvers
CVXPY begins supporting GPU solvers in this release. The following solvers are supported:
MPAX runs on a GPU device specified by the JAX environment. MPAX, cuOpt, and CuClarabel are new solver interfaces that can be used with CVXPY. SCS has a new backend based on cuDSS that can be used through the existing SCS interface.
Sparse array support
SciPy is deprecating the sparse matrix API in favor of sparse arrays. See the migration guide here.
CVXPY 1.7 supports the new sparse array API but continues to support the sparse matrix API for backwards compatibility.
Update on reshape order
In CVXPY 1.6, we began raising warnings for the default reshape order being Fortran ('F'),
which differs from NumPy's default order ('C'). We also mentioned that we would raise an error
if the order was not specified in CVXPY 1.7, and switch the default order to 'C' in CVXPY 1.8.
However, we have decided to postpone these changes to CVXPY 2.0, the next major release.
We believe that raising errors could break existing code and cause confusion among users.
We encourage users to continue explicitly specifying the order when using reshape, vec, and flatten atoms.
New features
broadcast_totranspose(expr, axes)swapaxesmoveaxispermute_dimsSummary
This new release totaled 84 PRs from 27 users.
Special shoutout to @PTNobel for leading the integration of GPU solver interfaces into CVXPY.
v1.6.7Compare Source
Patch notes (from #2859)
This is a micro patch release which fixes a few bugs.
Bug fixes
.valuewith sparse leaves @PTNobelv1.6.6Compare Source
Patch notes (from #2821)
This is a micro patch release which fixes a few bugs and updates solver interfaces.
Bug fixes
v1.6.5Compare Source
Patch notes (from #2789)
This is a micro patch release which fixes a few bugs and updates solver interfaces.
Bug fixes
v1.6.4Compare Source
Patch notes (from #2748)
This is a micro patch release which adds an interface for QOCO.
Notably this release will allow cvxpygen to use the interface and integrate with qocogen.
All three PRs are from @govindchari , author of QOCO.
v1.6.3Compare Source
Patch notes (from #2748)
This is a micro patch release which fixes two bugs.
Bug fixes
v1.6.2Compare Source
Patch notes (from [#̴
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