CVXpy 1.4.1, SCS 3.2.3, osqp_python 0.6.3, CVXOPT 1.3.2, CyLP 0.92.2, add `clarabel` solver #36439

mkoeppe · 2023-10-10T05:44:03Z

Current CyLP version does not build with Cython 3. So we upgrade to the just-released CyLP 0.92.x.

Other updates because they are available.

📝 Checklist

The title is concise, informative, and self-explanatory.
The description explains in detail what this PR is about.
I have linked a relevant issue or discussion.
I have created tests covering the changes.
I have updated the documentation accordingly.

⌛ Dependencies

mkoeppe · 2023-12-08T17:48:42Z

@dimpase Please review

dimpase · 2023-12-10T11:18:11Z

there is a deprecation warning

**********************************************************************
File "src/sage/numerical/backends/cvxpy_backend.pyx", line 157, in sage.numerical.backends.cvxpy_backend.CVXPYBackend.noexcept
Failed example:
    cp.solve()
Expected:
    0
Got:
    doctest:warning
      File "/Volumes/dima/sage/src/bin/sage-runtests", line 162, in <module>
        err = DC.run()
      File "/Volumes/dima/sage/src/sage/doctest/control.py", line 1540, in run
        self.run_doctests()
      File "/Volumes/dima/sage/src/sage/doctest/control.py", line 1152, in run_doctests
        self.dispatcher.dispatch()
      File "/Volumes/dima/sage/src/sage/doctest/forker.py", line 2085, in dispatch
        self.parallel_dispatch()
      File "/Volumes/dima/sage/src/sage/doctest/forker.py", line 1980, in parallel_dispatch
        w.start()  # This might take some time
      File "/Volumes/dima/sage/src/sage/doctest/forker.py", line 2254, in start
        super().start()
      File "/opt/homebrew/Cellar/python@3.11/3.11.6_1/Frameworks/Python.framework/Versions/3.11/lib/python3.11/multiprocessing/process.py", line 121, in start
        self._popen = self._Popen(self)
      File "/opt/homebrew/Cellar/python@3.11/3.11.6_1/Frameworks/Python.framework/Versions/3.11/lib/python3.11/multiprocessing/context.py", line 224, in _Popen
        return _default_context.get_context().Process._Popen(process_obj)
      File "/opt/homebrew/Cellar/python@3.11/3.11.6_1/Frameworks/Python.framework/Versions/3.11/lib/python3.11/multiprocessing/context.py", line 281, in _Popen
        return Popen(process_obj)
      File "/opt/homebrew/Cellar/python@3.11/3.11.6_1/Frameworks/Python.framework/Versions/3.11/lib/python3.11/multiprocessing/popen_fork.py", line 19, in __init__
        self._launch(process_obj)
      File "/opt/homebrew/Cellar/python@3.11/3.11.6_1/Frameworks/Python.framework/Versions/3.11/lib/python3.11/multiprocessing/popen_fork.py", line 71, in _launch
        code = process_obj._bootstrap(parent_sentinel=child_r)
      File "/opt/homebrew/Cellar/python@3.11/3.11.6_1/Frameworks/Python.framework/Versions/3.11/lib/python3.11/multiprocessing/process.py", line 314, in _bootstrap
        self.run()
      File "/Volumes/dima/sage/src/sage/doctest/forker.py", line 2226, in run
        task(self.options, self.outtmpfile, msgpipe, self.result_queue)
      File "/Volumes/dima/sage/src/sage/doctest/forker.py", line 2556, in __call__
        doctests, extras = self._run(runner, options, results)
      File "/Volumes/dima/sage/src/sage/doctest/forker.py", line 2608, in _run
        result = runner.run(test)
      File "/Volumes/dima/sage/src/sage/doctest/forker.py", line 908, in run
        return self._run(test, compileflags, out)
      File "/Volumes/dima/sage/src/sage/doctest/forker.py", line 709, in _run
        self.compile_and_execute(example, compiler, test.globs)
      File "/Volumes/dima/sage/src/sage/doctest/forker.py", line 1144, in compile_and_execute
        exec(compiled, globs)
      File "<doctest sage.numerical.backends.cvxpy_backend.CVXPYBackend.noexcept[6]>", line 1, in <module>
        cp.solve()
      File "/Volumes/dima/sage/local/var/lib/sage/venv-python3.11/lib/python3.11/site-packages/cvxpy/problems/problem.py", line 503, in solve
        return solve_func(self, *args, **kwargs)
      File "/Volumes/dima/sage/local/var/lib/sage/venv-python3.11/lib/python3.11/site-packages/cvxpy/problems/problem.py", line 1072, in _solve
        data, solving_chain, inverse_data = self.get_problem_data(
      File "/Volumes/dima/sage/local/var/lib/sage/venv-python3.11/lib/python3.11/site-packages/cvxpy/problems/problem.py", line 646, in get_problem_data
        solving_chain = self._construct_chain(
      File "/Volumes/dima/sage/local/var/lib/sage/venv-python3.11/lib/python3.11/site-packages/cvxpy/problems/problem.py", line 898, in _construct_chain
        return construct_solving_chain(self, candidate_solvers, gp=gp,
      File "/Volumes/dima/sage/local/var/lib/sage/venv-python3.11/lib/python3.11/site-packages/cvxpy/reductions/solvers/solving_chain.py", line 336, in construct_solving_chain
        warnings.warn(ECOS_DEPRECATION_MSG, FutureWarning)
      File "/opt/homebrew/Cellar/python@3.11/3.11.6_1/Frameworks/Python.framework/Versions/3.11/lib/python3.11/warnings.py", line 109, in _showwarnmsg
        sw(msg.message, msg.category, msg.filename, msg.lineno,
    :
    FutureWarning:
        Your problem is being solved with the ECOS solver by default. Starting in
        CVXPY 1.5.0, Clarabel will be used as the default solver instead. To continue
        using ECOS, specify the ECOS solver explicitly using the ``solver=cp.ECOS``
        argument to the ``problem.solve`` method.
    <BLANKLINE>
    0

