qpsolvers - v4.8.1

This patch release makes the Calarabel interface warn properly when forwarding an unconstrained problem to lsqr, like the other interfaces already do. Thanks to @proyan for this patch :+1:

Changed

Clarabel: Warn when problem is unconstrained and solved by lsqr

- Python
Published by stephane-caron 10 months ago

qpsolvers - v4.8.0

This release adds support for the new API of PIQP v0.6.0, as well as macOS unit testing for KVXOPT.

Thanks to @RSchwan and @sanurielf for contributing to this release :+1:

Added

PIQP: Add support for new API in v0.6.0 (thanks to @RSchwan)
PIQP: Add new solver options to the documentation (thanks to @RSchwan)

Fixed

CICD: Enable macOS tests for KVXOPT (thanks to @sanurielf)

- Python
Published by stephane-caron 11 months ago

qpsolvers - v4.7.1

This patch release adds a py.typed file to be used by tools like Mypy. Thanks to @ValerianRey for taking care of this :+1:

Added

py.typed file to indicate tools like mypy to use type annotations

- Python
Published by stephane-caron 12 months ago

qpsolvers - v4.7.0

This release adds SIP, a sparse interior point solver implemented in C++. Thanks to @joaospinto for implementing this interface 👍

Additionally, this new version adds warning filters and clears out the OSQP version pin.

Added

New solver: SIP (thanks to @joaospinto)
warnings: Add SparseConversionWarning to filter the corresponding warning
warnings: Base class QPWarning for all qpsolvers-related warnings
warnings: Recall solver name when issuing conversion warnings

Changed

Add solver name argument to internal ensure_sparse_matrices function
CICD: Update Python version to 3.10 in coverage job

Fixed

docs: Add jaxopt.OSQP to the list of supported solvers

Removed

OSQP: Remove pre-1.0 version pin
OSQP: Update interface after relase of v1.0.4
Warning that was issued every time an unsupported solver is available

- Python
Published by stephane-caron about 1 year ago

qpsolvers - v4.6.0

This release adds KVXOPT, a fork from CVXOPT including more SuiteSparse functions and KLU sparse matrix solver. Thanks to @agroudiev for implementing this interface 👍

Additionally, this new version extends support to JAX arrays when using the jaxopt.OSQP solver.

Added

New solver: KVXOPT
jaxopt.OSQP: Support JAX array inputs when jaxopt.OSQP is the selected solver

- Python
Published by stephane-caron about 1 year ago

qpsolvers - v4.5.1

This patch release adds a workaround to handle OSQP infeasibility certificates with both pre-1.0 and 1.0.3 versions of the solver.

Changed

CICD: Update checkout action to v4

Fixed

OSQP: Temporary fix in returning primal-dual infeasibility certificates

- Python
Published by stephane-caron about 1 year ago

qpsolvers - v4.5.0

This release adds jaxopt.OSQP, an implementation of the OSQP algorithm in JAX.

Added

HPIPM: Document new tol_dual_gap parameter
New solver: jaxopt.OSQP
Support Python 3.12

Changed

Bump minimum Python version to 3.8
CICD: Remove Python 3.8 from continuous integration
Fix output datatypes when splitting linear-box dual multipliers
Warn when solving unconstrained problem by SciPy's LSQR rather than QP solver

Fixed

Fix mypy error in Solution.primal_residual

- Python
Published by stephane-caron about 1 year ago

qpsolvers - v4.4.0

This release adds qpax, a primal-dual interior-point solver implemented in JAX. Thanks to @lvjonok for implementing this interface :thumbsup:

Added

New solver: qpax
HPIPM: Link to reference paper for details on solver modes

- Python
Published by stephane-caron over 1 year ago

qpsolvers - v4.3.3

This patch release follows a NumPy update, avoids unnecessary matrix conversions with PIQP and catches some exceptions from Clarabel.

Thanks to @itsahmedkhalil for contributing to this release :+1:

Changed

CICD: Remove Gurobi from macOS continuous integration
CICD: Remove Python 3.7 from continuous integration
CICD: Update ruff to 0.4.3

Fixed

CICD: Fix coverage and licensed-solver workflows
CICD: Install missing dependency in licensed solver test environment
Clarabel: Catch pyO3 panics that can happen when building a problem
Default arguments to active set dataclass to None rather than empty list
PIQP: Warning message about CSC matrix conversions (thanks to @itsahmedkhalil)
Update all instances of np.infty to np.inf

- Python
Published by stephane-caron almost 2 years ago

qpsolvers - v4.3.2

This patch release updates the wheels_only optional dependency to work on more systems.

