cvxopt: Copy from internal repo

cvxopt/0001-MKL-and-MKL-with-GCC-on-Windows-support.patch

@@ -0,0 +1,66 @@
+From b69431b7f4fae9ee3f29368c8402f160d4e7a74a Mon Sep 17 00:00:00 2001
+From: Ray Donnelly <[email protected]>
+Date: Tue, 9 May 2017 14:52:55 +0100
+Subject: [PATCH 1/2] MKL and MKL-with-GCC-on-Windows support
+
+---
+ setup.py | 39 ++++++++++++++++++++++++++++++++-------
+ 1 file changed, 32 insertions(+), 7 deletions(-)
+
+diff --git a/setup.py b/setup.py
+index 8079753..2013756 100644
+--- a/setup.py
++++ b/setup.py
+@@ -1,10 +1,5 @@
+-try:
+-    from setuptools import setup, Extension
+-except ImportError:
+-    from distutils.core import setup, Extension
+-from glob import glob
+-import os, sys, platform
+-import versioneer
++import os
++import sys
+
+ # Modifiy this if BLAS and LAPACK libraries are not in /usr/lib.
+ BLAS_LIB_DIR = '/usr/lib'
+@@ -14,6 +9,36 @@ BLAS_LIB = ['blas']
+ LAPACK_LIB = ['lapack']
+ BLAS_EXTRA_LINK_ARGS = []
+
++if os.getenv('NOMKL') == '0':
++    # This is necessary because CVXOPT (and its dependencies) are built with GCC.
++    if sys.platform == 'win32':
++        BLAS_EXTRA_LINK_ARGS=[os.path.join(sys.prefix, 'Library', 'bin', 'mkl_rt.dll')]
++        COMMON = ['mkl_core_dll']
++    elif tuple.__itemsize__ == 8: # 64-bit
++        COMMON = ['mkl_core', 'mkl_intel_lp64', 'mkl_intel_thread', 'iomp5']
++    elif tuple.__itemsize__ == 4: # 32-bit
++        COMMON = ['mkl_core', 'mkl_intel', 'mkl_intel_thread', 'iomp5']
++
++    if sys.platform == 'win32':
++        BLAS_LIB_DIR = os.path.join(sys.prefix, 'Library', 'lib')
++    else:
++        BLAS_LIB_DIR = os.path.join(sys.prefix, 'lib')
++
++    if tuple.__itemsize__ == 8: # 64-bit
++        BLAS_LIB = ['mkl_blas95_lp64'] + COMMON
++        LAPACK_LIB = ['mkl_lapack95_lp64']
++    elif tuple.__itemsize__ == 4: # 32-bit
++        BLAS_LIB = ['mkl_blas95'] + COMMON
++        LAPACK_LIB = ['mkl_lapack95']
++
++try:
++    from setuptools import setup, Extension
++except ImportError:
++    from distutils.core import setup, Extension
++from glob import glob
++import os, sys, platform
++import versioneer
++
+ # Set environment variable BLAS_NOUNDERSCORES=1 if your BLAS/LAPACK do
+ # not use trailing underscores
+ BLAS_NOUNDERSCORES = False
+-- 
+2.12.1
+

