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Changelog

Source: NEWS.md

CVXR 1.8.1

Complete rewrite using S7 object system

This is a ground-up rewrite of CVXR using R’s S7 object system, designed to be isomorphic with CVXPY 1.8.1 for long-term maintainability. ~4-5x faster than CVXR 1.0-15 on typical problems.

New features

  • S7 class system replaces S4 for all expression, constraint, and problem classes. Significantly faster construction and method dispatch.
  • 13 solvers: Clarabel (default), SCS, OSQP, HiGHS, MOSEK, Gurobi, GLPK, GLPK_MI, ECOS, ECOS_BB, CPLEX, CVXOPT, PIQP.
  • Mixed-integer programming via GLPK_MI, ECOS_BB, Gurobi, or HiGHS (boolean = TRUE or integer = TRUE in Variable()).
  • Parameter support via Parameter() class with DPP (Disciplined Parameterized Programming) for efficient re-solves when only parameter values change.
  • 50+ atom classes covering LP, QP, SOCP, SDP, exponential cone, and power cone problems.
  • psolve() as the primary solve interface, returning the optimal value directly.
  • solve() backward-compatibility wrapper returning a cvxr_result list with $value, $status, $solver, $getValue(), and $getDualValue().
  • verbose = TRUE option in psolve() for structured solve output with timing information.
  • Standard solver parameters (feastol, reltol, abstol, num_iter) in psolve() with automatic translation to solver-native names via solver_default_param(). Solver-native parameters in ... take priority.
  • Automatic solver selection based on problem type.
  • Warm-start support for 7 solvers (OSQP, SCS, Clarabel, Gurobi, MOSEK, PIQP; HiGHS blocked by R package limitation).
  • Decomposed solve API: problem_data(), solve_via_data(), problem_unpack_results() for compile-once/solve-many workflows.
  • visualize() for problem introspection: text display with Smith form annotations, interactive HTML output (D3 tree + KaTeX), on-demand DCP violation analysis for non-compliant problems, curvature coloring on constraint nodes, and matrix stuffing visualization (Stages 4-5: Standard Form + Solver Data) via the new solver parameter.
  • Matrix package interoperability via as_cvxr_expr(). Sparse Matrix objects (dgCMatrix, dgeMatrix, etc.) use S4 dispatch which preempts S7/S3, so direct arithmetic like sparseA %*% x fails. Wrapping with as_cvxr_expr(sparseA) %*% x converts to a CVXR Constant while preserving sparsity. Base R matrix and numeric work natively without wrapping.
  • Full 2D broadcasting for + and - operators, matching CVXPY’s Expression.broadcast(). Expressions with compatible but different shapes (e.g., (1, n) + (m, 1) → (m, n)) now work correctly in constraints and objectives. Previously only scalar promotion was supported.
  • Correct solver-cone routing matching CVXPY’s atom classifications. Atoms that canonicalize to PSD cones (MatrixFrac, TrInv, SigmaMax, NormNuc, LambdaSumLargest) are now correctly classified, ensuring solvers like ECOS that don’t support SDP are rejected with a clear error message instead of a cryptic dimension mismatch. Approximate variants (PnormApprox, PowerApprox, GeoMeanApprox) correctly route to SOC; exact variants route to their native cone types (PowCone3D, PowConeND).

Breaking changes from CVXR 1.x

  • S7 classes replace S4. Use Variable(n) instead of new("Variable", n).
  • Requires R >= 4.3.0 (for chooseOpsMethod() and S7 @ support).
  • solve() now returns a cvxr_result S3 list, not an S4 object. Use psolve() for a direct numeric return value.
  • getValue(x) and getDualValue(con) are deprecated. Use value(x) and dual_value(con) after solving instead.
  • problem_status(), problem_solution(), and get_problem_data() are deprecated. Use status(), solution(), and problem_data() instead.
  • The axis parameter uses 1-based indexing matching R’s apply() MARGIN convention: axis = 1 for row-wise (reduce columns), axis = 2 for column-wise (reduce rows), axis = NULL for all entries.
  • Internal class structure completely changed (S7 instead of S4). Code that accessed slots directly will need updating.
  • S4 class checks like is(x, "Variable") no longer work. Use S7_inherits(x, Variable).