Added

Optional dependency: wheels_only for solvers with pre-compiled binaries

Changed

Update developer notes in the documentation
Update some solver tolerances in unit tests
Warn rather than raise when there is no solver detected

Fixed

CICD: Update micromamba setup action

- Python
Published by stephane-caron about 2 years ago

qpsolvers - v4.3.1

This patch release fixes the sign of dual multipliers in the Gurobi interface, and adds corresponding unit tests. Thanks @563925743 for finding this :+1:

Fixed

Gurobi: sign of inequality multipliers (thanks to @563925743)

- Python
Published by stephane-caron over 2 years ago

qpsolvers - v4.3.0

This release moves all QP solvers to optional dependencies (#268), along with a healthy batch of corrections to the documentation.

Thanks to @ogencoglu and @ottapav for contributing to this release :+1:

Added

Extend continuous integration to Python 3.11
Optional dependencies for all solvers in the list available on PyPI

Changed

Breaking: no default QP solver installed along with the library
NPPro: update exit flag value to match new solver API (thanks to @ottapav)

Fixed

Documentation: Add Clarabel to the list of supported solvers (thanks to @ogencoglu)
Documentation: Correct note in solve_ls documentation (thanks to @ogencoglu)
Documentation: Correct output of LS example (thanks to @ogencoglu)

- Python
Published by stephane-caron over 2 years ago

qpsolvers - v4.2.0

This release adds the ability to load and save problems from/to files.

Added

Problem.load function
Problem.save function

- Python
Published by stephane-caron over 2 years ago

qpsolvers - v4.1.1

This patch release marks QPALM as a sparse solver only to reflect its API.

Changed

Mark QPALM as a sparse solver only

- Python
Published by stephane-caron over 2 years ago

qpsolvers - v4.1.0

This release adds QPALM, a proximal augmented Lagrangian based solver for (possibly nonconvex) quadratic programs. Check it out!

Added

New solver: QPALM
Unit test for internal linear-box inequality combination

Changed

Internal: refactor linear-box inequality combination function
Renamed main branch of the repository from master to main

Fixed

Fix combination of box inequalities with empty linear inequalities
Gurobi: Account for a slight regression in QPSUT01 performance

- Python
Published by stephane-caron over 2 years ago

qpsolvers - v4.0.1

This minor release adds the ability to install specific solvers from PyPI, e.g. pip install qpsolvers[clarabel,daqp,proxqp,scs].

Thanks to @sandeep026 for suggesting this in https://github.com/qpsolvers/qpsolvers/discussions/247 :+1:

Added

Allow installation of a subset of QP solvers from PyPI

- Python
Published by stephane-caron over 2 years ago

qpsolvers - v4.0.0

This release adds PIQP, a proximal interior point solver suited to both dense and sparse problems. Thanks to @shaoanlu for implementing this interface 👍

This release ships an API-breaking change in the condition number Problem.cond, which now requires an active set. Thanks to @aescande for bringing this up in https://github.com/qpsolvers/qpsolvers/issues/220 :+1:

Added

New solver: PIQP
Type for active set of equality and inequality constraints

Changed

Breaking: condition number of a problem now requires an active set

- Python
Published by stephane-caron over 2 years ago

qpsolvers - v3.5.0

This release adds HPIPM, an interior point solver suited to small to medium-size problems arising in model predictive control and embedded optmization. Thanks to @adamheins for implementing this interface :+1:

Added

New solver: HPIPM

Changed

MOSEK: Disable CI test on QPSUT03 due to regression with 10.1.8
MOSEK: Relax test tolerances as latest version is less accurate with defaults

- Python
Published by stephane-caron almost 3 years ago

qpsolvers - v3.4.0

This release adds support for MOSEK, fixes corner-case residual computations, and has ECOS raise errors on problems its interface does not handle.

