Patch 1.4.1 (#2261)

* change conic solver preference order (#2259)

* fix time limit test

* Include use_quad_obj in cache (#2262)

---------

Co-authored-by: Paul Goulart <paul.goulart@eng.ox.ac.uk>
Co-authored-by: Maximilian Schaller <max@schaller.id>

cvxpy/problems/problem.py

@@ -107,8 +107,8 @@ def invalidate(self) -> None:
         self.param_prog = None
         self.inverse_data = None
 
-    def make_key(self, solver, gp, ignore_dpp):
-        return (solver, gp, ignore_dpp)
+    def make_key(self, solver, gp, ignore_dpp, use_quad_obj):
+        return (solver, gp, ignore_dpp, use_quad_obj)
 
     def gp(self):
         return self.key is not None and self.key[1]
@@ -634,8 +634,13 @@ def get_problem_data(
             raise DPPError("Cannot set enforce_dpp = True and ignore_dpp = True.")
 
         start = time.time()
-        # Cache includes ignore_dpp because it alters compilation.
-        key = self._cache.make_key(solver, gp, ignore_dpp)
+        # Cache includes ignore_dpp and solver_opts['use_quad_obj']
+        # because they alter compilation.
+        if solver_opts is None:
+            use_quad_obj = None
+        else:
+            use_quad_obj = solver_opts.get('use_quad_obj', None)
+        key = self._cache.make_key(solver, gp, ignore_dpp, use_quad_obj)
         if key != self._cache.key:
             self._cache.invalidate()
             solving_chain = self._construct_chain(

cvxpy/reductions/solvers/defines.py

@@ -72,7 +72,7 @@
 # CONIC_SOLVERS and QP_SOLVERS are sorted in order of decreasing solver
 # preference. QP_SOLVERS are those for which we have written interfaces
 # and are supported by QpSolver.
-CONIC_SOLVERS = [s.MOSEK, s.ECOS, s.CLARABEL, s.SCS, s.SDPA,
+CONIC_SOLVERS = [s.MOSEK, s.ECOS, s.SCS, s.CLARABEL, s.SDPA,
                  s.CPLEX, s.GUROBI, s.COPT, s.GLPK, s.NAG,
                  s.GLPK_MI, s.CBC, s.CVXOPT, s.XPRESS, s.DIFFCP,
                  s.SCIP, s.SCIPY, s.GLOP, s.PDLP, s.ECOS_BB]
@@ -115,3 +115,4 @@ def installed_solvers():
   slv for slv in INSTALLED_SOLVERS if slv in CONIC_SOLVERS]
 INSTALLED_MI_SOLVERS = [
   slv for slv in INSTALLED_SOLVERS if slv in MI_SOLVERS]
+

cvxpy/tests/test_conic_solvers.py

@@ -2196,7 +2196,7 @@ def test_scipy_mi_time_limit_reached(self) -> None:
         sth = sths.mi_lp_7()
 
         # We only check that the option does not raise an error.
-        sth.solve(solver='SCIPY', scipy_options={"time_limit": 0.1})
+        sth.solve(solver='SCIPY', scipy_options={"time_limit": 100.0})
 
 
 @unittest.skipUnless('COPT' in INSTALLED_SOLVERS, 'COPT is not installed.')

cvxpy/tests/test_problem.py

@@ -237,6 +237,20 @@ def test_get_problem_data(self) -> None:
         self.assertIsNone(data["A"])
         self.assertEqual(data["G"].shape, (3, 3))
 
+        # caching use_quad_obj
+        p = Problem(cp.Minimize(cp.sum_squares(self.x) + 2))
+        data, _, _ = p.get_problem_data(s.SCS, solver_opts={"use_quad_obj": False})
+        dims = data[ConicSolver.DIMS]
+        self.assertEqual(dims.soc, [4])
+        self.assertEqual(data["c"].shape, (3,))
+        self.assertEqual(data["A"].shape, (4, 3))
+        data, _, _ = p.get_problem_data(s.SCS, solver_opts={"use_quad_obj": True})
+        dims = data[ConicSolver.DIMS]
+        self.assertEqual(dims.soc, [])
+        self.assertEqual(data["P"].shape, (2, 2))
+        self.assertEqual(data["c"].shape, (2,))
+        self.assertEqual(data["A"].shape, (0, 2))
+
         if s.CVXOPT in INSTALLED_SOLVERS:
             data, _, _ = Problem(cp.Minimize(cp.norm(self.x) + 3)).get_problem_data(
                 s.CVXOPT)