Is your feature request related to a problem? Please describe.

Often when solving a problem, I will run into numerical trouble and / or infeasibility issues. I would say this is almost modelling issue number 1, I run into it more often than issues with DCP rules.

It can be hard to narrow down what the numerical problem in your model is exactly, and there is no clear set of guidelines to follow. Most of the time, you just need experience. The closest we have right now to a debugger for numerical issues in CVXPY is the output of (expensive) commercial solvers, like gurobi and mosek which will tell you if something is numerically wrong in your model.

Describe the solution you'd like

Inspired by JuMP, we could build the CVXPY version of MathOptAnalyzer.jl.

Describe alternatives you've considered

Currently, I run some custom scripts to check for problematic values or ratios in the problem matrices returned by get_problem_data.