Update to SCS 3.2.3 (#67)

.bumpversion.cfg

@@ -1,4 +1,4 @@
 [bumpversion]
-current_version = 3.2.2
+current_version = 3.2.3
 
 [bumpversion:file:setup.py]

.github/workflows/build.yml

@@ -21,7 +21,7 @@ jobs:
     name: black formatter
     runs-on: ubuntu-latest
     steps:
-      - uses: actions/checkout@v2
+      - uses: actions/checkout@v3
       - uses: rickstaa/action-black@v1
         with:
           black_args: ". --line-length=80 --check"
@@ -34,15 +34,14 @@ jobs:
     strategy:
       fail-fast: false
       matrix:
-        # Windows not reporting MKL location correctly
-        os: [ ubuntu-18.04, macos-10.15 ] # windows-2022
-        python-version: [3.6, 3.7, 3.8, 3.9, "3.10", "3.11" ]
+        os: [ ubuntu-latest, macos-10.15 ] # windows-latest not finding MKL
+        python-version: [ 3.7, 3.8, 3.9, "3.10", "3.11" ]
 
     env:
       PYTHON_VERSION: ${{ matrix.python-version }}
 
     steps:
-      - uses: actions/checkout@v2
+      - uses: actions/checkout@v3
         with:
           submodules: recursive
       - uses: conda-incubator/setup-miniconda@v2
@@ -59,6 +58,38 @@ jobs:
           pytest
           rm -rf build/
 
+  build_openmp:
+    runs-on: ${{ matrix.os }}
+    defaults:
+      run:
+        shell: bash -l {0}
+    strategy:
+      fail-fast: false
+      matrix:
+        os: [ ubuntu-latest ]
+        python-version: [ 3.7, 3.8, 3.9, "3.10", "3.11" ]
+
+    env:
+      PYTHON_VERSION: ${{ matrix.python-version }}
+
+    steps:
+      - uses: actions/checkout@v3
+        with:
+          submodules: recursive
+      - uses: conda-incubator/setup-miniconda@v2
+        with:
+          auto-update-conda: true
+          python-version: ${{ matrix.python-version }}
+          channels: conda-forge,anaconda
+      - name: Install dependencies
+        run: |
+          conda install scipy numpy pytest
+      - name: Test
+        run: |
+          python setup.py install --scs --openmp
+          pytest
+          rm -rf build/
+
   build:
     runs-on: ${{ matrix.os }}
     defaults:
@@ -67,14 +98,14 @@ jobs:
     strategy:
       fail-fast: false
       matrix:
-        os: [ ubuntu-18.04, macos-10.15, windows-2022 ]
-        python-version: [3.6, 3.7, 3.8, 3.9, "3.10", "3.11" ]
+        os: [ ubuntu-latest, macos-10.15, windows-latest ]
+        python-version: [ 3.7, 3.8, 3.9, "3.10", "3.11" ]
 
     env:
       PYTHON_VERSION: ${{ matrix.python-version }}
 
     steps:
-      - uses: actions/checkout@v2
+      - uses: actions/checkout@v3
         with:
           submodules: recursive
       - name: Set Additional Envs
@@ -88,7 +119,7 @@ jobs:
           channels: conda-forge,anaconda
       - name: Install dependencies
         run: |
-          if [[ "$PYTHON_VERSION" == "3.6" ]] || [[ "$PYTHON_VERSION" == "3.7" ]] || [[ "$PYTHON_VERSION" == "3.8" ]] || [[ "$PYTHON_VERSION" == "3.9" ]]; then
+          if [[ "$PYTHON_VERSION" == "3.7" ]] || [[ "$PYTHON_VERSION" == "3.8" ]] || [[ "$PYTHON_VERSION" == "3.9" ]]; then
             conda install scipy=1.5 numpy=1.19 pytest mkl openblas lapack
           elif [[ "$PYTHON_VERSION" == "3.10" ]]; then
             conda install scipy=1.7 numpy=1.21 pytest mkl openblas lapack
@@ -123,16 +154,16 @@ jobs:
     strategy:
       fail-fast: false
       matrix:
-        os: [ ubuntu-20.04, macos-10.15]
-        python-version: [ 3.6, 3.7, 3.8, 3.9, "3.10", "3.11" ]
+        os: [ ubuntu-latest, macos-10.15 ]
+        python-version: [ 3.7, 3.8, 3.9, "3.10", "3.11" ]
 