Thanks to @aszekMosek for helping with MOSEK integration and @uricohen for bringing up this point :+1:

Changed

Converted THANKS file to CFF
ECOS: raise a ProblemError if inequality vectors contain infinite values
ECOS: raise a ProblemError if the cost matrix is not positive definite
MOSEK is now a supported solver

Fixed

Residual and duality gap computations when solution is not found
Update OSQP version to 0.6.2.post9 for testing

- Python
Published by stephane-caron about 3 years ago

qpsolvers - v3.3.1

This release updates DAQP to 0.5.1 to address an installation issue with arm64 wheels.

Thanks @darnstrom for the swift fix :+1:

Fixed

DAQP: Update to 0.5.1 to fix installation of arm64 wheels

- Python
Published by stephane-caron about 3 years ago

qpsolvers - v3.3.0

This release adds DAQP, a dual active-set solver suited to small/medium-scale dense problems. It also introduces the Solution.found boolean, which is now used rather than Solution.x is not None to check if a call to solve_problem was successful. Solvers can then return a non-empty Solution.x even when the optimal solution was not found (e.g. an intermediate value reached after a maximum number of iterations).

Thanks to @darnstrom for implementing the DAQP interface, and @rxian for suggesting the switch to Solution.found :+1:

Added

New sample problems in qpsolvers.problems
New solver: DAQP

Changed

Dual multipliers are empty arrays rather than None when no constraint
Store solver results even when solution is not found
Use Solution.found as success signal rather than Solution.x is None

Fixed

Unit test on actual solution to QPSUT03 problem

- Python
Published by stephane-caron about 3 years ago

qpsolvers - v3.2.0

This release adds a second LS-to-QP conversion strategy to solve_ls that's better suited to sparse problems. It is used by default when input matrices are sparse. We can also specify which conversion to use explicitly using the sparse_conversion argument, for example solve_ls(..., sparse_conversion=False).

Thanks to @bodono for pointing out this strategy in https://github.com/qpsolvers/qpsolvers/issues/192 :+1:

Added

Sparse strategy to convert LS problems to QP
Start problems submodule to collect sample test problems

Fixed

Clarabel: upstream handling of infinite values in inequalities
CVXOPT: option passing

- Python
Published by stephane-caron about 3 years ago

qpsolvers - v3.1.0

This release adds an interface for the NPPro solver, and refactors solver interfaces into supported (open source, unit tested) and unsupported categories. It also makes CVXOPT and quadprog dependencies optional as they don't distribute arm64 wheels yet.

Added

New solver: NPPro

Changed

Documentation: separate support and unsupported solver lists
Exclude unsupported solvers from code coverage report
Move unsupported solvers to a separate submodule
Remove CVXOPT from dependencies as it doesn't have arm64 wheels
Remove quadprog from dependencies as it doesn't have arm64 wheels

- Python
Published by stephane-caron about 3 years ago

qpsolvers - v3.0.0

Here comes the new major version of qpsolvers! To be as underwhelming as possible, this release is feature-equivalent to v2.8.1. It only ships the announced API changes:

All open source solvers (that include wheels in their PyPI packages) are now installed by default.
All exceptions raised by qpsolvers now derive from the QPError base exception.
The solve_safer_qp function has been removed.
The sym_proj parameter has been removed.
The extra __init__.py at the root of the repository has been removed.

These changes unload some legacy weight from the API to keep the project manageable while moving forward.

Changelog

Added

Exception ParamError for incorrect solver parameters
Exception SolverError for solver failures

Changed

All functions throw only qpsolvers-owned exceptions
CVXOPT: rethrow ValueError as either ProblemError or SolverError
Checking Solution.is_empty becomes not Solution.found
Install open source solvers with wheels by default
Remove solve_safer_qp
Remove sym_proj parameter

- Python
Published by stephane-caron about 3 years ago

qpsolvers - v2.8.1

This minor version improves the README FAQ on non-convex problems and fixes the handling of unconstrained problems with Clarabel.

Thanks to @nrontsis for contributing the FAQ update :+1:

Changed

Expose solve_unconstrained function from main module

Fixed

Clarabel: handle unconstrained problems
README: correct and improve FAQ on non-convex problems

- Python
Published by stephane-caron about 3 years ago

qpsolvers - v2.8.0

This release adds support for Clarabel, an open-source interior-point solver for convex optimization problems. Check it out!

