Defer loading OSQP for faster startup time

[hakkelt]

Summary

• Defers loading of OSQP in indPolyhedralOSQP.jl so that importing ProximalOperators doesn't pay the OSQP startup cost unless it's actually needed.

Test plan

• CI passes

[github-actions]

Benchmark Results (Julia v1)

Time benchmarks

	master	1f63da3...	master / 1f63da3...
IndBallL1/Float32	4.57 ± 3.5 μs	3.26 ± 2.1 μs	1.4 ± 1.4
IndBallL1/Float64	4.63 ± 3.1 μs	3.82 ± 2 μs	1.21 ± 1
IndBox/Float32	7.71 ± 0.43 μs	7.72 ± 0.44 μs	0.998 ± 0.079
IndBox/Float64	7.73 ± 1.7 μs	7.71 ± 0.48 μs	1 ± 0.23
IndExpPrimal/Float32	0.127 ± 0.014 ms	0.123 ± 0.0091 ms	1.04 ± 0.14
IndExpPrimal/Float64	0.126 ± 0.016 ms	0.124 ± 0.012 ms	1.01 ± 0.16
IndNonnegative/Float32	3.6 ± 2.4 μs	2.6 ± 1.9 μs	1.39 ± 1.4
IndNonnegative/Float64	3.41 ± 3.7 μs	3.39 ± 2.4 μs	1.01 ± 1.3
IndPSD/("ComplexF64", 10)	12.9 ± 0.76 μs	13 ± 1.2 μs	0.993 ± 0.11
IndPSD/("ComplexF64", 20)	0.0544 ± 0.0063 ms	0.0482 ± 0.0011 ms	1.13 ± 0.13
IndPSD/("ComplexF64", 50)	0.379 ± 0.034 ms	0.37 ± 0.013 ms	1.02 ± 0.099
IndPSD/("Float64", 10)	10.5 ± 0.5 μs	10.5 ± 0.4 μs	1 ± 0.061
IndPSD/("Float64", 20)	0.0334 ± 0.0024 ms	0.0333 ± 0.001 ms	1 ± 0.079
IndPSD/("Float64", 50)	0.234 ± 0.012 ms	0.23 ± 0.0098 ms	1.02 ± 0.069
IndSimplex/Float32	17.7 ± 1.5 μs	17.6 ± 1.3 μs	1.01 ± 0.11
IndSimplex/Float64	19.4 ± 3.8 μs	17.9 ± 2.4 μs	1.08 ± 0.26
LeastSquares/("ComplexF64", "(11, 5)", 0, 0)	0.894 ± 0.15 μs	0.837 ± 0.13 μs	1.07 ± 0.24
LeastSquares/("ComplexF64", "(11, 5)", 0, 1)	0.993 ± 0.11 μs	1.01 ± 0.14 μs	0.981 ± 0.18
LeastSquares/("ComplexF64", "(11, 5)", 1, 0)	6.54 ± 0.99 μs	6.28 ± 0.37 μs	1.04 ± 0.17
LeastSquares/("ComplexF64", "(11, 5)", 1, 1)	1.01 ± 0.15 μs	0.927 ± 0.061 μs	1.09 ± 0.18
LeastSquares/("ComplexF64", "(5, 11)", 0, 0)	0.967 ± 0.081 μs	0.966 ± 0.13 μs	1 ± 0.16
LeastSquares/("ComplexF64", "(5, 11)", 0, 1)	1.11 ± 0.16 μs	1.12 ± 0.15 μs	0.994 ± 0.19
LeastSquares/("ComplexF64", "(5, 11)", 1, 0)	6.35 ± 0.47 μs	6.38 ± 0.51 μs	0.996 ± 0.11
LeastSquares/("ComplexF64", "(5, 11)", 1, 1)	1.12 ± 0.13 μs	1.1 ± 0.16 μs	1.02 ± 0.19
LeastSquares/("Float64", "(11, 5)", 0, 0)	0.687 ± 0.055 μs	0.673 ± 0.042 μs	1.02 ± 0.1
LeastSquares/("Float64", "(11, 5)", 0, 1)	0.862 ± 0.079 μs	0.882 ± 0.061 μs	0.977 ± 0.11
LeastSquares/("Float64", "(11, 5)", 1, 0)	5.98 ± 0.22 μs	6.04 ± 0.18 μs	0.99 ± 0.047
LeastSquares/("Float64", "(11, 5)", 1, 1)	0.819 ± 0.13 μs	0.826 ± 0.12 μs	0.992 ± 0.22
LeastSquares/("Float64", "(5, 11)", 0, 0)	0.797 ± 0.13 μs	0.785 ± 0.11 μs	1.02 ± 0.22
LeastSquares/("Float64", "(5, 11)", 0, 1)	1.06 ± 0.073 μs	0.921 ± 0.067 μs	1.15 ± 0.12
LeastSquares/("Float64", "(5, 11)", 1, 0)	6.08 ± 0.2 μs	6.13 ± 0.21 μs	0.99 ± 0.048
LeastSquares/("Float64", "(5, 11)", 1, 1)	0.94 ± 0.094 μs	0.864 ± 0.052 μs	1.09 ± 0.13
NormL2/Float32	4.73 ± 1.8 μs	5.09 ± 1.3 μs	0.928 ± 0.43
NormL2/Float64	6.36 ± 2.7 μs	6.16 ± 2.4 μs	1.03 ± 0.6
time_to_load	0.865 ± 0.0043 s	0.2 ± 0.0014 s	4.33 ± 0.038