     env:
       RUNNER_OS: ${{ matrix.os }}
       PYTHON_VERSION: ${{ matrix.python-version }}
 
     steps:
 
-      - uses: actions/checkout@v2
+      - uses: actions/checkout@v3
         with:
           submodules: recursive
       - uses: actions/setup-python@v2
@@ -176,15 +207,15 @@ jobs:
 
   upload_wheels:
     needs: build_wheels
-    runs-on: ubuntu-20.04
+    runs-on: ubuntu-latest
 
     env:
       PYPI_SERVER: ${{ secrets.PYPI_SERVER }}
       PYPI_USER: ${{ secrets.PYPI_USER }}
       PYPI_PASSWORD: ${{ secrets.PYPI_PASSWORD }}
 
     steps:
-      - uses: actions/checkout@v2
+      - uses: actions/checkout@v3
       - uses: actions/setup-python@v2
         with:
           python-version: 3.8

README.md

@@ -3,7 +3,7 @@ scs-python
 
 [![Build Status](https://github.com/bodono/scs-python/actions/workflows/build.yml/badge.svg)](https://github.com/bodono/scs-python/actions/workflows/build.yml)
 [![Documentation](https://img.shields.io/badge/docs-online-brightgreen?logo=read-the-docs&style=flat)](https://www.cvxgrp.org/scs/)
-[![PyPI package](https://img.shields.io/pypi/dd/scs?label=PyPI%20downloads)](https://pypi.org/project/scs/)
+[![PyPI package](https://img.shields.io/pypi/dm/scs?label=PyPI%20downloads)](https://pypi.org/project/scs/)
 
 
 Python interface for [SCS](https://github.com/cvxgrp/scs) 3.0.0 and higher.

setup.py

@@ -1,18 +1,13 @@
-from __future__ import print_function
-from distutils.msvccompiler import MSVCCompiler
 from glob import glob
 
 from platform import system
 from setuptools import setup, Extension
 from setuptools.command.build_ext import build_ext
-import shutil
-import tempfile
 import argparse
 import os
-import subprocess
 import sys
 
-SCS_ARG_MARK = "--scs"
+SCS_ARG_MARK = "--scs"  # used to pass custom arguments to setup
 
 parser = argparse.ArgumentParser(description="Compilation args for SCS.")
 parser.add_argument(
@@ -38,6 +33,15 @@
     "to succeed. This option will be removed soon after which we shall "
     "install the MKL version by default if MKL is available.",
 )
+parser.add_argument(
+    "--openmp",
+    dest="openmp",
+    action="store_true",
+    default=False,
+    help="Compile with OpenMP parallelization enabled. This can make SCS"
+    "faster, but requires a compiler with openMP support, the user "
+    "must control how many threads OpenMP uses.",
+)
 parser.add_argument(
     "--float",
     dest="float32",
@@ -170,10 +174,15 @@ def build_extension(self, ext):
 
 def install_scs(**kwargs):
     extra_compile_args = ["-O3"]
+    extra_link_args = []
     libraries = []
     sources = ["src/scspy.c"] + glob("scs/src/*.c") + glob("scs/linsys/*.c")
     include_dirs = ["scs/include", "scs/linsys"]
     define_macros = [("PYTHON", None), ("CTRLC", 1)]
+    if args.openmp:
+        extra_compile_args += ["-fopenmp"]
+        extra_link_args += ["-fopenmp"]
+        # define_macros += [("_OPENMP", None)]  # TODO: do we need this?
 