Convenience atoms and functions

  • ptp(x, axis, keepdims) – peak-to-peak (range): max(x) - min(x).
  • cvxr_mean(x, axis, keepdims) – arithmetic mean along an axis.
  • cvxr_std(x, axis, keepdims, ddof) – standard deviation.
  • cvxr_var(x, axis, keepdims, ddof) – variance.
  • vdot(x, y) – vector dot product (inner product).
  • scalar_product(x, y) – alias for vdot.
  • cvxr_outer(x, y) – outer product of two vectors.
  • inv_prod(x) – reciprocal of product of entries.
  • loggamma(x) – elementwise log of gamma function (piecewise linear approximation).
  • log_normcdf(x) – elementwise log of standard normal CDF (quadratic approximation).
  • cummax_expr(x, axis) – cumulative maximum along an axis.
  • dotsort(X, W) – weighted sorted dot product (generalization of sum_largest/sum_smallest).
  • diff_pos(), resolvent() – DGP convenience functions.

Clean API names

  • status(prob) – returns the solution status (replaces problem_status()).
  • solution(prob) – returns the raw Solution object (replaces problem_solution()).
  • problem_data(prob, solver) – returns solver-ready data (replaces get_problem_data()).
  • Old names still work but emit once-per-session deprecation warnings.

Backward-compatibility aliases

  • tv() is a deprecated alias for total_variation().
  • norm2(x) is a deprecated alias for p_norm(x, 2).
  • multiply(x, y) is a deprecated alias for x * y.
  • installed_solvers() lists available solver packages.

Advanced features

  • DPP (Disciplined Parameterized Programming) for efficient parameter re-solve with compilation caching.
  • DGP (Disciplined Geometric Programming) via psolve(prob, gp = TRUE). New atoms: prod_entries(), cumprod(), one_minus_pos(), eye_minus_inv(), pf_eigenvalue(), gmatmul().
  • DQCP (Disciplined Quasiconvex Programming) via psolve(prob, qcp = TRUE). New atoms: ceil_expr(), floor_expr(), condition_number(), gen_lambda_max(), dist_ratio().
  • Complex variable support via Variable(n, complex = TRUE) and Complex2Real reduction. Atoms: Conj_(), Real_(), Imag_(), expr_H() for conjugate transpose.
  • perspective(f, s) atom for perspective functions.
  • FiniteSet(expr, values) constraint for discrete optimization.
  • Boolean logic atoms: Not(), And(), Or(), Xor(), implies(), iff().
  • %>>% and %<<% operators for PSD and NSD constraints.
  • as_cvxr_expr() helper for wrapping R objects as CVXR constants. Required for Matrix package objects (dgCMatrix, dgeMatrix, etc.) which use S4 dispatch that preempts S7/S3. Preserves sparsity (unlike as.matrix()). Base R matrix/numeric work natively without wrapping.

Bug fixes

  • Fixed kron() KRON_L coefficient matrix construction.
  • Fixed CvxAttr2Constr index type and matrix variable handling.
  • Fixed Clarabel PowConeND bridge for uniquely-named cones.
  • Fixed C++ diag offset for super/sub-diagonals (k != 0).
  • Fixed DQCP bisection: infinity check, stale bounds for Maximize, conditional high-endpoint seeding.
  • Fixed MOSEK dual extraction (suc - slc reconstruction).
  • Fixed OSQP/HiGHS inequality dual sign convention.

Known limitations

  • Matrix package objects (dgCMatrix, dgeMatrix, ddiMatrix, sparseVector) cannot be used directly with CVXR operators due to S4 dispatch preempting S7/S3. Wrap with as_cvxr_expr() first. Base R matrix/numeric work natively. This is an R dispatch limitation requiring upstream changes in S7 and/or Matrix.
  • Warm-start for HiGHS is blocked (R highs package lacks setSolution() API).
  • Derivative/sensitivity API deferred (requires diffcp, no R equivalent).
  • Deferred to a future release: RelEntrConeQuad, quantum atoms, MOSEK MIP.

