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initial attempts at adding a smooth canon for maximum
Ipopt interface prototype
adding more smooth canonicalizers
* adds oracles and bounds class to ipopt interface * adds some settings and solver lists changes for IPOPT * adds nlp solver option and can call ipopt * adds more experiments for integrating ipopt as a solver interface * passing the problem through the inversion * add some more extra changes * adding nlmatrixstuffing --------- Co-authored-by: William Zijie Zhang <william@gridmatic.com>
Co-authored-by: William Zijie Zhang <william@gridmatic.com>
* adding many tests, new smoothcanon for min, and improvements to ipopt_nlpif * fixing last two tests * add another example, qcp * adding example for acopf * add control of a car example done --------- Co-authored-by: William Zijie Zhang <william@gridmatic.com>
* update solution statuses thanks to odow * removes unusued solver information --------- Co-authored-by: William Zijie Zhang <william@gridmatic.com>
* getting rocket landing example to work * add changes to the jacobian computation --------- Co-authored-by: William Zijie Zhang <william@gridmatic.com>
* adding many more example of non-convex functions * making lots of progress on understanding good canonicalizations --------- Co-authored-by: William Zijie Zhang <william@gridmatic.com>
Co-authored-by: William Zijie Zhang <william@gridmatic.com>
Introduces DiffEngineParamConeProg, which replaces the tensor-based ParamConeProg with a C expression tree that evaluates A, b, q, d (and P for QPs) via the diff engine's automatic differentiation. Uses the evaluate-at-zero trick: since all expressions are affine in x after DCP2Cone, the Jacobian gives A and the gradient gives q directly. Also adds SymbolicQuadForm and DivExpression converters to the diff engine, updates ConicSolver/QpSolver to accept the new program type, and includes comprehensive comparison tests against the SCIPY backend. Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
Resolve canon_backend=None to DEFAULT_CANON_BACKEND in construct_solving_chain so that changing the default actually propagates through all code paths. Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
DIFF_ENGINE doesn't yet support all atoms, so keep CPP as default. The matrix_stuffing benchmarks now use ASV parameterized benchmarks to compare both backends side-by-side. Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
n_params was only used for a size validation check and can be computed from n_param_nodes + each node's size. This simplifies the API by removing one argument from problem_register_params and one field to maintain. Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
The dimensions are now read directly from param_node->d1/d2 inside the C implementation, so the Python binding and caller no longer need to pass them. Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
Precompute total parameter size when parameters are registered instead of recomputing it on every update_params call. Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
Document why these use generic make_index rather than custom C nodes: hot-path cost is dominated by Jacobian memcpy, not index lookup, and the Hessian sparsity limitation is identical either way. Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
* Extract diff engine bindings into standalone SparseDiffPy package Move C bindings (_bindings/) to the new SparseDiffPy package at SparseDifferentiation/SparseDiffPy and import via `from sparsediffpy import _sparsediffengine as _diffengine`. Remove the diff_engine_core submodule and its build configuration. Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com> * make sparsediffpy a dependency * ci: trigger CI to verify sparsediffpy PyPI install Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com> --------- Co-authored-by: Claude Opus 4.6 <noreply@anthropic.com>
# Conflicts: # README.md # cvxpy/atoms/__init__.py # cvxpy/problems/problem.py # cvxpy/reductions/solvers/defines.py # cvxpy/reductions/solvers/solving_chain.py # cvxpy/settings.py
# Conflicts: # CLAUDE.md # cvxpy/reductions/solvers/nlp_solvers/diff_engine/_bindings/bindings.c # cvxpy/reductions/solvers/solving_chain.py # diff_engine_core
The import used `import _diffengine` directly, which isn't available. Updated to `from sparsediffpy import _sparsediffengine as _diffengine` to match the rest of the codebase. Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
Inherit from ParamProb so DiffEngineParamConeProg is no longer a duck-typed stand-in: move split_solution to the base class, simplify isinstance checks to use ParamProb, deduplicate format_constraints by delegating to _build_restruct_operator, and fix PowConeND ndim==1 bug in the shared operator builder. Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
* clarified 0 iteration termination * add tests * removed print statements * trigger CI --------- Co-authored-by: William Zijie Zhang <william@gridmatic.com>
…aths Update _convert_matmul to use the unified make_left_matmul binding which accepts (param_or_none, child, csr_data, csr_indices, csr_indptr, m, n). For updatable parameters, build a dense CSR so all entries can change between solves via refresh_param_values. Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
Use value_sparse.toarray() for parameters with sparse_idx to avoid the deprecation warning from .value on sparse CVXPY expressions. Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
Replace _has_parameters helper with direct isinstance(arg, cp.Parameter) checks. Use value_sparse for sparse parameters to avoid deprecation warnings. Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
… PR) Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
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