Update SCS to use LBT

Author: odow

Project.toml

@@ -1,11 +1,13 @@
 name = "SCS"
 uuid = "c946c3f1-0d1f-5ce8-9dea-7daa1f7e2d13"
-repo = "https://github.com/jump-dev/SCS.jl"
 version = "2.2.0"
+repo = "https://github.com/jump-dev/SCS.jl"
 
 [deps]
+LinearAlgebra = "37e2e46d-f89d-539d-b4ee-838fcccc9c8e"
 MathOptInterface = "b8f27783-ece8-5eb3-8dc8-9495eed66fee"
 MutableArithmetics = "d8a4904e-b15c-11e9-3269-09a3773c0cb0"
+OpenBLAS32_jll = "656ef2d0-ae68-5445-9ca0-591084a874a2"
 PrecompileTools = "aea7be01-6a6a-4083-8856-8a6e6704d82a"
 SCS_jll = "f4f2fc5b-1d94-523c-97ea-2ab488bedf4b"
 SparseArrays = "2f01184e-e22b-5df5-ae63-d93ebab69eaf"
@@ -19,13 +21,15 @@ SCSSCS_GPU_jllExt = ["SCS_GPU_jll"]
 SCSSCS_MKL_jllExt = ["SCS_MKL_jll"]
 
 [compat]
+LinearAlgebra = "1.10.0"
 MathOptInterface = "1.20"
 MutableArithmetics = "1"
+OpenBLAS32_jll = "0.3.29"
 Pkg = "1"
 PrecompileTools = "1"
-SCS_GPU_jll = "=3.2.8"
+SCS_GPU_jll = "=3.2.9"
 SCS_MKL_jll = "=3.2.8"
-SCS_jll = "=3.2.8"
+SCS_jll = "=3.2.9"
 SparseArrays = "1"
 Test = "1"
 julia = "1.10"

README.md

@@ -192,6 +192,40 @@ true
 
 The `GpuIndirectSolver` is available on `Linux x86_64` platform only.
 
+## BLAS and LAPACK
+
+With Julia v1.10 or later, SCS is compiled with
+[`libblastrampoline`](https://github.com/JuliaLinearAlgebra/libblastrampoline)
+(LBT), a library that can change between BLAS and LAPACK backends at runtime.
+
+The default BLAS and LAPACK backend is [OpenBLAS](https://github.com/OpenMathLib/OpenBLAS),
+and we rely on the Julia artifact `OpenBLAS32_jll.jl` if no backend is loaded
+before `using SCS`.
+
+Using LBT, we can also switch dynamically to other BLAS backends such as Intel
+MKL, BLIS, and Apple Accelerate. Because SCS relies heavily on BLAS and LAPACK
+routines, using an optimized backend for a particular platform can improve the
+performance.
+
+### MKL
+
+If you have [MKL.jl](https://github.com/JuliaLinearAlgebra/MKL.jl) installed,
+switch to MKL by adding `using MKL` to your code:
+
+```julia
+using MKL
+using SCS
+```
+
+### AppleAccelerate
+
+If you are using macOS ≥ v13.4 and you have [AppleAccelerate.jl](https://github.com/JuliaLinearAlgebra/AppleAccelerate.jl) installed, add `using AppleAccelerate` to your code:
+
+```julia
+using AppleAccelerate
+using SCS
+```
+
 ## Low-level wrapper
 
 SCS.jl provides a low-level interface to solve a problem directly, without

src/SCS.jl

@@ -5,11 +5,21 @@
 
 module SCS
 
+import LinearAlgebra
 import MathOptInterface as MOI
 import MutableArithmetics as MA
+import OpenBLAS32_jll
 import SCS_jll: libscsdir, libscsindir
 import SparseArrays
 
+function __init__()
+    config = LinearAlgebra.BLAS.lbt_get_config()
+    if !any(lib -> lib.interface == :lp64, config.loaded_libs)
+        LinearAlgebra.BLAS.lbt_forward(OpenBLAS32_jll.libopenblas_path)
+    end
+    return
+end
+
 abstract type LinearSolver end
 
 is_available(::Type{<:LinearSolver}) = false
@@ -30,6 +40,7 @@ export scs_solve
 import PrecompileTools
 
 PrecompileTools.@setup_workload begin
+    __init__()
     PrecompileTools.@compile_workload begin
         model = MOI.Utilities.CachingOptimizer(
             MOI.Utilities.UniversalFallback(MOI.Utilities.Model{Float64}()),