Mosek Glue modifications for MOSEK 8+, issue 49.
Format constraints bug for MOSEK (constraints.R
) where CVXOPT
and MOSEK
were lumped together (thanks, Trevor Hastie).
Updated tests to check against scs
version 1.2.3, which now returns optimal
rather than optimal_inaccurrate
as it did earlier (test-g01-non_optimal.R#35
).
Some cleanup of manual tests. New SCS returns slightly different values for Sigma
in manual test (test-vignette
#646) for worst-case covariance example.
gurobiglue.py
)mosekglue.py
)Dropped delay_load
parameter dropped in reticulate::import_from_path
, per changes in reticulate
.
Cleaned up hooks into reticulate for commercial solvers.
LPSOLVE
via lpSolveAPI
GLPK
via Rglpk
MOSEK
GUROBI
drop = FALSE
(in function Index.get_special_slice
) as suspected.Added a note that CVXR can probably be compiled from source for earlier versions of R. This is issue #24
Bug fix: issue #28 Function intf_sign
(interface.R
) was unnecessarily using a tolerance parameter, now eliminated.
Updated Solver.solve to adapt to new ECOSolveR. Require version 0.4 of ECOSolveR now.
Updated unpack_results
to behave exactly like in CVXPY. Added documentation and testthat tests. Documented in Getting Faster Results article.