Opened 8 months ago

Last modified 4 weeks ago

#31962 new enhancement

Package cvxpy, add SDP backend

Reported by: mkoeppe Owned by:
Priority: major Milestone: sage-9.6
Component: linear programming Keywords:
Cc: dimpase, yzh Merged in:
Authors: Matthias Koeppe, ... Reviewers:
Report Upstream: N/A Work issues:
Branch: u/mkoeppe/package_cvxpy (Commits, GitHub, GitLab) Commit: 050bde2bdba63cc6f5b58de1a3510928754aab02
Dependencies: Stopgaps:

Status badges

Description (last modified by mkoeppe)

We add cvxpy for disciplined convex programming and extensions.

See also cvxpylayers.

Requirements listed in cvxpy's setup.py:

python_requires='>=3.6',
install_requires=["osqp >= 0.4.1",
                  "ecos >= 2",
                  "scs >= 1.1.6",
                  "numpy >= 1.15",
                  "scipy >= 1.1.0"],

So the new dependencies are:

In addition, osqp's requirements.txt lists: numpy >= 1.7, scipy >= 0.13.2, qdldl

which adds:

Finally, qldl-python depends on pybind11 (already an SPKG)

Change History (21)

comment:1 Changed 8 months ago by mkoeppe

  • Description modified (diff)

comment:2 Changed 8 months ago by mkoeppe

  • Branch set to u/mkoeppe/package_cvxpy

comment:3 Changed 8 months ago by slelievre

  • Commit set to dd94452e7d030ee49e1551f4ea0914020f7188ff
  • Description modified (diff)

New commits:

dd94452build/pkgs/cvxpy: New pip package

comment:4 follow-up: Changed 8 months ago by dimpase

can we get some examples/tests using it, too?

comment:5 Changed 8 months ago by mkoeppe

  • Description modified (diff)

comment:6 in reply to: ↑ 4 Changed 8 months ago by mkoeppe

Replying to dimpase:

can we get some examples/tests using it, too?

see #31981

comment:7 Changed 6 months ago by mkoeppe

  • Milestone changed from sage-9.4 to sage-9.5

comment:8 Changed 6 months ago by mkoeppe

  • Summary changed from Package cvxpy to Package cvxpy, add SDP backend

comment:9 Changed 6 months ago by git

  • Commit changed from dd94452e7d030ee49e1551f4ea0914020f7188ff to de29f81e036d0638bb4b07bb41d434659dcdd545

Branch pushed to git repo; I updated commit sha1. New commits:

714ac44sage.numerical.backends.generic_sdp_backend.{get_solver,default_sdp_solver}: Refactor through new function resolve_sdp_solver
de29f81sage.numerical.backends.cvxpy_sdp_backend: New

comment:10 Changed 6 months ago by git

  • Commit changed from de29f81e036d0638bb4b07bb41d434659dcdd545 to 9391d0aa72a7cca4169fef8efdcfc60521d6caaf

Branch pushed to git repo; I updated commit sha1. This was a forced push. New commits:

055838bbuild/pkgs/cvxpy: New pip package
001cba1sage.numerical.backends.generic_sdp_backend.{get_solver,default_sdp_solver}: Refactor through new function resolve_sdp_solver
22367cbsage.numerical.backends.cvxpy_sdp_backend: New
9391d0aReplace CVXPYSDPBackendFactory by functools.partial

comment:11 Changed 6 months ago by git

  • Commit changed from 9391d0aa72a7cca4169fef8efdcfc60521d6caaf to 8afe7b3805b0ca389935b0b40b5633bf1b10e3fe

Branch pushed to git repo; I updated commit sha1. New commits:

8afe7b3CVXPYSDPBackend.cvxpy_problem: New

comment:12 Changed 6 months ago by git

  • Commit changed from 8afe7b3805b0ca389935b0b40b5633bf1b10e3fe to 19c707a492046098ef653ab4281faf8e266570b8

Branch pushed to git repo; I updated commit sha1. New commits:

c701cc2MatrixSDPBackend._update_problem: New
19c707aCVXPYSDPBackend.cvxpy_variables, solve, get_objective_value: New

comment:13 Changed 6 months ago by git

  • Commit changed from 19c707a492046098ef653ab4281faf8e266570b8 to e18f72ca6d9cdeef7b07fbb2a6bbcd85e02ac2f1

Branch pushed to git repo; I updated commit sha1. New commits:

e18f72cCVXPYSDPBackend: Add more stubs

comment:14 Changed 6 months ago by mkoeppe

  • Authors set to Matthias Koeppe, ...

Ready for a look by an SDP expert...

comment:15 Changed 6 months ago by git

  • Commit changed from e18f72ca6d9cdeef7b07fbb2a6bbcd85e02ac2f1 to 0ec2ccf3cb7adb93bad48edc1703df43aa31756e

Branch pushed to git repo; I updated commit sha1. This was a forced push. New commits:

92dd31fMatrixSDPBackend._update_problem: New
1850188build/pkgs/cvxpy: New pip package
7aae0besage.numerical.backends.generic_sdp_backend.{get_solver,default_sdp_solver}: Refactor through new function resolve_sdp_solver
0ec2ccfCVXPYSDPBackend.cvxpy_problem: New

comment:16 Changed 6 months ago by mkoeppe

  • Description modified (diff)

comment:17 Changed 6 months ago by git

  • Commit changed from 0ec2ccf3cb7adb93bad48edc1703df43aa31756e to 050bde2bdba63cc6f5b58de1a3510928754aab02

Branch pushed to git repo; I updated commit sha1. New commits:

050bde2CVXPYSDPBackend.get_variable_value, dual_value: Implement

comment:18 Changed 7 weeks ago by mkoeppe

  • Milestone changed from sage-9.5 to sage-9.6

comment:19 Changed 6 weeks ago by mkoeppe

  • Description modified (diff)

comment:20 Changed 6 weeks ago by mkoeppe

  • Description modified (diff)

comment:21 Changed 4 weeks ago by mkoeppe

  • Description modified (diff)
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