     if system() == "Linux":
         libraries += ["rt"]
@@ -202,6 +211,7 @@ def install_scs(**kwargs):
         ],
         libraries=list(libraries),
         extra_compile_args=list(extra_compile_args),
+        extra_link_args=list(extra_link_args),
     )
 
     _scs_indirect = Extension(
@@ -213,6 +223,7 @@ def install_scs(**kwargs):
         include_dirs=include_dirs + ["scs/linsys/cpu/indirect/"],
         libraries=list(libraries),
         extra_compile_args=list(extra_compile_args),
+        extra_link_args=list(extra_link_args),
     )
 
     ext_modules = [_scs_direct, _scs_indirect]
@@ -240,37 +251,40 @@ def install_scs(**kwargs):
             library_dirs=library_dirs,
             libraries=libraries + ["cudart", "cublas", "cusparse"],
             extra_compile_args=list(extra_compile_args),
+            extra_link_args=list(extra_link_args),
         )
         ext_modules += [_scs_gpu]
 
     if args.mkl:
         # TODO: This heuristic attempts to determine if MKL is installed.
         # Replace with something better.
+        blibs = None
         blas_info, lapack_info = get_infos()
         if "libraries" in blas_info and "libraries" in lapack_info:
             blibs = blas_info["libraries"] + lapack_info["libraries"]
         if not any("mkl" in s for s in (blibs or [])):
-            print(
-                "MKL not found in blas / lapack info dicts, skipping SCS-MKL "
-                "install. Please install MKL and retry. If you think this is "
-                "an error please let us know by opening GitHub issue."
+            raise ValueError(
+                "MKL not found in blas / lapack info dicts so cannot install "
+                "MKL-linked version of SCS. Please install MKL and retry. "
+                "If you think this is an error please let us know by opening "
+                "a GitHub issue."
             )
-        else:
-            # MKL should be included in the libraries already:
-            _scs_mkl = Extension(
-                name="_scs_mkl",
-                sources=sources + glob("scs/linsys/mkl/direct/*.c"),
-                depends=glob("src/*.h"),
-                define_macros=list(define_macros) + [("PY_MKL", None)],
-                include_dirs=include_dirs + ["scs/linsys/mkl/direct/"],
-                libraries=list(libraries),
-                extra_compile_args=list(extra_compile_args),
-            )
-            ext_modules += [_scs_mkl]
+        # MKL should be included in the libraries already:
+        _scs_mkl = Extension(
+            name="_scs_mkl",
+            sources=sources + glob("scs/linsys/mkl/direct/*.c"),
+            depends=glob("src/*.h"),
+            define_macros=list(define_macros) + [("PY_MKL", None)],
+            include_dirs=include_dirs + ["scs/linsys/mkl/direct/"],
+            libraries=list(libraries),
+            extra_compile_args=list(extra_compile_args),
+            extra_link_args=list(extra_link_args),
+        )
+        ext_modules += [_scs_mkl]
 
     setup(
         name="scs",
-        version="3.2.2",
+        version="3.2.3",
         author="Brendan O'Donoghue",
         author_email="bodonoghue85@gmail.com",
         url="http://github.com/cvxgrp/scs",

src/__init__.py

@@ -23,6 +23,7 @@
 SOLVED = 1  # problem solved to desired accuracy
 SOLVED_INACCURATE = 2  # SCS best guess solved
 
+
 # Choose which SCS to import based on settings.
 def _select_scs_module(stgs):
     if stgs.pop("gpu", False):  # False by default

test/solve_random_cone_prob.py

@@ -18,7 +18,7 @@ def main():
     except ImportError:
         pass
 
-    for (use_indirect, gpu) in flags:
+    for use_indirect, gpu in flags:
         np.random.seed(1)
         solve_feasible(use_indirect, gpu)
         solve_infeasible(use_indirect, gpu)