Make warning parameter threadsafe

Author: ericphanson

docs/src/advanced.md

@@ -13,10 +13,14 @@ y = Variable()
 x*y
 ```
 
-To disable this, set the module-level parameter `DCP_WARNINGS` via
+These warnings can be very useful to know if a problem has been formulated
+correctly. However, in some circumstances, one may wish to disable these
+warnings. To do so, call [`Convex.disable_DCP_warnings()`](@ref). To restore the
+warnings, call [`Convex.enable_DCP_warnings()`](@ref).
 
-```julia
-Convex.DCP_WARNINGS[] = false
+```@docs
+Convex.enable_DCP_warnings()
+Convex.disable_DCP_warnings()
 ```
 
 

src/Convex.jl

@@ -34,15 +34,13 @@ export Positive, Negative, ComplexSign, NoSign
 # Problems
 export add_constraint!, add_constraints!, maximize, minimize, Problem, satisfy, solve!
 
-"""
-    const DCP_WARNINGS = Ref(true)
+const DCP_WARNINGS = Bool[]
 
-Controls whether or not warnings are emitted for when an expression fails to be
-of disciplined convex form. To turn warnings off, run
+function __init__()
+    resize!(DCP_WARNINGS, Threads.nthreads())
+    fill!(DCP_WARNINGS, true)
+end
 
-    Convex.DCP_WARNINGS[] = false
-"""
-const DCP_WARNINGS = Ref(true)
 
 ### modeling framework
 include("dcp.jl")

src/dcp.jl

@@ -19,9 +19,31 @@ struct AffineVexity <: Vexity             end
 struct ConvexVexity <: Vexity             end
 struct ConcaveVexity <: Vexity            end
 
+
+"""
+    enable_DCP_warnings()
+
+Enable warnings from the current thread when an expression fails to be of
+disciplined convex form. This setting is enabled by default. See also
+[`disable_DCP_warnings`](@ref).
+"""
+function enable_DCP_warnings()
+    DCP_WARNINGS[Threads.threadid()] = true
+end
+
+"""
+    disable_DCP_warnings()
+
+Disable warnings from the current thread when an expression fails to be of
+disciplined convex form. See also [`enable_DCP_warnings`](@ref).
+"""
+function disable_DCP_warnings()
+    DCP_WARNINGS[Threads.threadid()] = false
+end
+
 struct NotDcp <: Vexity
     function NotDcp()
-        if DCP_WARNINGS[]
+        if DCP_WARNINGS[Threads.threadid()]
             @warn "Expression not DCP compliant. Trying to solve non-DCP compliant problems can lead to unexpected behavior."
         end
         return new()

test/test_utilities.jl

@@ -255,9 +255,9 @@ using Convex: AbstractExpr, ConicObj
         # default is to log
         @test_logs (:warn, r"not DCP compliant") Convex.NotDcp()
 
-        Convex.DCP_WARNINGS[] = false
+        Convex.disable_DCP_warnings()
         @test_logs  Convex.NotDcp()
-        Convex.DCP_WARNINGS[] = true
+        Convex.enable_DCP_warnings()
         @test_logs (:warn, r"not DCP compliant") Convex.NotDcp()
 
     end