Skip the removed ECOS_BB solver in lp_portfolio - #768

I tried to reproduce #626 on both sides of this change (Python 3.12, cvxpy 1.9.3, ecos installed from PyPI, a 3-asset lp_portfolio call with 1000 to spend). In that environment cp.installed_solvers() lists ECOS_BB, and lp_portfolio() returns ({'A': 50, 'B': 15, 'C': 6}, ~2.0) both before and after the patch, so I could not trigger the SolverError here. The guard itself looks right to me (only default to ECOS_BB when cvxpy actually lists it), and the two monkeypatched tests pin both branches.

It would help a reviewer to name the versions that do fail (which cvxpy and which ecos/ecos-bb packages), since with the current ecos wheel cvxpy still registers ECOS_BB. Also, solver=None falls through to whatever cvxpy picks for a mixed-integer problem; in my environment that worked, but a test that runs a real small lp_portfolio with no ecos installed (as in CI without the optional extra) would check that path end to end rather than only the argument passed to solve.

The failure in #626 is cvxpy 1.6.0 dropping ECOS, which raises SolverError: The solver ECOS_BB is not installed. The old default selected ECOS_BB whenever the ecos package imported, even if cvxpy no longer listed that solver.

On this machine (Python 3.14, cvxpy 1.9.3, ecos not installed) installed_solvers() is CLARABEL, HIGHS, OSQP, SCIPY, SCS. A real two-asset lp_portfolio of 1000 now solves on that path; the new test covers it and skips when ECOS_BB is registered. Your Python 3.12 / cvxpy 1.9.3 run still lists ECOS_BB because the ecos wheel is installed, so the guard keeps the old default and both sides succeed. The three solver tests passed.

Thanks for the details. I ran your no-ecos path (Python 3.12, cvxpy 1.9.3, ecos not installed, installed_solvers() = CLARABEL, SCS, SCIPY, HIGHS, OSQP) with a 3-asset lp_portfolio of 1000 on both main and this branch. Both return ({'A': 49, 'B': 15, 'C': 6}, 0.0) with no warning, because on main the ECOS_BB default is only taken when ecos imports, and here it doesn't. I also tried cvxpy 1.6.0 with ecos installed: ECOS_BB is listed, and both sides succeed (the FutureWarning fires on both).

So the new real-solve test passes without the patch in the environment I could build, and I still have not seen the failing combination. The case the guard changes is ecos importable while cp.installed_solvers() lacks ECOS_BB. Which cvxpy and ecos versions produce that for you (the output of pip list | grep -i -E "cvxpy|ecos" from the failing job would settle it)? If the guard is for that case, a test that monkeypatches installed_solvers to omit ECOS_BB while ecos imports (rather than skipping when ECOS_BB is registered) would fail on main and pass here.