Extract solver stats for SCIP #3043
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cvxpy/problems/problem.py
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| raise error.SolverError(f"All solvers failed: {solvers}") | ||
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| def solve(self, *args, **kwargs): | ||
| def solve(self, *args, **kwargs) -> float: |
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This is an unrelated change but it has bugged me a few times when typing downstream projects 😄
I added a check that the value is a float and it seems to always be the case in the test suite, but I'm not 100% sure it's guaranteed in all cases.
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I looked into this, and the result could be None if the solver status is something like INFEASIBLE_OR_UNBOUNDED. See https://github.com/cvxpy/cvxpy/blob/master/cvxpy/reductions/solution.py#L30 So the return type should be float | None
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Indeed my test setup wasn't in the correct place, there seems to be a lot of possible return types (though I'm not sure it's correct). Here are some types generated during the tests:
float,intOKNoneOKnp.complex128? (the imaginary part is 0 up to numerical precision)tuple? (I think this is using custom solve methods)
So I'll just revert this change for now, it should be handled more thoroughly.
| def solve(self, *args, **kwargs) -> float: | |
| def solve(self, *args, **kwargs): |
SteveDiamond
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LGTM other than changing solve return type to float | None
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Benchmarks that have stayed the same: |
Description
Please include a short summary of the change.
The SCIP interface currently doesn't return any information about the solving process to the end user, despite retrieving it after the optimization.
This PR ensures the information is passed along the solving chain.
I added the usual attributes as well as the model itself to the extra stats to enable more advanced analysis without having to extract all available fields in the interface. One field I was unsure about is
SETUP_TIME, I wasn't able to find a clear definition and an equivalent in SCIP.Closes #2591
Closes #2910
Type of change
Contribution checklist