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Thomas Schmelzertschm
Thomas Schmelzer
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moving ECOS out
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tests/test_markowitz/test_builder.py

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@@ -40,7 +40,7 @@ def test_dummy():
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D.UPPER_BOUND_ASSETS: np.array([1.0]),
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D.VOLA_UNCERTAINTY: np.zeros(1),
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}
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).solve(solver=cp.ECOS)
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).solve(solver=cp.CLARABEL)
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assert np.allclose(dict(problem.data)[(M.RISK, "chol")].value, np.eye(1))
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@@ -68,7 +68,7 @@ def test_infeasible_problem():
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)
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with pytest.raises(CvxError):
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problem.solve(solver=cp.ECOS)
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problem.solve(solver=cp.CLARABEL)
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def test_builder_risk():

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