dimpase · 2023-12-10T11:40:21Z

there is also this:

platform linux -- Python 3.11.6, pytest-7.4.3, pluggy-1.3.0
rootdir: /mnt/opt/Sage/sage-clang/src
configfile: tox.ini
plugins: anyio-4.0.0
collected 50 items / 1 error / 1 skipped                                                                                                                                                                                              

=============================================================================================================== ERRORS ================================================================================================================
___________________________________________________________________________________ ERROR collecting sage/numerical/backends/cvxpy_backend_test.py ____________________________________________________________________________________
/usr/lib/python3.11/site-packages/_pytest/runner.py:341: in from_call
    result: Optional[TResult] = func()
/usr/lib/python3.11/site-packages/_pytest/runner.py:372: in <lambda>
    call = CallInfo.from_call(lambda: list(collector.collect()), "collect")
/usr/lib/python3.11/site-packages/_pytest/python.py:531: in collect
    self._inject_setup_module_fixture()
/usr/lib/python3.11/site-packages/_pytest/python.py:545: in _inject_setup_module_fixture
    self.obj, ("setUpModule", "setup_module")
/usr/lib/python3.11/site-packages/_pytest/python.py:310: in obj
    self._obj = obj = self._getobj()
/usr/lib/python3.11/site-packages/_pytest/python.py:528: in _getobj
    return self._importtestmodule()
/usr/lib/python3.11/site-packages/_pytest/python.py:617: in _importtestmodule
    mod = import_path(self.path, mode=importmode, root=self.config.rootpath)
/usr/lib/python3.11/site-packages/_pytest/pathlib.py:540: in import_path
    spec.loader.exec_module(mod)  # type: ignore[union-attr]
/usr/lib/python3.11/site-packages/_pytest/assertion/rewrite.py:186: in exec_module
    exec(co, module.__dict__)
src/sage/numerical/backends/cvxpy_backend_test.py:6: in <module>
    @pytest.importorskip("cvxpy")
E   TypeError: 'module' object is not callable
======================================================================================================= short test summary info =======================================================================================================
ERROR src/sage/numerical/backends/cvxpy_backend_test.py - TypeError: 'module' object is not callable
!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!! Interrupted: 1 error during collection !!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!
===================================================================================================== 1 skipped, 1 error in 2.88s =====================================================================================================
make[1]: *** [Makefile:233: test] Error 21

mkoeppe · 2023-12-10T17:30:11Z

Thanks for testing, I'll take a look.

