I am trying to run code with cvxpy and ECOS solver CVXPY was installed like this: pip install "cvxpy[CBC,CVXOPT,GLOP,GLPK,GUROBI,MOSEK,PDLP,SCIP,XPRESS,ECOS]" My versions: cvxopt 1.3.2 cvxpy 1.4.0 numpy 1.26.4 I found that ESOC was removed in cvxpy 1.6, but my version should support this solver https://github.com/cvxpy/cvxpy/issues/2301 I am running solver: import pandas as pd import numpy as np import cvxpy as cp import ecos from typing import Union, Optional, Dict, List from sklearn.covariance import LedoitWolf ... prob = cp.Problem(cp.Minimize(risk + lambda_1 * cp.norm(w, 1)), constr) # min risk prob.solve(solver="ECOS", parallel=parallel, verbose=verbose) I have an error SolverError: The solver ECOS is not installed. Continue reading...