CVXR
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`ignore_dcp` option is not working as intended
When calling solve
with ignore_dcp = TRUE
, the DCP check is still run. I can spot where this is happening in https://github.com/cvxgrp/CVXR/blob/master/R/problem.R, near line 473:
if(!is_dcp(object)) {
if(ignore_dcp)
print("Problem does not follow DCP rules. Solving a convex relaxation.")
else
stop("Problem does not follow DCP rules.")
}
I would suggest replacing with
if (!ignore_dcp) {
if(!is_dcp(object)) {
stop("Problem does not follow DCP rules.")
}
}