Merge pull request #21 from cvxgrp/results_dict

Results dict

Author: sbarratt

diffcp/__init__.py

@@ -1,5 +1,7 @@
-__version__ = "1.0.4"
+__version__ = "1.0.7"
 
-from diffcp.cone_program import solve_and_derivative, solve_and_derivative_batch, SolverError
+from diffcp.cone_program import solve_and_derivative, \
+                                solve_and_derivative_batch, \
+                                solve_and_derivative_internal, SolverError
 from diffcp.cones import ZERO, POS, SOC, PSD, EXP
 from diffcp import utils

diffcp/cone_program.py

@@ -203,6 +203,18 @@ def solve_and_derivative(A, b, c, cone_dict, warm_start=None, mode='lsqr', **kwa
     Raises:
         SolverError: if the cone program is infeasible or unbounded.
     """
+    result = solve_and_derivative_internal(
+        A, b, c, cone_dict, warm_start=warm_start, mode=mode, **kwargs)
+    x = result["x"]
+    y = result["y"]
+    s = result["s"]
+    D = result["D"]
+    DT = result["DT"]
+    return x, y, s, D, DT
+
+
+def solve_and_derivative_internal(A, b, c, cone_dict, warm_start=None,
+                                  mode='lsqr', raise_on_error=True, **kwargs):
     if mode not in ["dense", "lsqr"]:
         raise ValueError("Unsupported mode {}; the supported modes are "
                          "'dense' and 'lsqr'".format(mode))
@@ -225,7 +237,12 @@ def solve_and_derivative(A, b, c, cone_dict, warm_start=None, mode='lsqr', **kwa
     if status == "Solved/Inaccurate":
         warnings.warn("Solved/Inaccurate.")
     elif status != "Solved":
-        raise SolverError("Solver scs returned status %s" % status)
+        if raise_on_error:
+            raise SolverError("Solver scs returned status %s" % status)
+        else:
+            result["D"] = None
+            result["DT"] = None
+            return result
 
     x = result["x"]
     y = result["y"]
@@ -315,4 +332,6 @@ def adjoint_derivative(dx, dy, ds, **kwargs):
 
         return dA, db, dc
 
-    return x, y, s, derivative, adjoint_derivative
+    result["D"] = derivative
+    result["DT"] = adjoint_derivative
+    return result

setup.py

@@ -57,7 +57,7 @@ def get_openmp_flag():
 
 setup(
     name='diffcp',
-    version="1.0.6",
+    version="1.0.7",
     author="Akshay Agrawal, Shane Barratt, Stephen Boyd, Enzo Busseti, Walaa Moursi",
     long_description=long_description,
     long_description_content_type="text/markdown",

tests.py

@@ -1,6 +1,5 @@
 import unittest
 
-import cvxpy as cp
 import numpy as np
 from scipy import sparse
 from scipy.sparse import linalg as splinalg
@@ -80,6 +79,7 @@ def test_proj_pos(self):
                 p, cone_lib._proj(x, cone_lib.POS, dual=True))
 
     def test_proj_soc(self):
+        import cvxpy as cp
         np.random.seed(0)
         n = 100
         for _ in range(15):
@@ -96,6 +96,7 @@ def test_proj_soc(self):
                 p, cone_lib._proj(x, cone_lib.SOC, dual=True))
 
     def test_proj_psd(self):
+        import cvxpy as cp
         np.random.seed(0)
         n = 10
         for _ in range(15):
@@ -113,6 +114,7 @@ def test_proj_psd(self):
                 cone_lib._proj(x_vec, cone_lib.PSD, dual=True), n))
 
     def test_proj_exp(self):
+        import cvxpy as cp
         np.random.seed(0)
         for _ in range(15):
             x = np.random.randn(9)