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solver = "clarabel") replaces ECOS as the
default solver for the power = 1 and
power = Inf L1 methods, and SCIP replaces ECOS as the
default exact solver in the binary program (W2IP), where
ECOS’s branch and bound could return suboptimal subsets. ECOS remains
available with solver = "ecos". Both new solvers are
suggested packages: if ROI.plugin.clarabel or
scip is not installed (e.g., no Rust toolchain to build
Clarabel from source), the defaults fall back to ECOS and lpSolve,
respectively, with a once-per-session message.doRNG to doFuture. There had
been some issues with getting replies from the doRNG team
so concerned about ongoing support/updating. Parallel computation is now
set up with future::plan(),
e.g. future::plan(future::multisession, workers = 4), and
all functions use whatever plan is set.parallel argument of WPVI(),
distCompare(), and the *_method_options()
functions is deprecated in favor of future::plan(). For
now, a cluster from parallel::makeCluster() or a number of
workers is still accepted and used as the plan for the duration of the
call.mosek: solver = "clarabel" for the
power = 1 and power = Inf L1 methods and
solver = "scip" and solver = "highs" for the
exact binary program method. The "scip" solver works on the
binary quadratic program directly and supports a time limit. These
require the suggested packages ROI.plugin.clarabel,
scip, and ROI.plugin.highs.binary_program_method_options(algorithm = "augmented.lagrangian"),
for the exact binary program method. It replaces the constraint on the
number of coefficients with an exact augmented Lagrangian penalty from
the continuous relaxation, giving the same solution as
algorithm = "exact", and works with every exact
solver.approxOT header files directlylifecycle badges to main functionsNEWS.md file to track changes to the
package.These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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