cvxopt/0002-use-same-macro-as-in-cholmod_internal.h.patch

@@ -0,0 +1,43 @@
+From b2faeaa9bd352924c3946751e30337e7cb17f965 Mon Sep 17 00:00:00 2001
+From: Ray Donnelly <[email protected]>
+Date: Tue, 9 May 2017 15:46:07 +0100
+Subject: [PATCH 2/2] MKL: Use 64-bit indices if DLONG is defined
+
+Inspired by https://github.com/cvxopt/cvxopt/pull/31 but fixed
+to not break when using an external mingw-w64 suitesparse.
+---
+ src/C/amd.c     | 3 +--
+ src/C/cholmod.c | 3 +--
+ 2 files changed, 2 insertions(+), 4 deletions(-)
+
+diff --git a/src/C/amd.c b/src/C/amd.c
+index e0fa02d..be96242 100644
+--- a/src/C/amd.c
++++ b/src/C/amd.c
+@@ -23,8 +23,7 @@
+ #include "amd.h"
+ #include "misc.h"
+
+-/* defined in pyconfig.h */
+-#if (SIZEOF_INT < SIZEOF_SIZE_T)
++#if (SIZEOF_INT < SIZEOF_SIZE_T) || defined(DLONG)
+ #define amd_order amd_l_order
+ #define amd_defaults amd_l_defaults
+ #endif
+diff --git a/src/C/cholmod.c b/src/C/cholmod.c
+index 567ffd6..e4c0b50 100644
+--- a/src/C/cholmod.c
++++ b/src/C/cholmod.c
+@@ -28,8 +28,7 @@
+
+ const int E_SIZE[] = { sizeof(int_t), sizeof(double), sizeof(double complex) };
+
+-/* defined in pyconfig.h */
+-#if (SIZEOF_INT < SIZEOF_SIZE_T)
++#if (SIZEOF_INT < SIZEOF_SIZE_T) || defined(DLONG)
+ #define CHOL(name) cholmod_l_ ## name
+ #else
+ #define CHOL(name) cholmod_ ## name
+-- 
+2.12.1
+

cvxopt/bld.bat

@@ -0,0 +1,55 @@
+:: move setup.py setup.orig
+:: cat %RECIPE_DIR%\mkl_conf.py setup.orig >setup.py
+set MINGW_PREFIX=%PREFIX%\Library\mingw-w64
+
+:: There is an incompatibility between the mingw-w64 suitespare and CVXOPT. It
+:: concerns include/umfpack_symbolic.h's umfpack_di_symbolic() 3rd and 4th
+:: parameters (const int Ap [ ], const int Ai [ ] and cvxopt.h's
+:: #define int_t     Py_ssize_t. Here Py_ssize_t is 8 bytes.
+:: The umfpack_dl_symbolic function should be used instead, but it is not.
+curl -SLO http://faculty.cse.tamu.edu/davis/SuiteSparse/SuiteSparse-4.5.5.tar.gz
+tar -xf SuiteSparse-4.5.5.tar.gz
+set CVXOPT_SUITESPARSE_SRC_DIR=%CD%\SuiteSparse
+
+if "%NOMKL%" == "0" goto USING_MKL
+set CVXOPT_BLAS_LIB=openblas
+set CVXOPT_LAPACK_LIB=openblas
+set CVXOPT_BUILD_GSL=1
+set CVXOPT_BUILD_FFTW=1
+set CVXOPT_BUILD_DSDP=1
+set CVXOPT_BUILD_GLPK=1
+set CVXOPT_GSL_LIB_DIR=%MINGW_PREFIX%\lib
+set CVXOPT_GSL_INC_DIR=%MINGW_PREFIX%\include
+set CVXOPT_FFTW_LIB_DIR=%MINGW_PREFIX%\lib
+set CVXOPT_FFTW_INC_DIR=%MINGW_PREFIX%\include
+set CVXOPT_GLPK_LIB_DIR=%MINGW_PREFIX%\lib
+set CVXOPT_GLPK_INC_DIR=%MINGW_PREFIX%\include
+set CVXOPT_DSDP_LIB_DIR=%MINGW_PREFIX%\lib
+set CVXOPT_DSDP_INC_DIR=%MINGW_PREFIX%\include\dsdp
+set CVXOPT_SUITESPARSE_LIB_DIR=%MINGW_PREFIX%\lib
+set CVXOPT_SUITESPARSE_INC_DIR=%MINGW_PREFIX%\include
+goto NOT_USING_MKL
+:USING_MKL
+set CVXOPT_BUILD_GSL=1
+set CVXOPT_BUILD_FFTW=1
+set CVXOPT_BUILD_DSDP=1
+set CVXOPT_BUILD_GLPK=1
+set CVXOPT_GSL_LIB_DIR=%MINGW_PREFIX%\lib
+set CVXOPT_GSL_INC_DIR=%MINGW_PREFIX%\include
+set CVXOPT_FFTW_LIB_DIR=%MINGW_PREFIX%\lib
+set CVXOPT_FFTW_INC_DIR=%MINGW_PREFIX%\include
+set CVXOPT_GLPK_LIB_DIR=%MINGW_PREFIX%\lib
+set CVXOPT_GLPK_INC_DIR=%MINGW_PREFIX%\include
+set CVXOPT_DSDP_LIB_DIR=%MINGW_PREFIX%\lib
+set CVXOPT_DSDP_INC_DIR=%MINGW_PREFIX%\include\dsdp
+:: set CVXOPT_SUITESPARSE_LIB_DIR=%MINGW_PREFIX%\lib
+:: set CVXOPT_SUITESPARSE_INC_DIR=%MINGW_PREFIX%\include
+:: curl -SLO http://faculty.cse.tamu.edu/davis/SuiteSparse/SuiteSparse-4.5.5.tar.gz
+:: tar -xf SuiteSparse-4.5.5.tar.gz
+:: set CVXOPT_SUITESPARSE_SRC_DIR=%CD%\SuiteSparse
+:NOT_USING_MKL
+"%PYTHON%" setup.py build --compiler=mingw32
+if errorlevel 1 exit 1
+
+"%PYTHON%" setup.py install
+if errorlevel 1 exit 1

