Fix PSD Constraint Ordering for Clarabel#73
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PTNobel merged 5 commits intocvxgrp:masterfrom Aug 8, 2025
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Diffcp requires that the `A` matrix conforms to the SCS format, including that PSD constraints refer to the columnwise stacking of the lower triangle. Clarabel expects that the PSD constraints refer to the upper triangle, leading to an incorrect result when using Clarabel with PSD constraints. A unit test showing the issue was added to test_clarabel. In this test, X is a 3x3 PSD matrix and we wish to minimize X00 - X22 while constraining the trace to be equal to 1. Before this change, Clarabel reports success, but the resulting matrix isn't even PSD. After this change, we get the expected result.
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* Fix: update the toy example in README.md (cvxgrp#74) * Fix PSD Constraint Ordering for Clarabel (cvxgrp#73) * Reorder PSD Constraint Rows for Clarabel Diffcp requires that the `A` matrix conforms to the SCS format, including that PSD constraints refer to the columnwise stacking of the lower triangle. Clarabel expects that the PSD constraints refer to the upper triangle, leading to an incorrect result when using Clarabel with PSD constraints. A unit test showing the issue was added to test_clarabel. In this test, X is a 3x3 PSD matrix and we wish to minimize X00 - X22 while constraining the trace to be equal to 1. Before this change, Clarabel reports success, but the resulting matrix isn't even PSD. After this change, we get the expected result. * move pytest to existing dependency group * test on larger matrix and fix bug * permute rows of b as well * fix shuffling of b matrix * Merge LPGD into diffcp (cvxgrp#67) * Update README.md * Add LPGD * Update Readme * simplify argument passing * add more lpgd examples * Catch error if perturbed problem infeasible * Give better error message on infeasibility * fix docstrings * minor changes * cosmetic changes * update readme * move perturbed solution computation to utils * cosmetics * resolve domments on pull request + minor edits * add differentiation w.r.t. P * add examples for differentiating w.r.t. P * minor cosmetic change * mention in docstring that return_dP is currently only possible in LPGD mode * Update readme for for quadratic objectives, specify when differentiation wrt P is possible. * Testing merged version, examples run but remove some ununsed imports --------- Co-authored-by: Yuwen Chen <37250191+yuwenchen95@users.noreply.github.com> Co-authored-by: Erick Fuentes <fuentes.erick@gmail.com> Co-authored-by: Anselm Paulus <40758879+a-paulus@users.noreply.github.com>
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