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[Fix] decrease tolerance on forecast #1655
The aim of this PR is to fix #1654 by decreasing the solver tolerance. At the moment, the current tolerance is 0.001, which I think is too high for getting any quality solutions.
As you can see here, cvxpy (and osqp) improved its solver. In fact, some unnecessary extra variables were introduced during the problem resolution. Below, the previous version verbose result:
here, you can see that
To me, this indicates that the 2 versions of cvxpy are solving a different problem. Fixing the tolerance issue may be a good starting point for our test to stop failing. Does it make sense @maurozucchelli @arokem @Garyfallidis ?
@@ Coverage Diff @@ ## master #1655 +/- ## ========================================= Coverage ? 87.31% ========================================= Files ? 246 Lines ? 32613 Branches ? 3552 ========================================= Hits ? 28477 Misses ? 3275 Partials ? 861