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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.

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.

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

  • 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

  • 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

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

CVXR 1.0-13

  • 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

  • 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

  • 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

  • Now requiring the updated scs 3.0 as an import

CVXR 1.0-9

  • 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

  • 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

  • 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

  • Major release implementing reductions, many new solvers.

CVXR 0.99

  • 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

  • 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 Getting Faster Results article.

CVXR 0.94-4

  • First CRAN release 2017-11-20.