What’s New in CVXR 1.8.x

Author

Anqi Fu and Balasubramanian Narasimhan

Complete Rewrite Using S7

CVXR 1.8.x is a ground-up rewrite using R’s S7 object system, designed to be isomorphic with CVXPY 1.8.1 for long-term maintainability. This page summarizes the key changes from CVXR 1.x that may affect users.

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, and PIQP.
  • Mixed-integer programming via GLPK_MI, ECOS_BB, Gurobi, CPLEX, or HiGHS (boolean = TRUE or integer = TRUE in Variable()).
  • Parameter support via Parameter() class and EvalParams reduction.
  • 50+ atom classes covering LP, QP, SOCP, SDP, exponential cone, and power cone problems.
  • DPP (Disciplined Parameterized Programming) for efficient parameter re-solve with compilation caching.
  • DGP (Disciplined Geometric Programming) via psolve(prob, gp = TRUE).
  • DQCP (Disciplined Quasiconvex Programming) via psolve(prob, qcp = TRUE).
  • Complex variable support via Variable(n, complex = TRUE).
  • Warm-start support for 6 solvers (OSQP, SCS, Gurobi, MOSEK, CLARABEL, HiGHS).

Breaking Changes from CVXR 1.x

New solve interface

The primary solve function is now psolve(), which returns the optimal value directly:

library(CVXR)
x <- Variable(2)
prob <- Problem(Minimize(sum_squares(x)), list(x >= 1))
opt_val <- psolve(prob)       # returns optimal value directly
x_val <- value(x)             # extract variable value
prob_status <- status(prob)   # check status

The old solve() still works but returns a compatibility list:

result <- solve(prob)
result$value       # optimal value
result$getValue(x) # variable value (deprecated)
result$status      # problem status

API changes

Old API New API
solve(problem) psolve(problem)
result$getValue(x) value(x)
result$value return value of psolve()
result$status status(problem)
result$getDualValue(con) dual_value(con)
problem_status(prob) status(prob)
problem_solution(prob) solution(prob)
get_problem_data(prob, solver) problem_data(prob, solver)

Axis parameter changes

The axis parameter now uses R’s apply() convention (1-based indexing):

Old CVXR New CVXR Meaning
axis = 1 axis = 1 Row-wise reduction (unchanged)
axis = 2 axis = 2 Column-wise reduction (unchanged)
axis = NA axis = NULL All entries

Passing axis = 0 now produces an informative error with migration guidance.

PSD constraints

PSD constraints use PSD(A - B) instead of A %>>% B (though %>>% and %<<% operators are still available for backward compatibility).

Solver changes

  • Removed: CBC
  • Added: HiGHS (LP, QP, MILP), Gurobi (LP, QP, SOCP, MIP), CVXOPT (LP, SOCP), PIQP (QP)
  • Default solver: CLARABEL (replaces ECOS)

Supported solvers

Solver R Package Type Problem Classes
CLARABEL clarabel (>= 0.11.2) Conic LP, QP, SOCP, SDP, ExpCone, PowCone
SCS scs (>= 3.2.7) Conic LP, QP, SOCP, SDP, ExpCone, PowCone
MOSEK Rmosek (>= 11.1.1) Conic LP, QP, SOCP, SDP, ExpCone, PowCone
ECOS ECOSolveR (>= 0.6) Conic LP, SOCP, ExpCone
ECOS_BB ECOSolveR (>= 0.6) Conic LP, SOCP, ExpCone + MI
GUROBI gurobi (>= 13.0.1) Conic/QP LP, QP, SOCP, MI
GLPK Rglpk (>= 0.6.5.1) Conic LP
GLPK_MI Rglpk (>= 0.6.5.1) Conic LP, MILP
HIGHS highs (>= 1.12.0.3) Conic/QP LP, QP, MILP
CVXOPT cccp (>= 0.3.3) Conic LP, SOCP
OSQP osqp (>= 1.0.0) QP LP, QP
CPLEX Rcplex (>= 0.3.8) QP LP, QP, MI
PIQP piqp (>= 0.6.2) QP LP, QP

New Atoms and Functions

Convenience atoms

Function Description
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)
cvxr_outer(x, y) Outer product of two vectors
inv_prod(x) Reciprocal of product of entries
loggamma(x) Elementwise log of gamma function
log_normcdf(x) Elementwise log of standard normal CDF
cummax_expr(x, axis) Cumulative maximum along an axis
dotsort(X, W) Weighted sorted dot product

Boolean logic atoms

For mixed-integer programming: Not(), And(), Or(), Xor(), implies(), iff().

Other new atoms

  • perspective(f, s) for perspective functions
  • FiniteSet(expr, values) constraint for discrete optimization
  • ceil_expr(), floor_expr() for DQCP problems

Backward-Compatibility Aliases

  • tv() is an alias for total_variation()
  • norm2(x) is an alias for p_norm(x, 2)
  • multiply(x, y) is an alias for elementwise multiplication
  • installed_solvers() lists available solver packages
  • Old solve() still works and returns a compatibility list
  • Old function names (problem_status, getValue, etc.) still work but emit once-per-session deprecation warnings

Migration Guide

To migrate code from CVXR 1.x to 1.8.x:

  1. Replace result <- solve(problem) with opt_val <- psolve(problem)
  2. Replace result$getValue(x) with value(x)
  3. Replace result$value with the return value from psolve()
  4. Replace result$status with status(problem)
  5. Replace result$getDualValue(con) with dual_value(con)
  6. Replace add_to_solver_blacklist() calls (no longer needed)
  7. Update solver names: "ECOS" → "CLARABEL", "GLPK" → "HIGHS"
  8. Update axis arguments: axis = NA → axis = NULL (row/column axis values 1 and 2 are unchanged)
  9. Replace A %>>% B with PSD(A - B) if desired

References