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dsp's Issues

Naming convention?

I think it would be helpful to have all cvxpy related packages in a cvx namespace. E.g. you would introduce a folder cvx (without init.py) and in there you would the dsp package. This would avoid collision if you work in projects with multiple cvx related packages. I do this for example in cvxmarkowitz or in the cvxrisk also in the simulator package. cvx is always the route of the source folders. Having a name like cvx.. makes it also nice when you poetry show (or similar)... @phschiele @PTNobel

No module named 'cvxpy.reductions.dcp2cone.atom_canonicalizers'

Hello,

Using both cvxpy-1.4.1 and cvxpy-1.4.2, trying to import dsp, I get this error:

File [~/mambaforge/envs/torch2/lib/python3.11/site-packages/dsp/__init__.py:1](https://vscode-remote+ssh-002dremote-002blaurent-002dworkstation-002elan-002eetive-002ecom.vscode-resource.vscode-cdn.net/home/laurent/code/market-downloader/~/mambaforge/envs/torch2/lib/python3.11/site-packages/dsp/__init__.py:1)
----> [1](https://vscode-remote+ssh-002dremote-002blaurent-002dworkstation-002elan-002eetive-002ecom.vscode-resource.vscode-cdn.net/home/laurent/code/market-downloader/~/mambaforge/envs/torch2/lib/python3.11/site-packages/dsp/__init__.py:1) from dsp.cvxpy_integration import add_is_dsp, extend_cone_canon_methods
      [2](https://vscode-remote+ssh-002dremote-002blaurent-002dworkstation-002elan-002eetive-002ecom.vscode-resource.vscode-cdn.net/home/laurent/code/market-downloader/~/mambaforge/envs/torch2/lib/python3.11/site-packages/dsp/__init__.py:2) from dsp.local import LocalVariable
      [3](https://vscode-remote+ssh-002dremote-002blaurent-002dworkstation-002elan-002eetive-002ecom.vscode-resource.vscode-cdn.net/home/laurent/code/market-downloader/~/mambaforge/envs/torch2/lib/python3.11/site-packages/dsp/__init__.py:3) from dsp.problem import MinimizeMaximize, SaddlePointProblem, is_dsp

File [~/mambaforge/envs/torch2/lib/python3.11/site-packages/dsp/cvxpy_integration.py:2](https://vscode-remote+ssh-002dremote-002blaurent-002dworkstation-002elan-002eetive-002ecom.vscode-resource.vscode-cdn.net/home/laurent/code/market-downloader/~/mambaforge/envs/torch2/lib/python3.11/site-packages/dsp/cvxpy_integration.py:2)
      [1](https://vscode-remote+ssh-002dremote-002blaurent-002dworkstation-002elan-002eetive-002ecom.vscode-resource.vscode-cdn.net/home/laurent/code/market-downloader/~/mambaforge/envs/torch2/lib/python3.11/site-packages/dsp/cvxpy_integration.py:1) from cvxpy import Expression, Problem
----> [2](https://vscode-remote+ssh-002dremote-002blaurent-002dworkstation-002elan-002eetive-002ecom.vscode-resource.vscode-cdn.net/home/laurent/code/market-downloader/~/mambaforge/envs/torch2/lib/python3.11/site-packages/dsp/cvxpy_integration.py:2) from cvxpy.reductions.dcp2cone.atom_canonicalizers import CANON_METHODS
      [4](https://vscode-remote+ssh-002dremote-002blaurent-002dworkstation-002elan-002eetive-002ecom.vscode-resource.vscode-cdn.net/home/laurent/code/market-downloader/~/mambaforge/envs/torch2/lib/python3.11/site-packages/dsp/cvxpy_integration.py:4) from dsp.problem import is_dsp
      [5](https://vscode-remote+ssh-002dremote-002blaurent-002dworkstation-002elan-002eetive-002ecom.vscode-resource.vscode-cdn.net/home/laurent/code/market-downloader/~/mambaforge/envs/torch2/lib/python3.11/site-packages/dsp/cvxpy_integration.py:5) from dsp.saddle_extremum import conjugate, saddle_max, saddle_min

ModuleNotFoundError: No module named 'cvxpy.reductions.dcp2cone.atom_canonicalizers'

Looking at the code of CVXPY 1.3.2, I can indeed see the required symbol: https://github.com/cvxpy/cvxpy/blob/v1.3.2/cvxpy/reductions/dcp2cone/atom_canonicalizers/__init__.py

However, CVXPY 1.4.0, renamed it as https://github.com/cvxpy/cvxpy/blob/v1.4.0/cvxpy/reductions/dcp2cone/canonicalizers/__init__.py

variables and parameters for MinimizeMaximize

It would be better if MinimizeMaximize supported more of the standard methods for cvxpy objects, such as .variables() to get all the variables and .parameters() to get all the parameters.

Negative scaling of inner() atom

Not sure I'm using it correctly, but here is a MWE:

import dsp
import cvxpy as cvx
from numpy.random import default_rng

rng = default_rng(seed=777)


def mwe():
    n = 5
    A = rng.integers(low=1, high=5, size=(n, n))
    print(A)
    x = cvx.Variable(n)
    y = cvx.Variable(n)
    constraints = [x >= 0, y >= 0, cvx.sum(x) == 1, cvx.sum(y) == 1]

    objs = [
        dsp.MinimizeMaximize(f)
        for f in (
            dsp.inner(-x, A @ y),
            dsp.inner(x, -A @ y),
            -dsp.inner(x, A @ y),
        )
    ]

    for obj in objs:
        prob = dsp.SaddlePointProblem(obj, constraints)
        prob.solve()
        print(prob.value)


if __name__ == "__main__":
    mwe()

This prints out

[[4 3 2 2 1]
 [3 2 4 2 1]
 [2 2 2 3 2]
 [3 2 3 1 2]
 [4 1 3 1 3]]
-2.00000000020348
-2.00000000020348
-2.333333332964706

Why is the third one different, and which is the right way? The docs just reference scaling in general, not restricting it to positive.

DOC: typo?

Should saddle_innder(Fx, Gy) be saddle_inner(Fx, Gy)?

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