cvxopt/build.sh

@@ -0,0 +1,35 @@
+#!/bin/bash
+
+export CVXOPT_BUILD_GSL=1
+export CVXOPT_BUILD_FFTW=1
+export CVXOPT_BUILD_DSDP=1
+export CVXOPT_BUILD_GLPK=1
+export CVXOPT_GSL_LIB_DIR=${PREFIX}/lib
+export CVXOPT_GSL_INC_DIR=${PREFIX}/include
+export CVXOPT_FFTW_LIB_DIR=${PREFIX}/lib
+export CVXOPT_FFTW_INC_DIR=${PREFIX}/include
+export CVXOPT_GLPK_LIB_DIR=${PREFIX}/lib
+export CVXOPT_GLPK_INC_DIR=${PREFIX}/include
+export CVXOPT_DSDP_LIB_DIR=${PREFIX}/lib
+export CVXOPT_DSDP_INC_DIR=${PREFIX}/include/dsdp
+
+if [[ ${NOMKL} == 1 ]]; then
+  curl -SLO http://faculty.cse.tamu.edu/davis/SuiteSparse/SuiteSparse-4.5.5.tar.gz
+  tar -xf SuiteSparse-4.5.5.tar.gz
+  export CVXOPT_SUITESPARSE_SRC_DIR=${PWD}/SuiteSparse
+else
+  export CVXOPT_BLAS_LIB=openblas
+  export CVXOPT_LAPACK_LIB=openblas
+  export CVXOPT_SUITESPARSE_LIB_DIR=${PREFIX}/lib
+  export CVXOPT_SUITESPARSE_INC_DIR=${PREFIX}/include
+fi
+
+if [ `uname` == Linux ]
+then
+    export LDFLAGS="$LDFLAGS -Wl,--no-as-needed -lrt"
+fi
+if [ `uname` == Darwin ]; then
+    export LDFLAGS="-headerpad_max_install_names $LDFLAGS"
+fi
+
+$PYTHON setup.py install

