286 run without requirementstxt install dependencies in a header for uv

Makefile

@@ -10,29 +10,13 @@ uv: ## Create a virtual environment using uv
 	# Download and install uv package manager
 	@curl -LsSf https://astral.sh/uv/install.sh | sh
 
-.PHONY: install
-install: uv ## Install a virtual environment
-	# Create a virtual environment
-	@uv venv
-	# Upgrade pip to the latest version
-	@uv pip install --upgrade pip
-	# Install dependencies from requirements.txt
-	@uv pip install -r requirements.txt
-
 ##@ Code Quality
 
 .PHONY: fmt
 fmt: uv ## Run autoformatting and linting
 	# Run all pre-commit hooks on all files
 	@uvx run pre-commit run --all-files
 
-##@ Dependencies
-
-.PHONY: freeze
-freeze: install  ## Freeze all requirements
-	# Create a frozen requirements file with exact versions
-	@uv pip freeze > requirements_frozen.txt
-
 ##@ Cleanup
 
 .PHONY: clean
@@ -43,9 +27,9 @@ clean:  ## Clean up caches and build artifacts
 ##@ Experiments
 
 .PHONY: experiments
-experiments: install ## Run all experiment
+experiments: uv ## Run all experiment
 	# Execute the experiments script
-	@uv run python experiments.py
+	@uv run experiments.py
 
 ##@ Help
 

README.md

@@ -13,18 +13,35 @@ Please run all experiments using
 make experiments
 ```
 
-This first replicates the virtual environment defined in 'requirements.txt'
-locally and then runs the experiments defined in 'experiments.py'.
+This first installs uv on the fly and then creates and replicates the
+environment defined in the script section of the 'experiments.py' file
+as described in the [documentation of uv run](https://docs.astral.sh/uv/guides/scripts/#declaring-script-dependencies)
 
-## Reproducibility
+If you have uv installed you can bypass make and run directly
 
-The main packages used are specified in 'requirements.txt', with a frozen
-version of all packages and their sub-dependencies in 'requirements_frozen.txt'.
-We used Python 3.10.13 to run the experiments.
+```bash
+uv run experiments.py
+```
+
+The script section is as of today
+
+```python
+# /// script
+# requires-python = ">=3.12"
+# dependencies = [
+#   "mosek==11.0.27",
+#   "loguru==0.7.3",
+#   "numpy==2.3.2",
+#   "pandas[output-formatting]==2.3.1",
+#   "matplotlib==3.10.5",
+#   "cvxpy-base==1.7.1",
+#   "clarabel==0.11.1"
+# ]
+# ///
+```
 
 A large fraction of our experiments have been performed
 using [MOSEK](https://www.mosek.com/) as the underlying solver.
-A recent version of it is listed in 'requirements.txt'.
 We assume a valid license for MOSEK is installed. If not,
 you may want to apply for a [Trial License](https://www.mosek.com/try/)
 

experiments.py

@@ -1,3 +1,26 @@
+"""
+This script runs the experiments for the Markowitz reference implementation.
+
+To run this script with uv (https://github.com/astral-sh/uv):
+1. Install uv:
+   curl -LsSf https://astral.sh/uv/install.sh | sh
+
+2. Run the experiments:
+   uv run experiments.py
+"""
+
+# /// script
+# requires-python = ">=3.12"
+# dependencies = [
+#   "mosek==11.0.27",
+#   "loguru==0.7.3",
+#   "numpy==2.3.2",
+#   "pandas[output-formatting]==2.3.1",
+#   "matplotlib==3.10.5",
+#   "cvxpy-base==1.7.1",
+#   "clarabel==0.11.1"
+# ]
+# ///
 import os
 import sys
 from pathlib import Path