Uno interface (#119)

* adds first changes for interface

* some more progress on uno interface

* adds unopy to CI workflows

* remove windows tests

* remove unnecessary nlp workflow

* cleanup test_nlp_solvers

Author: Transurgeon

.github/workflows/test_nlp_solver.yml

@@ -1,4 +1,4 @@
-name: test_nlp
+name: test_nlp_solvers
 
 on:
     pull_request:
@@ -16,7 +16,7 @@ jobs:
     strategy:
       fail-fast: false
       matrix:
-        os: [ubuntu-latest, macos-latest, windows-latest]
+        os: [ubuntu-latest, macos-latest]
     steps:
       - uses: actions/setup-python@v6
         with:
@@ -35,10 +35,13 @@ jobs:
       - name: Install cyipopt via conda
         run: |
           conda install -y -c conda-forge cyipopt
+      - name: Install uno via pip
+        run: |
+          pip install unopy
       - name: Install test dependencies
         run: |
           pip install -e .
           pip install pytest hypothesis
-      - name: Run NLP tests
+      - name: Run nlp tests
         run: |
           pytest cvxpy/tests/nlp_tests/.

.github/workflows/nlp.yml .github/workflows/test_nlp_solvers.yml.github/workflows/nlp.yml renamed to .github/workflows/test_nlp_solvers.yml

@@ -50,6 +50,7 @@
 from cvxpy.reductions.solvers.nlp_solvers.copt_nlpif import COPT as COPT_nlp
 from cvxpy.reductions.solvers.nlp_solvers.ipopt_nlpif import IPOPT as IPOPT_nlp
 from cvxpy.reductions.solvers.nlp_solvers.knitro_nlpif import KNITRO as KNITRO_nlp
+from cvxpy.reductions.solvers.nlp_solvers.uno_nlpif import UNO as UNO_nlp
 from cvxpy.reductions.solvers.qp_solvers.qp_solver import QpSolver
 from cvxpy.reductions.solvers.solver import Solver
 from cvxpy.reductions.solvers.solver_inverse_data import SolverInverseData
@@ -1228,6 +1229,15 @@ def _solve(self,
                 nlp_reductions = reductions + [KNITRO_nlp()]
             elif solver is s.COPT:
                 nlp_reductions = reductions + [COPT_nlp()]
+            elif "uno" in solver.lower():
+                if solver.lower() == "uno_ipm":
+                    # Interior-point method (requires MUMPS linear solver)
+                    kwargs["preset"] = "ipopt"
+                    kwargs["linear_solver"] = "MUMPS"
+                elif solver.lower() == "uno_sqp":
+                    # SQP method (default)
+                    kwargs["preset"] = "filtersqp"
+                nlp_reductions = reductions + [UNO_nlp()]
             else:
                 raise error.SolverError(
                     "Solver %s is not supported for NLP problems." % solver

cvxpy/problems/problem.py

@@ -47,6 +47,7 @@
 from cvxpy.reductions.solvers.conic_solvers.sdpa_conif import SDPA as SDPA_con
 from cvxpy.reductions.solvers.conic_solvers.xpress_conif import XPRESS as XPRESS_con
 from cvxpy.reductions.solvers.nlp_solvers.ipopt_nlpif import IPOPT as IPOPT_nlp
+from cvxpy.reductions.solvers.nlp_solvers.uno_nlpif import UNO as UNO_nlp
 
 # QP interfaces
 from cvxpy.reductions.solvers.qp_solvers.copt_qpif import COPT as COPT_qp
@@ -84,7 +85,7 @@
     MPAX_qp(),
     KNITRO_qp(),
 ]
-solver_nlp_intf = [IPOPT_nlp()]
+solver_nlp_intf = [IPOPT_nlp(), UNO_nlp()]
 
 SOLVER_MAP_CONIC = {solver.name(): solver for solver in solver_conic_intf}
 SOLVER_MAP_QP = {solver.name(): solver for solver in solver_qp_intf}
@@ -137,7 +138,7 @@
     s.MPAX,
     s.KNITRO,
 ]
-NLP_SOLVERS = [s.IPOPT]
+NLP_SOLVERS = [s.IPOPT, s.UNO]
 DISREGARD_CLARABEL_SDP_SUPPORT_FOR_DEFAULT_RESOLUTION = True
 MI_SOLVERS = [
     s.GLPK_MI,