Customize solver preference order

[warwickmm]

It would be nice if there was a way to customize the solver preference order. For example, with the existing definition,

CONIC_SOLVERS = [s.MOSEK, s.ECOS, s.SCS, s.CLARABEL, s.SDPA,
                 s.CPLEX, s.GUROBI, s.COPT, s.GLPK, s.NAG,
                 s.GLPK_MI, s.CBC, s.CVXOPT, s.XPRESS, s.DIFFCP,
                 s.SCIP, s.SCIPY, s.GLOP, s.PDLP, s.ECOS_BB]

MOSEK is the preferred solver for conic problems. However, if one has a limited number of MOSEK licenses compared to say, CPLEX, it would be nice to customize the order so that MOSEK isn't chosen when the user doesn't request a specific solver.

[SteveDiamond]

That's an interesting suggestion. I'm not sure what the interface would be, because we don't have an official way of changing globals now. You could monkey patch and change the CONIC_SOLVERS list. In my own codebase I will monkey patch things sometimes.

[PTNobel]

Would #2450 work for your purpose?

[warwickmm]

From a quick glance, I don't think so. We would like to customize the order in which CVXPY chooses the solver, i.e., when the user is not explicitly specifying the solver(s) themselves.