TestSCIPY.test_scipy_mi_time_limit_reached failed: Solver 'SCIPY' failed. Try another solver ...

[yurivict]

Describe the bug

――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――― TestSCIPY.test_scipy_mi_time_limit_reached ――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――――

self = <cvxpy.tests.test_conic_solvers.TestSCIPY testMethod=test_scipy_mi_time_limit_reached>

    @unittest.skipUnless('SCIPY' in INSTALLED_MI_SOLVERS, 'SCIPY version cannot solve MILPs')
    def test_scipy_mi_time_limit_reached(self) -> None:
        sth = sths.mi_lp_7()
    
        # run without enough time to find optimum
>       sth.solve(solver='SCIPY', scipy_options={"time_limit": 0.01})

cvxpy/tests/test_conic_solvers.py:2091: 
_ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _
cvxpy/tests/solver_test_helpers.py:38: in solve
    self.prob.solve(solver=solver, **kwargs)
cvxpy/problems/problem.py:495: in solve
    return solve_func(self, *args, **kwargs)
cvxpy/problems/problem.py:1070: in _solve
    self.unpack_results(solution, solving_chain, inverse_data)
_ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _

self = Problem(Maximize(Expression(AFFINE, UNKNOWN, ())), [Inequality(Variable((192,), pos=True)), Inequality(Variable((192,)...(Expression(AFFINE, UNKNOWN, (192,))), Inequality(Variable((192,), pos=True)), Inequality(Variable((192,), pos=True))])
solution = Solution(solver_error, {}, {}, {})
chain = Chain(reductions=[<cvxpy.reductions.flip_objective.FlipObjective object at 0x9ef334d30>, <cvxpy.reductions.dcp2cone.dc...trixStuffing object at 0x9ef34acd0>, <cvxpy.reductions.solvers.conic_solvers.scipy_conif.SCIPY object at 0x959717ee0>])
inverse_data = [[], <cvxpy.reductions.inverse_data.InverseData object at 0x9ef34ae50>, ({20424: Variable((192,)), 20425: Variable((19...,))), Zero(Expression(AFFINE, UNKNOWN, ()))], 'is_mip': [384, 385, 386, 387, 388, 389, ...], 'offset': array(0.), ...}]

    def unpack_results(self, solution, chain: SolvingChain, inverse_data) -> None:
        """Updates the problem state given the solver results.
    
        Updates problem.status, problem.value and value of
        primal and dual variables.
    
        Arguments
        _________
        solution : object
            The solution returned by applying the chain to the problem
            and invoking the solver on the resulting data.
        chain : SolvingChain
            A solving chain that was used to solve the problem.
        inverse_data : list
            The inverse data returned by applying the chain to the problem.
    
        Raises
        ------
        cvxpy.error.SolverError
            If the solver failed
        """
    
        solution = chain.invert(solution, inverse_data)
        if solution.status in s.INACCURATE:
            warnings.warn(
                "Solution may be inaccurate. Try another solver, "
                "adjusting the solver settings, or solve with "
                "verbose=True for more information."
            )
        if solution.status == s.INFEASIBLE_OR_UNBOUNDED:
            warnings.warn(INF_OR_UNB_MESSAGE)
        if solution.status in s.ERROR:
>           raise error.SolverError(
                    "Solver '%s' failed. " % chain.solver.name() +
                    "Try another solver, or solve with verbose=True for more "
                    "information.")
E           cvxpy.error.SolverError: Solver 'SCIPY' failed. Try another solver, or solve with verbose=True for more information.

cvxpy/problems/problem.py:1395: SolverError

To Reproduce
Regular tests.

Version

• OS: FreeBSD 13.2
• CVXPY Version: 1.3.2
• Python: 3.9

[rileyjmurray]

This test passes or fails nondeterministically, since it's a matter of how fast the machine runs. I think this has been reported elsewhere. In any case, we need a fix. Setting the time limit to something much smaller (1e-6 instead of 1e-2) might be a practical solution.

[rileyjmurray]

Resolved in #2249.