What are the specific reasons for CVXPY to throw `SolverError` exception?

Question

I am using CVXPY (version 1.0) to solve a quadratic program (QP) and I often get this exception:

SolverError: Solver 'xxx' failed. Try another solver.

which makes my program really fragile. I have tried different solvers, including CVXOPT, OSQP, ECOS, ECOS_BB, SCS. They all have more or less the same problem. I noticed that when I make the stopping criteria of the solver more strict (e.g., decrease the absolute error tolerance), I get SolverError more frequently, and when I make it less strict, the SolverError problem is attenuated and even disappears. I also find that the way that CVXPY throws SolverError is stochastic: if I run the same program many times, there are some runs having SolverError and others get the optimal result.

Although I can avoid SolverError just by trying more times and lowering the stopping criteria, I really want to understand the real specific reasons behind the exception

SolverError: Solver 'xxx' failed. Try another solver.

This error is not really informative and I have no clues on what to do to improve the problem solving robustness. Are its causes specific to a solver? Is this exception thrown for a set of well-defined situations? Or is it just a way of saying "something goes wrong for unknown reasons"? What reasons might those be?

Answer 1

If you have a solver error, you need to either debug by calling the solve method with verbose=True to see the detailed error message or use a more robust commercial solver like MOSEK. The specific reasons for solver errors depend on the solver used. A common cause is having too tight a numerical tolerance or having badly scaled data (i.e., the dynamic range of the floats in your program is too large). I will modify the SolverError message to mention using verbose=True.