dimpase · 2023-12-10T17:51:56Z

on another Linux system, numerical noise in cvxpy_backend's tests, where one gets -0.0 instead of 0.0.
So these need abstol. I'll send a diff later

mkoeppe · 2023-12-10T17:57:12Z

feel free to just push to the branch

…ad of --no-build-isolation, patch out version constraints in pyproject.toml

dimpase

lgtm

github-actions · 2023-12-11T15:06:27Z

Documentation preview for this PR (built with commit 3bc7ea6; changes) is ready! 🎉

mkoeppe · 2023-12-11T16:21:58Z

Thanks, DIma.

vbraun force-pushed the develop branch 2 times, most recently from 883e05f to e349b00 Compare November 12, 2023 16:25

Matthias Koeppe and others added 16 commits December 11, 2023 14:29

build/pkgs/cvxpy: Update to 1.4.0

76d0201

build/pkgs/scs: Update to 3.2.3

3af06b0

build/pkgs/osqp_python: Update to 0.6.3

67026d6

build/pkgs/cvxopt: Update to 1.3.2

33d0be2

build/pkgs/cylp: Update to 0.91.6

e4df296

build/pkgs/cylp: Add patch for Cython 3

94d4b77

build/pkgs/clarabel: New pip package, cvxpy dependency

7f94b4e

build/pkgs/cvxpy/dependencies: Add clarabel

dbe2277

build/pkgs/{cvxpy,ecos_python,osqp_python,scs}/spkg-install.in: Inste…

8f04313

…ad of --no-build-isolation, patch out version constraints in pyproject.toml

build/pkgs/cylp: Update to 0.92.0

c1e87d4

build/pkgs/cvxpy: Update to 1.4.1

17735d6

build/pkgs/cylp: Update to 0.92.1

f009651

build/pkgs/cylp/patches/cython3.patch: Remove (upstreamed)

ed79483

build/pkgs/cylp: Update to 0.92.2

5279474

allow -0.0 as well as 0.0

d91ccbb

doctest fix

3bc7ea6

dimpase force-pushed the cvxpy_1_4 branch from 382df3e to 3bc7ea6 Compare December 11, 2023 14:30

dimpase approved these changes Dec 11, 2023

View reviewed changes

dimpase added s: positive review and removed s: needs work labels Dec 11, 2023

vbraun merged commit 2fd122b into sagemath:develop Dec 14, 2023

S17A05 removed the s: positive review label Apr 13, 2024

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CVXpy 1.4.1, SCS 3.2.3, osqp_python 0.6.3, CVXOPT 1.3.2, CyLP 0.92.2, add `clarabel` solver #36439

CVXpy 1.4.1, SCS 3.2.3, osqp_python 0.6.3, CVXOPT 1.3.2, CyLP 0.92.2, add `clarabel` solver #36439

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CVXpy 1.4.1, SCS 3.2.3, osqp_python 0.6.3, CVXOPT 1.3.2, CyLP 0.92.2, add clarabel solver #36439

CVXpy 1.4.1, SCS 3.2.3, osqp_python 0.6.3, CVXOPT 1.3.2, CyLP 0.92.2, add clarabel solver #36439

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📝 Checklist

⌛ Dependencies

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CVXpy 1.4.1, SCS 3.2.3, osqp_python 0.6.3, CVXOPT 1.3.2, CyLP 0.92.2, add `clarabel` solver #36439

CVXpy 1.4.1, SCS 3.2.3, osqp_python 0.6.3, CVXOPT 1.3.2, CyLP 0.92.2, add `clarabel` solver #36439

mkoeppe commented Oct 10, 2023 •

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