It will also be the last release in the qpsolvers v2.x series, as the release of qpsolvers v3.0 (API changes, no feature change) is scheduled for tomorrow. :calendar:

Added

New solver: Clarabel

Changed

Move documentation to GitHub Pages
Remove Python 2 installation instructions

- Python
Published by stephane-caron over 3 years ago

qpsolvers - v2.7.4

This minor release handles non-flat input problem vectors, either flattening them or raising an exception when there is ambiguity.

Thanks to @microprediction for the feedback :thumbsup:

Fixed

Check vector shapes in problem constructor

- Python
Published by stephane-caron over 3 years ago

qpsolvers - v2.7.3

This release fixes edge cases for CVXOPT and qpOASES when problems have infinite linear or box bounds, as well as a segmentation fault that occurred when using qpOASES from conda-forge.

Added

qpOASES: return number of WSR in solution extra info

Fixed

CVXOPT: fix domain errors when some bounds are infinite
qpOASES: fix missing lower bound when there is no equality constraint
qpOASES: handle infinite bounds
qpOASES: segmentation fault with conda feedstock

- Python
Published by stephane-caron over 3 years ago

qpsolvers - v2.7.2

This patch release fixes an edge case dense conversion for sparse problems with only box inequalities. It also introduces the ProblemError exception, and brings minor improvements to the qpOASES, qpSWIFT and quadprog interfaces.

Added

ECOS: handle two more exit flags
ProblemError exception
Property to check if a Problem has sparse matrices
QPError base class for exceptions
qpOASES: raise a ProblemError when matrices are not dense
qpSWIFT: raise a ProblemError when matrices are not dense
quadprog: raise a ProblemError when matrices are not dense

Changed

Add use_sparse argument to internal linear-from-box conversion
Restrict condition number calculation to dense problems for now

- Python
Published by stephane-caron over 3 years ago

qpsolvers - v2.7.1

This release fixes the duality gap computation when some box bounds are disabled (lb=-np.inf or ub=+np.inf). It also brings minor improvements to the ECOS and quadprog interfaces.

Added

Document problem conversion functions in developer notes
ECOS: handle more exit flags

