Print CVXPY information when verbose=True

[sbarratt]

Is your feature request related to a problem? Please describe.
Not related to a problem.

Describe the solution you'd like
When the argument verbose=True is passed to the Problem.solve method, print some status information about the CVXPY canonicalization, like canonicalization started, expression tree parsed, generating affine maps, sending to solver, etc...

[rileyjmurray]

I think this is a good idea.

I'm not sure about having verbose=True triggering cvxpy logging, but I definitely support the larger idea. As a possible alternative,Problem.solve could accept a keyword argument like canon_log. If someone called prob.solve(canon_log=True) then the behavior would log to sys.stdout. If someone called prob.solve(canon_log=my_stream) for some datastream my_stream, then sys.stdout would be untouched.

For an implementation, it would be most natural to have Reduction objects decide how to handle logging during their apply and invert phases. It would be easy to identify performance bottlenecks by having apply functions record time.time() when starting and finishing each reduction. There is a question of at what level these logs should be made, though.

Those are just some quick thoughts I have on the topic.

[akshayka]

I also think this is a good idea! I’m hesitant to add new arguments unless absolutely required, though, since they make the interface more complicated. Using the verbose argument to trigger CVXPY logging seems natural.

[andrea83ny]

love this thread ! Any sort of verbose would be incredibly useful.

[QCmonk]

I would also support such a feature, would be very useful for checking progress on large problems with many constraints.

[sbarratt]

Addressed in https://github.com/cvxgrp/cvxpy/pull/1251