CVXR 1.0-15

CRAN release: 2024-11-07

  • Revert clarabel requirement and use enhance rather than import until really necessary (Issue 142).
  • Update return codes for user_limit etc to be infeasible_inaccurate to match CVXPY for gurobi
  • Add an S3 print method for result from solve().
  • Move upper_tri_to_full to C++
  • Drop use of R6 classes
  • Address bug in copying Power object (Issue 145).

CVXR 1.0-14

CRAN release: 2024-06-27

  • Address further inefficiency in use of diagonal matrices in qp2quad_form.R
  • Add initial interface to clarabel solver

CVXR 1.0-13

CRAN release: 2024-06-01

  • Address inefficient processing of cones for MOSEK (Issue 137 reported by aszekMosek)
  • Fix extract_quadratic_coeffs to use sparse matrix and sweep in place for better memory use (reported by Marissa Reitsma)

CVXR 1.0-12

CRAN release: 2024-02-01

  • Rmosek to be removed from CRAN, so moved to drat repo
  • Cleaned up some problematic Rd files shown in CRAN results

CVXR 1.0-11

CRAN release: 2022-10-30

  • Being more careful about coercing to dgCMatrix via (as(as(<matrix>, "CsparseMatrix"), "generalMatrix"))
  • Modify all class inheritance checks to use inherits()

CVXR 1.0-10

CRAN release: 2021-11-10

  • Now requiring the updated scs 3.0 as an import

CVXR 1.0-9

CRAN release: 2021-01-19

  • Now importing ECOSolveR version 0.5.4 and higher
  • Added fixes for Matrix 1.3 update
  • Somewhat better typesetting for Power class documentation (Issue #86)

CVXR 1.0-8 to 1.0-3

CRAN release: 2020-09-13

  • Conforming to CRAN suggestions on non-CRAN packages, but no actual changes.

CVXR 1.0-2

  • Added exponential cone support for MOSEK and uncommented associated test.
  • Added JSS publication DOI.

CVXR 1.0-1

CRAN release: 2020-04-02

  • Many small fixes to solver interfaces
  • Reference semantics for Parameter
  • Warm start for OSQP and updates to solver cache
  • Solver parameter defaults explicit now
  • New tests added for solver combinations

CVXR 1.0

CRAN release: 2020-02-02

  • Major release implementing reductions, many new solvers.

CVXR 0.99

CRAN release: 2018-05-26

  • Bug fix: duplicated integer and boolean indices.
  • Bug fix: correct typo in constraint specification to GLPK.
  • Added tutorial articles based on v0.99 to CVXR website on using other solvers, integer programming, MOSEK and GUROBI examples.

CVXR 0.98-1

  • Minor typographical fixes.

CVXR 0.98

  • Dropped delay_load parameter dropped in reticulate::import_from_path, per changes in reticulate.

  • Cleaned up hooks into reticulate for commercial solvers.

CVXR 0.97-1

  • Minor typo and documentation fixes.

CVXR 0.97

  • Added LPSOLVE via lpSolveAPI
  • Added GLPK via Rglpk
  • Added MOSEK
  • Added GUROBI
  • Bug fix: issue #25. All CVXR expressions retain dimensions. Culprit was drop = FALSE (in function Index.get_special_slice) as suspected.

CVXR 0.96

  • Added a note that CVXR can probably be compiled from source for earlier versions of R. This is issue #24

  • Using pkgdown. This also addresses issue #23

  • Bug fix: issue #28 Function intf_sign (interface.R) was unnecessarily using a tolerance parameter, now eliminated.

CVXR 0.95

CRAN release: 2018-02-20

  • 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 the Speed.

CVXR 0.94-4

CRAN release: 2017-11-20

  • First CRAN release 2017-11-20.