Changed

quadprog: use internal split_dual_linear_box conversion function

Fixed

Solution: duality gap computation under infinite box bounds

- Python
Published by stephane-caron over 3 years ago

qpsolvers - v2.7.0

This release introduces the solve_problem function, and with it the ability to get dual multipliers (yes, finally!) at the solution for all wrapped QP solvers:

```python import numpy as np from qpsolvers import Problem, solve_problem

M = np.array([[1., 2., 0.], [-8., 3., 2.], [0., 1., 1.]]) P = M.T.dot(M) # quick way to build a symmetric matrix q = np.array([3., 2., 3.]).dot(M).reshape((3,)) G = np.array([[1., 2., 1.], [2., 0., 1.], [-1., 2., -1.]]) h = np.array([3., 2., -2.]).reshape((3,)) A = np.array([1., 1., 1.]) b = np.array([1.]) lb = -0.6 * np.ones(3) ub = +0.7 * np.ones(3)

problem = Problem(P, q, G, h, A, b, lb, ub) solution = solve_problem(problem, solver="proxqp")

print(f"Primal: x = {solution.x}") print(f"Dual (Gx <= h): z = {solution.z}") print(f"Dual (Ax == b): y = {solution.y}") print(f"Dual (lb <= x <= ub): zbox = {solution.zbox}") ```

Depending on the solver, solutions may also contain extra information such as the value of the objective at the solution.

Added

Continuous integration for macOS
CVXOPT: return dual multipliers
ECOS: return dual multipliers
Example: dual multipliers
Gurobi: return dual multipliers
HiGHS: return dual multipliers
MOSEK: return dual multipliers
OSQP: return dual multipliers
Problem class with utility metrics on quadratic programs
Problem: condition number
ProxQP: return dual multipliers
qpOASES: return dual multipliers
qpOASES: return objective value
qpSWIFT: return dual multipliers
qpSWIFT: return objective value
quadprog: return dual multipliers
SCS: return dual multipliers

Changed

Code: move solve_safer_qp to a separate source file
Code: refactor location of internal conversions submodule
ProxQP: bump minimum supported version to 0.2.9

Fixed

qpOASES: eliminate redundant equality constraints

- Python
Published by stephane-caron over 3 years ago

qpsolvers - v2.6.0

This version improves support for box inequalities in Gurobi, ProxQP, qpOASES and OSQP. It also improves least squares for sparse problems.

Added

Example: constrained linear regression
Example: sparse linear least squares
Gurobi: forward keyword arguments as solver parameters
Handle diagonal matrices when combining linear and box inequalities
qpOASES: pre-defined options parameter
qpOASES: time limit parameter

Changed

CVXOPT: forward all keyword arguments as solver options
Deprecate solve_safer_qp and warn about future removal
Example: disable verbose output in least squares example
HiGHS: forward all keyword arguments as solver options
OSQP: drop support for versions <= 0.5.0
OSQP: streamline stacking of box inequalities
ProxQP: also consider constraint matrices to select backend
qpOASES: forward all keyword arguments as solver options
qpOASES: forward box inequalities directly
Removed CVXPY which is not a solver
SCS: SOLVED_INACCURATE is now considered a failure

Fixed

Dot product bug in solve_ls with sparse matrices
MOSEK: restore CVXOPT options after calling MOSEK
ProxQP: fix box inequality shapes when combining bounds
qpOASES: non-persistent solver options between calls
qpOASES: return failure on RET_INIT_FAILED* return codes

- Python
Published by stephane-caron over 3 years ago

qpsolvers - v2.5.0

This release wires in all solver tolerance and time-limit parameters properly. It is accompanied by a blog post on :spiral_notepad: Optimality conditions and numerical tolerances in QP solvers. Check it our for a primer on the primal residual, dual residual, duality gap, and how solvers use (ideally all three of) them to decide whether they have converged to a solution.

Here is an overview of what tolerances solvers allow us to check as of this release:

Solver | Version | Primal residual | Dual residual | Duality gap | -- | -- | -- | -- | -- CVXOPT | 1.3.0 | ✔️ | ✔️ | ✔️ ECOS | 2.0.10 | ✔️ | ✔️ | ✔️ HiGHS | 1.1.2.dev3 | ✔️ | ✔️ | ❌ OSQP | 0.6.2.post0 | ✔️ | ✔️ | ❌ ProxQP | 0.2.2 | ✔️ | ✔️ | ❌ qpSWIFT | 1.0.0 | ✔️ | ✔️ | ✔️ quadprog | 0.1.11 | ❌ | ❌ | ❌ SCS | 3.2.0 | ✔️ | ✔️ | ✔️

API change

This release includes one API change: solver tolerance settings for OSQP and SCS, which had been so far overridden (to match the average solver accuracy of all unit tests), are now back to the solvers' respective defaults. If you were relying on the previous behavior, you can pass the additional keyword arguments:

OSQP: eps_abs=1e-4 and eps_rel=1e-4
SCS: eps_abs=1e-7 and eps_rel=1e-7

From this release onward, the library will adhere to the gateway principle: qpsolvers only acts as a gateway to QP solvers. All default settings are decided by the solvers themselves. Except verbosity :wink:

All changes

Added

CVXOPT: absolute tolerance parameter
CVXOPT: feasibility tolerance parameter
CVXOPT: limit maximum number of iterations
CVXOPT: refinement parameter
CVXOPT: relative tolerance parameter
Documentation: reference solver papers
ECOS: document additional parameters
Gurobi: time limit parameter
