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Match infeasible problem handling to CVXPY

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#70 3 comments 0 reactions 0 assignees View on GitHub

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Assessment

Difficulty
5/5
Estimated time
Over a week
Newbie friendliness
25/100
Issue type
Feature
Clarity
Mostly clear
Activity status
Stale
Tech stack
python
Domain
api, backend

Research direction

Start by reading the solve_only_batch and solve_and_derivative_batch entry points, then compare their current infeasible-problem behavior with the CVXPY interface. The issue suggests reporting infeasibility for solve_only_batch so DiffCP and CVXPYLayers can use feasibility problems; completion should define the return values and handling for each batch thread, including whether derivative batches are excluded.

Written by the indexing model from the issue text.

Description

Hey,
Noticing that the current behaviour for an infeasible problem in the batch is just to throw a SolverError.

I think matching the CVXPY interface of just reporting infeasibility would be advantageous because

  • it matches the CVXPY behaviour
  • it allows using DiffCP and CVXPYLayers for feasibility problems, which is currently cumbersome

I assume this would require some work, since its has to be kept track of, which thread is dealing with an infeasible problem and there would be a need for additional returns. Moreover, it probably makes no sense to support this for solve_and_derivative_batch but only for solve_only_batch.

However given the desire to fulfill https://github.com/cvxpy/cvxpy/issues/2485, this may be required eventually anyway.

Dominant language
Python
Stars
121
Forks
26
PR merge metrics
No merged PRs in 30d

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