Add DCP_WARNINGS constant

Author: ericphanson

docs/src/advanced.md

@@ -1,6 +1,25 @@
 Advanced Features
 =================
 
+DCP warnings
+------------
+
+When an expression is created which is not of [DCP
+form](https://dcp.stanford.edu/), a warning is emitted. For example,
+
+```repl
+x = Variable()
+y = Variable()
+x*y
+```
+
+To disable this, set the module-level parameter `DCP_WARNINGS` via
+
+```julia
+Convex.DCP_WARNINGS[] = false
+```
+
+
 Dual Variables
 --------------
 

src/Convex.jl

@@ -34,6 +34,16 @@ export Positive, Negative, ComplexSign, NoSign
 # Problems
 export add_constraint!, add_constraints!, maximize, minimize, Problem, satisfy, solve!
 
+"""
+    const DCP_WARNINGS = Ref(true)
+
+Controls whether or not warnings are emitted for when an expression fails to be
+of disciplined convex form. To turn warnings off, run
+
+    Convex.DCP_WARNINGS[] = false
+"""
+const DCP_WARNINGS = Ref(true)
+
 ### modeling framework
 include("dcp.jl")
 include("expressions.jl")

src/dcp.jl

@@ -21,7 +21,9 @@ struct ConcaveVexity <: Vexity            end
 
 struct NotDcp <: Vexity
     function NotDcp()
-        @warn "Expression not DCP compliant. Trying to solve non-DCP compliant problems can lead to unexpected behavior."
+        if DCP_WARNINGS[]
+            @warn "Expression not DCP compliant. Trying to solve non-DCP compliant problems can lead to unexpected behavior."
+        end
         return new()
     end
 end

test/test_utilities.jl

@@ -250,4 +250,15 @@ using Convex: AbstractExpr, ConicObj
     #     x.value = [1 2 3; 4 5 6]
     #     @fact evaluate(s) --> 21
     # end
+
+    @testset "DCP warnings" begin
+        # default is to log
+        @test_logs (:warn, r"not DCP compliant") Convex.NotDcp()
+        
+        Convex.DCP_WARNINGS[] = false
+        @test_logs  Convex.NotDcp()
+        Convex.DCP_WARNINGS[] = true
+        @test_logs (:warn, r"not DCP compliant") Convex.NotDcp()
+        
+    end
 end