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SciPy 1.9 compatibility #1931

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merged 1 commit into from Nov 5, 2022
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@phschiele phschiele commented Nov 5, 2022

Description

Fixes #1930

Type of change

  • New feature (backwards compatible)
  • New feature (breaking API changes)
  • Bug fix
  • Other (Documentation, CI, ...)

Contribution checklist

  • Add our license to new files.
  • Check that your code adheres to our coding style.
  • Write unittests.
  • Run the unittests and check that they’re passing.
  • Run the benchmarks to make sure your change doesn’t introduce a regression.

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github-actions bot commented Nov 5, 2022

Benchmarks that have stayed the same:

   before           after         ratio
 [643f5e11]       [1b00936e]
      1.56±0s          1.58±0s     1.01  simple_LP_benchmarks.SimpleScalarParametrizedLPBenchmark.time_compile_problem
      39.6±0s          39.8±0s     1.01  sdp_segfault_1132_benchmark.SDPSegfault1132Benchmark.time_compile_problem
      25.4±0s          25.5±0s     1.01  cvar_benchmark.CVaRBenchmark.time_compile_problem
      9.61±0s          9.65±0s     1.00  svm_l1_regularization.SVMWithL1Regularization.time_compile_problem
      20.5±0s          20.5±0s     1.00  simple_LP_benchmarks.SimpleLPBenchmark.time_compile_problem
      3.71±0s          3.71±0s     1.00  simple_LP_benchmarks.SimpleFullyParametrizedLPBenchmark.time_compile_problem
      19.1±0s          19.1±0s     1.00  qp_1611_benchmark.QP1611Benchmark.time_compile_problem
      8.41±0s          8.38±0s     1.00  optimal_advertising.OptimalAdvertising.time_compile_problem
      8.35±0s          8.31±0s     0.99  huber_regression.HuberRegression.time_compile_problem
      7.18±0s          7.10±0s     0.99  semidefinite_programming.SemidefiniteProgramming.time_compile_problem

@SteveDiamond SteveDiamond merged commit 86e8508 into cvxpy:master Nov 5, 2022
@SteveDiamond SteveDiamond added this to the new patch milestone Nov 14, 2022
@SteveDiamond SteveDiamond added the next patch Not yet included in a patch label Nov 17, 2022
@SteveDiamond SteveDiamond mentioned this pull request Nov 22, 2022
9 tasks
This was referenced Nov 22, 2022
@SteveDiamond SteveDiamond removed the next patch Not yet included in a patch label Nov 23, 2022
SteveDiamond added a commit that referenced this pull request Dec 27, 2022
* cap ortools at 9.3

* fix mosek

* switch pcp opt vals back

* resolve merge conflict

* Update __init__.py

Resolve #1910

* allow list as shape input

* fix gradient for multidimensional quad form (#1854)

* fix multidimensional quad form

* autoblack messed up line ordering

* Adding edge case handling for string inputs into norm (#1871)

* Adding edge case handling for string inputs into norm

Signed-off-by: KerimovEmil <emilkerimov93@gmail.com>

* Update cvxpy/atoms/norm.py

Co-authored-by: phschiele <44360364+phschiele@users.noreply.github.com>

* Adding norm exception tests to ensure that invalid string inputs are caught

Signed-off-by: KerimovEmil <emilkerimov93@gmail.com>
Co-authored-by: phschiele <44360364+phschiele@users.noreply.github.com>
Co-authored-by: Steven Diamond <steven@gridmatic.com>

* Fix time_limit_sec for GLOP and PDLP (#1859)

Fixes #1858

* disallow float for diamatrix values (#1931)

* pin setuptools

* Make log_det robust to numerical issues with complex data (#1866)

* log_det takes Hermitian part of its input, therefore can assume that "sign" from numpys slogdet is real.

* Update test_complex.py

* Update test_complex.py

Make certain failing tests verbose, so we can see why logdet tests fail on a small number of platforms.

