Cvxpy

Changelog:

- Support for Gurobi Environments (1445)
- Validate constraints on problem creation (1463)
- Fix SCS requirement issue (Issue 1474) (1481)
- Fixes for DQCP (1484)
- [CI] Build cvxpy-base (Issue 1478) (1485)
- More types (1389)
- Sort imports (1488)
- Improved handling of solver import errors (1498)
- Add pre-commit config (1507)
- Improve solver inheritance (1509)

Changelog
- Update performance_utils.py (1437)
- Fix Constant.is_psd() and Constant.is_nsd() (1456)
- Fixed DIFFCP interface to handle ECOS
- Use builtin types instead of deprecated numpy aliases (1442)

- Update SCS status map to use status vals rather than string matching (1441)
- Added relative entropy atom (1427)
- Fix CVXOPT interface (1427)
- Add some aggressive compilation warning settings (1432)
- Eliminate some old/extraneous test files and scripts (1434)
- [CI] Only install Mosek if license is available (1435)
- Specify solvers in tests (1430)
- More Solvers for CI (1417)
- remove model update within soc constraint for loop (1411)
- Gurobi CI (1413)
- Adding dual variables for SciPy LP solver interfaces 1425 (1426)
- Add an interface to SciPy-accessible LP solvers - Issue: 1414 (1416)
- loggamma approximation (1400)
- Move Windows CI to GitHub Action v2 (1398)
- add py.typed file so that users of cvxpy get type info from the package (1388)
- Skip deploy step (1396)

Key changes
- Dropped Python 3.5 support (1386)
- Build Manylinux Wheels (1378)

Improvements
- Add boolean type annotations (1319)
- Move Travis CI to GitHub Actions (1368)
- Annotations for warm_start, verbose, and shape (1364)
- use flexible numpy version in pyproject.toml (1376)

Bug fixes
- Fixed bug with verbose=True that was causing exceptions.
- Logistic atom - improved gradient calculation (1359)
- Fix edge case for vstack (1339)

Improvements
- Gurobi warm start (1248)
- param_dict and var_dict (1279)
- Implement handling of `bool` valued constraints (1283)
- Use lazy interpolation for logging (1312)
- Set prob.value to prob.objective.value (1300)
- populate solver_stats for ecos_bb, ecos & scs (1323)

Bug fixes
- Gurobi: fix for when time limit is hit with no solution (1270)
- Gurobi: fix for when time limit is hit with no solution (QP case) (1272)
- Fix NonPos (1277)
- Switch to using safe default arguments (1311)

CFLAGS='-fopenmp' LDFLAGS='-lgomp' pip install cvxpy --no-binary cvxpy


Control the number of threads used either by setting the `OMP_NUM_THREADS` environment variable, or by using the function `cvxpy.set_num_threads`. The latter takes precedence.

Bug fixes
* CVXPY no longer resets warning filters on loggers (1240 by rileyjmurray )
* The `diag` atom's `is_nonneg` method now checks for PSD-ness (1242 by phschiele)
* A fix to the Gurobi interface (1246 by bstellato)
* Reshaping with `order=C` now works properly (1264 by akshayka )
* The gradient of `quad_form` was fixed to handle complex inputs (1261 by SteveDiamond )