Steven Diamond
Steven Diamond
I've uploaded the .cip file for the above CVXPY formulation. (Renamed to .txt so github allows the attachment.) [cvxpy_socp_3.txt](https://github.com/scipopt/PySCIPOpt/files/9629597/cvxpy_socp_3.txt)
The next CVXPY and ecos-python releases will be on manylinux2014.
@zcyang if you update to the latest cvxpy that might help a bit. This is a big issue that will take time to address.
This package is basically deprecated. Take a look at "pyportfolioopt".
Random update here, there's been a lot of progress towards adding the necessary canonicalization for OSQP to cvxpy, on the ``param_qp`` branch.
Maybe we could expand apply_parameters to take in a matrix of parameters (one column for each item in the batch)? @bamos is this what you mean by batching?
> For reasons unknown to me, the test meaningfully fails on Ubuntu and macOS Python 3.8, and macOS Python 3.7. Maybe it has something to do with how these cases...
FYI @aszekMosek two of the mosek tests are failing due to the new v10 release.
This is ready for review. The test failures are due to a new mosek release. EDIT: not sure what's going on with benchmarks...
@phschiele @rileyjmurray can we review and merge this? It has a fix for the failing mosek tests.