Fix/osqp (#280)

* fix settings for osqp version 1

* update tox

* update tox

* update release notes

* update release notes

* try with arm

* remove workaround

Author: cdiener

.github/workflows/test.yml

@@ -10,8 +10,8 @@ jobs:
     strategy:
       fail-fast: false
       matrix:
-        os: [ubuntu-latest, macos-13, windows-latest]
-        python-version: ["3.9", "3.11", "3.13"]
+        os: [ubuntu-latest, macos-latest, windows-latest]
+        python-version: ["3.10", "3.14"]
 
     steps:
     - uses: actions/checkout@v4

CHANGELOG.rst

@@ -3,6 +3,11 @@
 Next Release
 -----
 
+1.9.0
+-----
+* enable Python 3.14
+* bump OSQP to 1.0+
+
 1.8.3
 -----
 * fix the objective offset test for compatibility with Debian sid

src/optlang/hybrid_interface.py

@@ -110,16 +110,18 @@ def __init__(self):
     def osqp_settings(self):
         """Map internal settings to OSQP settings."""
         settings = {
-            "linsys_solver": "qdldl",
+            "solver_type": "direct",
             "max_iter": self.settings["iteration_limit"],
             "eps_abs": self.settings["optimality_tolerance"],
             "eps_rel": self.settings["optimality_tolerance"],
             "eps_prim_inf": self.settings["primal_inf_tolerance"],
             "eps_dual_inf": self.settings["dual_inf_tolerance"],
-            "polish": True,
+            "polishing": True,
             "verbose": int(self.settings["verbose"] > 0),
             "scaling": 10 if self.settings["presolve"] is True else 0,
-            "time_limit": self.settings["time_limit"],
+            "time_limit": (
+                self.settings["time_limit"] if self.settings["time_limit"] > 0 else 1e10
+            ),
             "adaptive_rho": True,
             "rho": 1.0,
             "alpha": 1.6,
@@ -154,9 +156,15 @@ def solve_osqp(self):
         sp = self.build(add_variable_constraints=True)
         solver = osqp.OSQP()
         log.debug("Setting up OSQP problem.")
-        solver.setup(
-            P=sp.P, q=sp.q, A=sp.A, l=sp.bounds[:, 0], u=sp.bounds[:, 1], **settings
-        )
+        try:
+            solver.setup(
+                P=sp.P, q=sp.q, A=sp.A, l=sp.bounds[:, 0], u=sp.bounds[:, 1], **settings
+            )
+        except osqp.interface.OSQPException as err:
+            reason = ",".join(str(a) for a in err.args)
+            if len(err.args) > 0 and err.args[0] == 4:
+                reason = "non-convex problem"
+            raise ValueError(f"OSQP error: {reason}")
         if self._solution is not None:
             if self.still_valid(sp):
                 solver.warm_start(x=self._solution["x"], y=self._solution["y"])
@@ -244,9 +252,7 @@ def still_valid(self, problem):
         """Check if previous solutions is still feasible."""
         nv, nc = len(self.variables), len(self.constraints)
         b = problem.bounds
-        if len(self._solution["x"]) != nv or len(
-            self._solution["y"]
-        ) != nc + nv:
+        if len(self._solution["x"]) != nv or len(self._solution["y"]) != nc + nv:
             return False
         c = problem.A.dot(self._solution["x"])
         tol = self.settings["primal_inf_tolerance"]

tox.ini

@@ -10,9 +10,8 @@ envlist =
 
 [gh-actions]
 python =
-     3.9: safety, py39, py39-symengine
-     3.11: safety, py311, py311-symengine
-     3.13: safety, py313, py313-symengine
+     3.10: safety, py310, py310-symengine
+     3.14: safety, py314, py314-symengine
 
 ;[testenv]
 ;deps =
@@ -32,11 +31,11 @@ deps =
      pytest-cov
      scipy <1.15.0  # until https://github.com/scipy/scipy/issues/22257 is fixed
      numpy >=1.13
-     osqp >=0.6.2
-     mip >=1.9.1; python_version < "3.13"
+     osqp >=1.1.0
+     mip >=1.9.1; python_version < "3.14"
      highspy >=1.5.3
-     cplex; python_version < "3.12"
-     gurobipy; python_version < "3.13"
+     cplex
+     gurobipy
      symengine: symengine
 passenv = CI
 commands =
@@ -70,7 +69,7 @@ deps=
      pip>=21.1
      safety
 commands=
-     safety check --full-report -i 70612
+     safety check --full-report
 
 [testenv:mypy]
 skip_install = True