cvxgrp / cvxstatarb

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Bump cvxpy from 1.4.3 to 1.5.1 #61

Closed dependabot[bot] closed 2 months ago

dependabot[bot] commented 2 months ago

Bumps cvxpy from 1.4.3 to 1.5.1.

Release notes

Sourced from cvxpy's releases.

v1.5.1

What's Changed

Full Changelog: https://github.com/cvxpy/cvxpy/compare/v1.5.0...v1.5.1

v1.5.0

CVXPY 1.5

This release is consistent with our semantic versioning guarantee. It comes packed with many new features, bug fixes, and performance improvements. This version of CVXPY supports Python 3.8 through 3.12. While working on the next release, we continue to officially support CVXPY 1.5 and 1.4.

This release may not be compatible with NumPy 2.0.

ECOS deprecation

CVXPY has used ECOS as the default solver for many years; however, it has known issues with performance and numerical stability in edge cases. Recently, a new solver, Clarabel, that improves the algorithm and implementation of ECOS has been under development.

In this release, CVXPY uses Clarabel instead of ECOS for all categories of problems where ECOS was previously the default.

In 1.6, we plan to no longer install ECOS as a CVXPY dependency. We have no plans to remove support for calling ECOS as a solver.

We encourage you to try and use Clarabel instead, but if you're dependent on ECOS's exact behavior please explicitly specify it as a solver and as a dependency for your project.

Features and bug fixes

... (truncated)

Commits


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