HiGHS: dual feasibility tolerance parameter
HiGHS: primal feasibility tolerance parameter
HiGHS: time limit parameter

Changed

CVXOPT matrices are not valid types for qpsolvers any more
CVXOPT: improve documentation
CVXOPT: solver is now listed as sparse as well
ECOS: type annotations allow sparse input matrices
OSQP: don't override default solver tolerances https://github.com/stephane-caron/qpsolvers/issues/102
Remove internal CVXOPT-specific type annotation
Restrict matrix types to NumPy arrays and SciPy CSC matrices
SCS: don't override default solver tolerances https://github.com/stephane-caron/qpsolvers/issues/102
Simplify intermediate internal type annotations

Fixed

CVXOPT: pass warm-start primal properly
ECOS: forward keyword arguments
OSQP: dense arrays for vectors in type annotations
SCS: fix handling of problems with only box inequalities https://github.com/stephane-caron/qpsolvers/issues/104

- Python
Published by stephane-caron over 3 years ago

qpsolvers - v2.4.1

This release updates ProxQP to v0.2.2. This upstream update removes a parameter conversion overhead that was adding ~0.4 ms to computation time on dense problems.

- Python
Published by stephane-caron over 3 years ago

qpsolvers - v2.4.0

This release adds support for HiGHS, an open-source solver tailored to large-scale sparse problems. Check it out!

Added

New solver: HiGHS
Raise error when there is no available solver

Changed

Make sure plot is shown in MPC example
Print expected solutions in QP, LS and box-inequality examples
Renamed starter_solvers optional deps to open_source_solvers

Fixed

Correct documentation of R argument to solve_ls. Thanks to @ansetou for pointing this out.

- Python
Published by stephane-caron over 3 years ago

qpsolvers - v2.3.0

This release adds support for ProxQP, a new solver based on revisited primal-dual proximal algorithms. Check it out!

Added

New solver: ProxQP

Changed

Clean up unused dependencies in GitHub workflow
Non-default solver parameters in unit tests to test their precision

Fixed

Configuration of tox-gh-actions for Python 3.7
Enforce USING_COVERAGE in GitHub workflow configuration
Remove redundant solver loop from test_all_shapes

- Python
Published by stephane-caron over 3 years ago

qpsolvers - v2.2.0

This release adds lb and ub box-inequality arguments to all <solver>_solve_qp functions.

:warning: API update to solver-specific functions

If your code calls a solver-specific <solver>_solve_qp function with initvals as a positional keyword argument, it should be updated to either:

Use keyword arguments (recommended), or
Add None values for lb and ub bounds, which now come before initvals.

Added

Internal qpsolvers.solvers.conversions submodule

Changed

:warning: Breaking: add lb and ub arguments to all <solver>_solve_qp functions
Moved concatenate_bounds to internal conversions submodule
Moved convert_to_socp to internal conversions submodule
Renamed concatenate_bounds to linear_from_box_inequalities
Renamed internal convert_to_socp function to socp_from_qp

- Python
Published by stephane-caron almost 4 years ago

qpsolvers - v2.1.0

This release adds support for the SCS box cone API.

Thanks to @bodono for his feedback in https://github.com/bodono/scs-python/issues/63.

Added

Document how to add a new QP solver to the library
Example with (box) lower and upper bounds
Test case where lb XOR ub is set

Changed

SCS: use the box cone API when lower/upper bounds are set

- Python
Published by stephane-caron almost 4 years ago

qpsolvers - v2.0.0

This major release makes the solver keyword argument mandatory. (Meanwhile, quadprog is not the default QP solver any more.)

See https://github.com/stephane-caron/qpsolvers/issues/62 for the discussion that lead to this decision.

Thanks to @AntoineD for bringing up and helping with this release :+1:

Added

Exception NoSolverSelected raised when the solver kwarg is missing
Starter set of QP solvers as optional dependencies
Test exceptions raised by solve_ls and solve_qp

Changed

:warning: Breaking: solver keyword argument is now mandatory for solve_ls
:warning: Breaking: solver keyword argument is now mandatory for solve_qp
Quadratic programming example now randomly selects an available solver

- Python
Published by stephane-caron almost 4 years ago

qpsolvers - v1.10.0

This minor release gives qpSWIFT the same keyword argument passing API as the other solvers (e.g. quadprog or OSQP).

Changed

qpSWIFT: Forward solver options as keywords arguments as with other solvers

- Python
Published by stephane-caron almost 4 years ago

qpsolvers - v1.9.1

This minor release fixes OSQP keyword argument passing. Thanks to @urob for pointing out this bug :+1:

- Python
Published by stephane-caron about 4 years ago

qpsolvers - v1.9.0

This release adds an interface to the qpSWIFT solver.

The benchmark has been updated accordingly. qpSWIFT is one of the top-performing solvers there, on both dense and sparse problems. Thanks to @abhishek-pandala for support and feedback in https://github.com/qpSWIFT/qpSWIFT/issues/3 :+1:

Added

qpSWIFT 0.0.2 solver interface