* guess for fix

* lower precision of test log det

* Update cvxpy/tests/test_complex.py

Remove verbose

Co-authored-by: phschiele <44360364+phschiele@users.noreply.github.com>

* Update cvxpy/tests/test_complex.py

Remove verbose from test

Co-authored-by: phschiele <44360364+phschiele@users.noreply.github.com>

Co-authored-by: Steven Diamond <diamond.po.central@gmail.com>
Co-authored-by: Steven Diamond <steven@gridmatic.com>
Co-authored-by: phschiele <44360364+phschiele@users.noreply.github.com>

* Adapt to API changes in gurobipy (#1962)

Signed-off-by: KerimovEmil <emilkerimov93@gmail.com>
Co-authored-by: Riley Murray <rileyjmurray@users.noreply.github.com>
Co-authored-by: phschiele <44360364+phschiele@users.noreply.github.com>
Co-authored-by: Robert Huisman <74955560+roberthuisman@users.noreply.github.com>
Co-authored-by: KerimovEmil <emilkerimov93@gmail.com>
Co-authored-by: Miles Lubin <miles.lubin@gmail.com>
Co-authored-by: Theodore Aptekarev <aptekarev@gmail.com>
Co-authored-by: Robert Luce <2168992+rluce@users.noreply.github.com>
SteveDiamond added a commit that referenced this pull request Dec 27, 2022
* fix osqp warm start (#1882)

* switch SCS timings to seconds (#1880)

Co-authored-by: Steven Diamond <steven@gridmatic.com>

* merge fix

* merge fix

* Fix SOC residual (#1844)

* fix SOC residual

* dimension test

* Suggestion for how to compute SOC residual (#1853)

Co-authored-by: phschiele <44360364+phschiele@users.noreply.github.com>

* Fix bug with diff (#1835)

* fix #1834

* test error

Co-authored-by: Steven Diamond <steven@gridmatic.com>

* fix #1828 (#1829)

* fix mosek

* switch pcp opt vals back

* resolved merge conflicts

* removed mi_lp_5 test

* Update __init__.py

Resolve #1910

* allow lists as shape definitions

* fix types

* fix types for 3.6

* fix gradient for multidimensional quad form (#1854)

* fix multidimensional quad form

* autoblack messed up line ordering

* Adding edge case handling for string inputs into norm (#1871)

* Adding edge case handling for string inputs into norm

Signed-off-by: KerimovEmil <emilkerimov93@gmail.com>

* Update cvxpy/atoms/norm.py

Co-authored-by: phschiele <44360364+phschiele@users.noreply.github.com>

* Adding norm exception tests to ensure that invalid string inputs are caught

Signed-off-by: KerimovEmil <emilkerimov93@gmail.com>
Co-authored-by: phschiele <44360364+phschiele@users.noreply.github.com>
Co-authored-by: Steven Diamond <steven@gridmatic.com>

* disallow float for diamatrix values (#1931)

* add setup.cfg

* Make log_det robust to numerical issues with complex data (#1866)

* log_det takes Hermitian part of its input, therefore can assume that "sign" from numpys slogdet is real.

* Update test_complex.py

* Update test_complex.py

Make certain failing tests verbose, so we can see why logdet tests fail on a small number of platforms.

* guess for fix

* lower precision of test log det

* Update cvxpy/tests/test_complex.py

Remove verbose

Co-authored-by: phschiele <44360364+phschiele@users.noreply.github.com>

* Update cvxpy/tests/test_complex.py

Remove verbose from test

Co-authored-by: phschiele <44360364+phschiele@users.noreply.github.com>

Co-authored-by: Steven Diamond <diamond.po.central@gmail.com>
Co-authored-by: Steven Diamond <steven@gridmatic.com>
Co-authored-by: phschiele <44360364+phschiele@users.noreply.github.com>

* Adapt to API changes in gurobipy (#1962)

Signed-off-by: KerimovEmil <emilkerimov93@gmail.com>
Co-authored-by: Fabian Schramm <55981657+fabinsch@users.noreply.github.com>
Co-authored-by: phschiele <44360364+phschiele@users.noreply.github.com>
Co-authored-by: Riley Murray <rileyjmurray@users.noreply.github.com>
Co-authored-by: Robert Huisman <74955560+roberthuisman@users.noreply.github.com>
Co-authored-by: KerimovEmil <emilkerimov93@gmail.com>
Co-authored-by: Theodore Aptekarev <aptekarev@gmail.com>
Co-authored-by: Robert Luce <2168992+rluce@users.noreply.github.com>
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Compatibility with scipy 1.9 / test suite failure with cvxpy 1.2.2
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