Release 1.9.1: DNLP, bounds propagation, CVXPY 1.9.1 parity - #157
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Consolidate NEWS.md and the whats_new vignette into a single 1.9.1 section (the CRAN jump is 1.8.2 -> 1.9.1; the internal 1.8.2-1 and 1.9.0 development cycles are folded in). Also includes accumulated R/ source renumbering since the last master publish.
Conic auto-select now follows CVXPY 1.9 problem_form.py::pick_default_solver (commercial first; MI-LP -> HIGHS, MI-other -> SCIP; SDP -> SCS; else CLARABEL) instead of first-cone-capable-in-order, fixing the two test-problem-form-parity-v19.R default-solver assertions when no commercial solver is installed. QP path and fallbacks unchanged.
Update reference index for the 1.9.x API surface and regenerate docs/. Add the 11 previously-unindexed topics: convolve, normcdf, get_bounds, is_dnlp, is_smooth, is_atom_smooth, is_linearizable_convex/concave, scalarize, sample_bounds, and reduction-id-map (var_id_map/param_id_map).
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Summary
S7 rewrite from 1.8.2-1 → 1.9.1, reaching CVXPY 1.9.1 parity.
R CMD check:Status: OK(full suite passes, vignettes rebuild clean, 0NOTEs/WARNINGs). 683 files changed — mostly generated
R/renumbering, notbehavioral change.
Highlights
psolve(prob, nlp = TRUE)for smooth,not-necessarily-convex programs (
is_dnlp()grammar). New smooth atoms(
sin/cos/tan/sinh/tanh/asinh/atanh/normcdf/prod), smoothnesspredicates,
best_of = nrestarts. Powered by optionalsparsediff+Uno/ipopt.get_bounds()works on any expression; sparse andsymbolic (
Parameter) bounds; native solver bounds consumed by HiGHS, Gurobi,CPLEX, XPRESS, PIQP, SCIP.
convolve();is_dpp(context=); DGP parametric bounds;CPLEX conic path (LP/SOCP/MI).
gparg honored inproblem_data(); explicitenforce_dpp/ignore_dppinpsolve(); QP-pathquad_over_linfix.NEWS.md+whats_newvignette consolidated to a single 1.9.1section (public jump is 1.8.2 → 1.9.1).
Dependencies / CI
Uno,sparsediff,ipopt,diffcpare inEnhances(optional,requireNamespace()-guarded);Additional_repositoriesincludesbnaras.r-universe.dev, so CI resolves them from r-universe without anything onCRAN. Builds/checks clean with all absent.
Notes
SOCdual recovery unimplemented;complex SOC primal canonicalization works.