Benchmark on model predictive control problem
Model predictive control example

Changed

Compute colors automatically in benchmark example

Fixed

Bounds concatenation for CVXOPT sparse matrices

- Python
Published by stephane-caron about 4 years ago

qpsolvers - v1.8.1

The main change of this release is that ECOS now raises a ValueError (like other solvers) when the matrix P is not positive definite.

Thanks to @bodono for pointing out https://github.com/stephane-caron/qpsolvers/issues/51 which lead to more unit tests and fixing this inconsistency. :constructionworkerman:

Added

Setup instructions for Microsoft Visual Studio
Unit tests where the problem is unbounded below

Changed

Minimum supported Python version is now 3.7

Fixed

Clear all Pylint warnings
Disable Pylint false positives that are covered by mypy
ECOS: raise a ValueError when the cost matrix is not positive definite

- Python
Published by stephane-caron about 4 years ago

qpsolvers - v1.8.0

The major update of this release is the switch to SCS 3.0. Thanks to @bodono for his help in https://github.com/stephane-caron/qpsolvers/pull/50 :+1:

The small solver benchmark in the README has been updated accordingly.

Added

Build and test for Python 3.10 in GitHub Actions

Changed

Moved SCS to sparse solvers
Re-run solver benchmark reported to the README
Removed requirements2.txt and update Python 2 installation instructions
Updated SCS to new 3.0 version

Fixed

Handle sparse matrices in print_matrix_vector
Match __all__ in model and top-level __init__.py
Run unit tests in GitHub Actions
Typing error in bound concatenation

- Python
Published by stephane-caron over 4 years ago

qpsolvers - v1.7.2

This release reduces required dependencies to numpy, quadprog and scipy (with a lower required version number for the latter). This should help with installing on older systems.

Added

Convenience function to pretty-print a matrix and vector side by side

Changed

Move old tests from the examples folder to the unit test suite
Removed deprecated requirements.txt installation file
Renamed solvers optional dependencies to all_pypi_solvers

- Python
Published by stephane-caron over 4 years ago

qpsolvers - v1.7.1

This release fixes https://github.com/stephane-caron/qpsolvers/issues/46. Thanks to @adamoppenheimer for reporting it.

- Python
Published by stephane-caron over 4 years ago

qpsolvers - v1.7

The main changes in this release are the addition of the SCS 2.0 SOCP solver and the handling of vector bounds for sparse matrices brought by @MeindertHH in https://github.com/stephane-caron/qpsolvers/issues/44 :+1:

Other changes aim to make the code more reliable. We now have over 100 unit tests covering over 94% of the code (up from 14 tests covering 77% of the code in v1.6.1), as well as type annotations that add a layer of verification while making the code easier to maintain.

Added

Example script corresponding exactly to the README
Handle lower and upper bounds with sparse matrices (thanks to @MeindertHH)
SCS 2.0 solver interface
Type annotations to all solve functions
Unit tests: package coverage is now 94%

Changed

ECOS: simplify sparse matrix conversions
Ignore warnings when running unit tests
Inequality tolerance is now 1e-10 when validating solvers on README example
Refactor QP to SOCP conversion to use more than one SOCP solver
Rename "example problem" for testing to "README problem" (less ambiguous)
Rename sw parameter of solve_safer_qp to sr for "slack repulsion"
Reorganize code with a qpsolvers/solvers submodule
quadprog: warning when initvals is not None is now verbose

Fixed

OSQP: forward keyword arguments to solver properly
quadprog: forward keyword arguments to solver properly

- Python
Published by stephane-caron over 4 years ago

qpsolvers - v1.6

The major update of this release is the significant performance improvement to the Gurobi interface brought by @DKenefake in https://github.com/stephane-caron/qpsolvers/pull/38 :+1:

This release also fixes major solver interface inconsistencies on CVXPY, ECOS, OSQP and quadprog when given unfeasible problems. Now all solvers diligently return None over unfeasible problems, as per the documentation of solve_qp. Thanks a lot to @DKenefake for pointing this out on quadprog, which triggered the whole hunt for inconsistencies via unit testing.

On the packaging side, the project leveled up (linting, static type checking, test coverage, GitHub Actions) thanks to the articles How to make an awesome Python package in 2021 and Python in GitHub Actions. Thanks @nalgeon and @hynek for sharing your experience in such a clear and actionable format! :grinning:

Added

Add __version__ to main module
First batch of unit tests to check all solvers over a pre-defined set of problems
GitHub Actions now make sure the project is built and tested upon updates
Type hints now decorate all function definitions

Changed

Code formatting now applies Black
ECOS: refactor SOCP conversion to improve function readability
Gurobi performance significantly improved by new matrix API (thanks to @DKenefake)

Fixed

CVXPY: properly return None on unfeasible problems
