Mosek Glue modifications for MOSEK 8+, issue 49.
Format constraints bug for MOSEK (
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 (
Some cleanup of manual tests. New SCS returns slightly different values for
Sigma in manual test (
test-vignette#646) for worst-case covariance example.
delay_load parameter dropped in
reticulate::import_from_path, per changes in
Cleaned up hooks into reticulate for commercial solvers.
Added a note that CVXR can probably be compiled from source for earlier versions of R. This is [issue
Bug fix: issue #28 Function
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.
unpack_results to behave exactly like in CVXPY. Added documentation and testthat tests. Documented in Getting Faster Results article.