cvxopt/meta.yaml

@@ -0,0 +1,81 @@
+{% set n = 'm2w64-' if win else '' %}
+{% set p = 'm2-' if win else '' %}
+{% set version = '1.1.9' %}
+
+# Patrick Gaffe wants CVXOPT linked to MKL on Windows. Directly linking to some of the DLLs (mkl_intel_thread.dll) makes this a bit more possible:
+# C:\Users\ray\mc-x64-3.6\conda-bld\cvxopt_1494330482661\_b_env\Library\mingw-w64\bin\gcc.exe -shared -s build\temp.win-amd64-3.6\Release\src\c\fftw.o build\temp.win-amd64-3.6\Release\src\c\fftw.cp36-win_amd64.def -L\lib -LC:\Users\ray\mc-x64-3.6\conda-bld\cvxopt_1494330482661\_b_env\Library\lib -LC:\Users\ray\mc-x64-3.6\conda-bld\cvxopt_1494330482661\_b_env\libs -LC:\Users\ray\mc-x64-3.6\conda-bld\cvxopt_1494330482661\_b_env\PCbuild\amd64 -lfftw3 -lmkl_blas95_lp64 -lmkl_core_dll C:\Users\ray\mc-x64-3.6\conda-bld\cvxopt_1494330482661\_b_env\Library\bin\mkl_intel_thread.dll -lpython36 -lmsvcr140 -o build\lib.win-amd64-3.6\cvxopt\fftw.cp36-win_amd64.pyd
+# Other than that, see: https://software.intel.com/en-us/forums/intel-math-kernel-library/topic/704577
+# There, linking to mkl_rt.dll is recommended.
+
+package:
+  name: cvxopt
+  version: {{ version }}
+
+source:
+  git_url: https://github.com/cvxopt/cvxopt
+  git_ref: {{ version }}
+  patches:
+    - 0001-MKL-and-MKL-with-GCC-on-Windows-support.patch
+    - 0002-use-same-macro-as-in-cholmod_internal.h.patch
+
+build:
+  detect_binary_files_with_prefix: False
+  features:
+    - nomkl                   [nomkl]
+
+requirements:
+  build:
+    - python
+    - {{p}}git
+    - mkl-devel 2017.0.1      [not nomkl]
+    - libpython               [win]
+    - posix                   [win]
+    - {{n}}openblas           [nomkl]
+    - {{n}}suitesparse        [nomkl]
+    - {{n}}gsl
+    - {{n}}fftw
+    - {{n}}dsdp
+    - {{n}}glpk
+    - {{n}}toolchain          [win]
+  run:
+    - python
+    - mkl 2017.0.1            [not nomkl]
+    - {{n}}openblas           [nomkl]
+    - {{n}}suitesparse        [nomkl]
+    - {{n}}gsl
+    - {{n}}fftw
+    - {{n}}dsdp
+    - {{n}}glpk
+    - {{n}}gcc-libs           [win]
+
+test:
+  imports:
+    - cvxopt
+    - cvxopt.base
+    - cvxopt.blas
+    - cvxopt.cholmod
+    - cvxopt.lapack
+    - cvxopt.misc_solvers
+    - cvxopt.umfpack
+    - cvxopt.glpk
+    - cvxopt.fftw
+  source_files:
+    - tests/*.py
+    - examples/*
+  commands: "%PYTHON% -m unittest discover -s %SRC_DIR%/tests"    [win]
+  commands: "${PYTHON} -m unittest discover -s ${SRC_DIR}/tests"  [not win]
+
+about:
+  home: http://cvxopt.org/
+  license: GPL
+  license_family: GPL3
+  license_file: LICENSE
+  summary: Library for convex optimization
+  description: |
+    CVXOPT is a free software package for convex optimization based on Python.
+    It can be used with the interactive Python interpreter, on the command line
+    by executing Python scripts, or integrated in other software via Python
+    extension modules.
+  doc_url: http://cvxopt.org/documentation/index.html
+  doc_source_url: https://github.com/cvxopt/cvxopt/blob/master/doc/source/index.rst
+  dev_url: https://github.com/cvxopt/cvxopt