Consistently warn when initvals is passed but ignored by solver interface
ECOS: properly return None on unfeasible problems
Fix None case in solve_safer_qp (found by static type checking)
Fix warnings in repository-level __init__.py
OSQP: properly return None on unfeasible problems
Pass Flake8 validation for overall code style
Reduce complexity of entry solve_qp via a module-level solve-function index
Remove Python 2 compatibility line from examples
quadprog: properly return None on unfeasible problems (thanks to @DKenefake)

- Python
Published by stephane-caron about 5 years ago

qpsolvers - v1.5

The major update of this release is the switch to Python 3 and a corresponding upgrade to newer versions of the related solvers in requirements.txt. Users who need Python 2 are now encouraged to install the package via: ```bash

Python 2

sudo apt install python-dev pip2 install -r requirements2.txt ``` Thanks to @gmazzamuto and @samuelstjean for proposing patches to CVXPY warnings!

Added

New solve_ls function to solve linear Least Squares problems
Upgrade to Python 3 and deprecate Python 2
Saved Python 2 package versions to requirements2.txt

Fixed

Deprecation warning in CVXPY
Call to print in PyPI description
Handling of quadprog ValueError exceptions

- Python
Published by stephane-caron over 5 years ago

qpsolvers -

Thanks to @Neotriple for contributing to the OSQP update in this release.

Added

Solver settings can now by passed to solve_qp as keyword arguments
Started an API documentation

Changed

Made verbose an explicit keyword argument of all internal functions
OSQP settings now match precision of other solvers

- Python
Published by stephane-caron almost 6 years ago

qpsolvers -

Thanks to @abhishek-pandala, @dmeoli, @juanjqo, @nikolaif399 and @samuelstjean for reporting and discussing issues that contributed to this release!

Added

ECOS solver interface (no need to go through CVXPY any more)
Keyword argument verbose=True available for all solvers except quadprog
Update ECOS performance in benchmark (much better than before!)

Fixed

Avoid variable name clash in OSQP
Fix link to ECOS in setup.py
Handle quadprog exception to avoid confusion on cost matrix notation
Handle both old and more recent versions of OSQP
Ignore verbosity argument when solver is not available
Remove ned for IPython in solver test
Update notes on P matrix

- Python
Published by stephane-caron about 6 years ago

qpsolvers -

Changed

Always reshape A or G vectors into one-line matrices

Fixed

cvxopt: handle case where G and h are None but not A and b
osqp: handle case where G and h are None
osqp: handle case where both G and A are one-line matrices
qpoases: handle case where G and h are None but not A and b

- Python
Published by stephane-caron over 6 years ago

qpsolvers -

Thanks to @bdelhaisse and @soerenwolfers who contributed fixes to this release!

Fixed

quadprog: handle case where G and h are None
quadprog: handle cas where A.ndim == 1
Make examples compatible with both Python 2 and Python 3

- Python
Published by stephane-caron over 6 years ago

Recent Releases of qpsolvers

qpsolvers - v4.8.1

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qpsolvers - v4.8.0

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qpsolvers - v4.7.1

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qpsolvers - v4.7.0

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qpsolvers - v4.6.0

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qpsolvers - v4.5.1

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qpsolvers - v4.5.0

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qpsolvers - v4.4.0

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qpsolvers - v4.3.3

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qpsolvers - v4.3.2

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qpsolvers - v4.3.1

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qpsolvers - v4.3.0

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qpsolvers - v4.2.0

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qpsolvers - v4.1.1

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qpsolvers - v4.1.0

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qpsolvers - v4.0.1

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qpsolvers - v4.0.0

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qpsolvers - v3.5.0

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qpsolvers - v3.4.0

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qpsolvers - v3.3.1

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qpsolvers - v3.3.0

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qpsolvers - v3.2.0

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qpsolvers - v3.1.0

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qpsolvers - v3.0.0

Changelog

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qpsolvers - v2.8.1

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qpsolvers - v2.8.0

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qpsolvers - v2.7.4

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