Memory benchmarks

	master	1f63da3...	master / 1f63da3...
IndBallL1/Float32	10 allocs: 10.4 kB	10 allocs: 10.4 kB	1
IndBallL1/Float64	10 allocs: 20.5 kB	10 allocs: 20.5 kB	1
IndBox/Float32	1 allocs: 16 B	1 allocs: 16 B	1
IndBox/Float64	1 allocs: 16 B	1 allocs: 16 B	1
IndExpPrimal/Float32	11 k allocs: 0.179 MB	11 k allocs: 0.179 MB	1
IndExpPrimal/Float64	11 k allocs: 0.179 MB	11 k allocs: 0.179 MB	1
IndNonnegative/Float32	1 allocs: 16 B	1 allocs: 16 B	1
IndNonnegative/Float64	1 allocs: 16 B	1 allocs: 16 B	1
IndPSD/("ComplexF64", 10)	19 allocs: 11.9 kB	19 allocs: 11.9 kB	1
IndPSD/("ComplexF64", 20)	22 allocs: 29.2 kB	22 allocs: 29.2 kB	1
IndPSD/("ComplexF64", 50)	23 allocs: 0.116 MB	23 allocs: 0.116 MB	1
IndPSD/("Float64", 10)	16 allocs: 5.88 kB	16 allocs: 5.88 kB	1
IndPSD/("Float64", 20)	18 allocs: 14 kB	18 allocs: 14 kB	1
IndPSD/("Float64", 50)	19 allocs: 0.0564 MB	19 allocs: 0.0564 MB	1
IndSimplex/Float32	24 allocs: 0.0344 MB	24 allocs: 0.0344 MB	1
IndSimplex/Float64	26 allocs: 0.0685 MB	26 allocs: 0.0685 MB	1
LeastSquares/("ComplexF64", "(11, 5)", 0, 0)	7 allocs: 1.05 kB	7 allocs: 1.05 kB	1
LeastSquares/("ComplexF64", "(11, 5)", 0, 1)	17 allocs: 1.14 kB	17 allocs: 1.14 kB	1
LeastSquares/("ComplexF64", "(11, 5)", 1, 0)	0.059 k allocs: 4.6 kB	0.059 k allocs: 4.6 kB	1
LeastSquares/("ComplexF64", "(11, 5)", 1, 1)	17 allocs: 1.17 kB	17 allocs: 1.17 kB	1
LeastSquares/("ComplexF64", "(5, 11)", 0, 0)	7 allocs: 1.05 kB	7 allocs: 1.05 kB	1
LeastSquares/("ComplexF64", "(5, 11)", 0, 1)	17 allocs: 1.14 kB	17 allocs: 1.14 kB	1
LeastSquares/("ComplexF64", "(5, 11)", 1, 0)	0.059 k allocs: 4.6 kB	0.059 k allocs: 4.6 kB	1
LeastSquares/("ComplexF64", "(5, 11)", 1, 1)	17 allocs: 1.17 kB	17 allocs: 1.17 kB	1
LeastSquares/("Float64", "(11, 5)", 0, 0)	7 allocs: 0.609 kB	7 allocs: 0.609 kB	1
LeastSquares/("Float64", "(11, 5)", 0, 1)	17 allocs: 0.984 kB	17 allocs: 0.984 kB	1
LeastSquares/("Float64", "(11, 5)", 1, 0)	0.059 k allocs: 3.96 kB	0.059 k allocs: 3.96 kB	1
LeastSquares/("Float64", "(11, 5)", 1, 1)	17 allocs: 1.02 kB	17 allocs: 1.02 kB	1
LeastSquares/("Float64", "(5, 11)", 0, 0)	7 allocs: 0.609 kB	7 allocs: 0.609 kB	1
LeastSquares/("Float64", "(5, 11)", 0, 1)	17 allocs: 0.984 kB	17 allocs: 0.984 kB	1
LeastSquares/("Float64", "(5, 11)", 1, 0)	0.059 k allocs: 3.96 kB	0.059 k allocs: 3.96 kB	1
LeastSquares/("Float64", "(5, 11)", 1, 1)	17 allocs: 1.02 kB	17 allocs: 1.02 kB	1
NormL2/Float32	1 allocs: 16 B	1 allocs: 16 B	1
NormL2/Float64	1 allocs: 16 B	1 allocs: 16 B	1
time_to_load	0.149 k allocs: 11.2 kB	0.149 k allocs: 11.2 kB	1

[codecov]

Codecov Report

✅ All modified and coverable lines are covered by tests.
✅ Project coverage is 89.95%. Comparing base (ccfc1c0) to head (1f63da3).

Additional details and impacted files

@@            Coverage Diff             @@
##           master     #162      +/-   ##
==========================================
- Coverage   93.79%   89.95%   -3.85%     
==========================================
  Files          80       79       -1     
  Lines        2596     2498      -98     
==========================================
- Hits         2435     2247     -188     
- Misses        161      251      +90     

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