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Changelog

Source: NEWS.md

diffcp 0.1.1

  • Fix scs issue with adaptive scaling triggered on R with no long double and also with MKL tolerance.
  • Fix typo issues pointed out by CRAN.

diffcp 0.1.0

CRAN release: 2026-05-19

First public release of the R port of diffcp.

Features

  • solve_only(A, b, c, cone_dict, ...) — forward solve of a convex cone program via Clarabel (default) or SCS, supporting all six standard cones (zero, nonneg, SOC, PSD, exponential, exponential dual). Quadratic objectives via the P argument are supported in forward-only mode (mirroring Python diffcp).

  • solve_and_derivative(A, b, c, cone_dict, mode, ...) — solves the cone program and returns the optimal (x, y, s) together with two callables D(dA, db, dc) and DT(dx, dy, ds) that apply the derivative and its adjoint at the supplied perturbations.

    • mode = "lsqr" (default): matrix-free LSQR via the M operator.
    • mode = "dense": dense M matrix factored with Eigen LDLT.

  • pi(x, cones, dual) — projection onto a Cartesian product of cones, with dual = TRUE selecting the dual product cone.

  • PSD-cone forward solves through Clarabel automatically permute the rows of A and entries of b from SCS lower-triangular ordering to Clarabel upper-triangular ordering, and permute y / s back on return.

Implementation

  • The numerical core is a faithful port of the C++ source in cvxgrp/diffcp (linop.cpp, cones.cpp, deriv.cpp, lsqr.cpp), called from R via RcppEigen.

  • Each R file is annotated with ## DIFFCP SOURCE: <upstream path> pointing at the corresponding lines in the upstream Python source.

Tests

  • 676 tests, faithful ports of every in-scope test in tests/test_clarabel.py, tests/test_clarabel_psd.py, tests/test_scs.py, and tests/test_cone_prog_diff.py from the upstream Python repository. Test fixtures are pinned to Python diffcp’s outputs at the same atol bounds Python uses (1e-8 on finite-difference D-vs-FD agreement; 1e-4 on SCS-vs-Clarabel cross-checks; 1e-12 on round-trips).

Out of scope (this release)

  • The lpgd / lpgd_left / lpgd_right derivative modes (used by cvxpylayers for QP and degenerate-derivative cases).
  • Batch parallel APIs (solve_and_derivative_batch, solve_only_batch).
  • The lsmr mode.
  • The ECOS solver branch (ECOS is unmaintained).