Comments (6)
@barracuda156 I already maintain the R package ECOSolveR
already and I have seen one example where the underlying ECOS C library leaks memory. I do fix things where I can, but not being an original author makes it time-consuming and difficult. (ECOS is also in the process of being deprecated in CVXPY too.)
Re: math. The authors of Clarabel chose to write the solver in Rust and I am glad to be able to make it available to R users.
But, at least for now, I can make this an enhancement rather than an import.
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This fix is in place in the clarabel_interface branch. You can install via:
devtools::install_github("cvxgrp/CVXR", ref="clarabel_interface")
or download the whole tree and checkout the clarabel_interface
branch and install as usual.
It will make it to CRAN in due course.
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@bnaras Could you please take a look? I could revert related commits, of course, to fix it for MacPorts locally, but it is better to have it done properly for everyone.
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@barracuda156 thanks for letting me know. Certainly not our intent, and perhaps I pulled the trigger a bit too fast. We can make it optional by adding it to the "Enhances" field. Down the line, however, with ECOS not being maintained, we need a good conic solver as a default and so it might become necessary. I will do this as soon as I can.
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@bnaras Thank you.
With Rust there are two potential options to have it working on every platform:
mrustc
supports bootstrapping new enough Rust and GCC backend for Rust is completed. That will still require non-trivial efforts though, sincerustc
compiler is designed in a silly fashion and getting to the current version from some version bootstrapped bymrustc
from C will require sequential builds of multiple versions ofrustc
. (Days/weeks of compilation.)gccrs
(GCC compiler for Rust) is production-ready and can be used in place ofrustc
. This will actually fix it for every platform where GCC works, i.e. more or less everywhere, but we do not know when that happens.
Neither is gonna happen soon, AFAIK.
So it is desirable to have a fallback via a non-default configure option (to keep Rust-less systems with ECOS) or otherwise find some cross-platform replacement for Clarabel.
Down the line, however, with ECOS not being maintained
I am not familiar with the related code, so saying this blindly, but perhaps you could make a fork and maintain it?
Generally speaking, math should not require Rust, C/C++/Fortran work perfectly fine. If not, there are OCaml and Lisp, which are not completely cross-platform, but at least not as bad as Rust. (Both in terms of support for platforms and in terms of bootstrapping their compilers from sources.)
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@bnaras Thank you, this is appreciated.
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Related Issues (20)
- Gurobi and TimeLimit HOT 2
- Solving SDP problem with cvx - difference between MATLAB and R solution HOT 1
- Need better handling of GUROBI solver error
- Problem does not follow GDP rules
- Problem does not follow DCP rules when using large number
- Minimize() and Maximize() prompt "illegal operation" HOT 2
- GLPK_MI, feasible solution, error: "the condition has length > 1" HOT 1
- wrong link in homepage HOT 1
- xpress support
- Wrong table about SCS and QP in homepage HOT 7
- Solver specific variables in CVXR::solve
- Please revisit the License file HOT 1
- Applying reduction GLPK_MI appears to be in an infinite loop HOT 3
- Reproducing glmnet results runs into issues with indicator variables and ultrasparse lambdas HOT 3
- Problem with nested optimization functions HOT 2
- Issue installing CVXR
- Add support for Clarabel HOT 1
- Inefficient processing of cones HOT 7
- typo in functions for mixed_norm
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