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Migrating to CLARABEL solver as cvxpy is deprecating ECOS #16

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Migrating to CLARABEL solver as cvxpy is deprecating ECOS #16

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2 changes: 1 addition & 1 deletion error_parity/_version.py
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Original file line number Diff line number Diff line change
@@ -1,3 +1,3 @@
"""File to keep the package version in one place."""
__version__ = "0.3.12"
__version__ = "0.3.13"
__version_info__ = tuple(__version__.split("."))
12 changes: 6 additions & 6 deletions error_parity/cvxpy_utils.py
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Expand Up @@ -415,15 +415,15 @@ def group_positive_prediction_rate(group_idx: int):
prob = cp.Problem(obj, constraints)

# Run solver
prob.solve(solver=cp.ECOS, abstol=SOLUTION_TOLERANCE, feastol=SOLUTION_TOLERANCE)
# prob.solve(solver=cp.ECOS, abstol=SOLUTION_TOLERANCE, feastol=SOLUTION_TOLERANCE)

# NOTE: ECOS solver has been deprecated in favor of CLARABEL in cvxpy 1.3.2+
# https://www.cvxpy.org/updates/index.html?h=ecos#ecos-deprecation
# prob.solve(
# solver=cp.CLARABEL,
# tol_gap_abs=SOLUTION_TOLERANCE,
# tol_feas=SOLUTION_TOLERANCE,
# )
prob.solve(
solver=cp.CLARABEL,
tol_gap_abs=SOLUTION_TOLERANCE,
tol_feas=SOLUTION_TOLERANCE,
)
# NOTE: these tolerances are supposed to be smaller than the default np.isclose tolerances
# (useful when comparing if two points are the same, within the cvxpy accuracy tolerance)

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4 changes: 2 additions & 2 deletions requirements/main.txt
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Original file line number Diff line number Diff line change
@@ -1,8 +1,8 @@
pandas
numpy<2.0.0
numpy
scipy
tqdm
scikit-learn>=1.2
cvxpy[ecos,clarabel]~=1.3.2
cvxpy[clarabel]>=1.3.2
matplotlib
seaborn
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