sunilshah
sunilshah
Thanks! The upgraded version fails on two items in my tests. 1) MultiPeriodOptimization.ipynb fails at line 353 in policies.py 353 z = cvx.Variable(*w.size) 354 wplus = w + z changing...
@weiyialanchen New definition of leverage could be a reason for the difference. cvxpy 1.0.x uses OSQP as the default QP solver while cvxpy 0.4.11 used ECOS. In my tests comparing...
@enzobusseti Thanks for fixing tests. As for changing to OSQP as a default, please wait till issue #535 in cvxpy for OSQP is resolved (or you can use the workaround...
@bstellato Yes, it appears to be fixed. @optwave Thanks for pointing out my typo, which is fixed in my comment now. @enzobusseti It may be worth testing out OSQP as...