Expose Anderson acceleration stats in Python info

README.md

@@ -86,6 +86,7 @@ solver = scs.SCS(data, cone, verbose=False)
 sol = solver.solve()
 
 print(sol["info"]["status"])  # 'solved'
+print(sol["info"]["aa_stats"])  # Anderson acceleration diagnostics
 print(sol["x"])               # primal solution
 ```
 

scs/scsobject.h

@@ -955,7 +955,7 @@ static PyObject *SCS_solve(SCS *self, PyObject *args) {
   /* else: SCS will overwite sol if _warm_start is false */
   /* so we don't need to set to zeros here */
 
-  PyObject *x, *y, *s, *return_dict, *info_dict;
+  PyObject *x, *y, *s, *return_dict, *info_dict, *aa_stats_dict;
   scs_float *_x, *_y, *_s;
   /* release the GIL */
   Py_BEGIN_ALLOW_THREADS;
@@ -1027,17 +1027,21 @@ static PyObject *SCS_solve(SCS *self, PyObject *args) {
 #ifdef SFLOAT
   char *outarg_string = "{s:L,s:L,s:L,s:f,s:f,s:f,s:f,s:f,s:f,s:f,s:f,s:f,s:f,"
                         "s:f,s:f,s:f,s:f,s:f,s:L,s:L,s:s}";
+  char *aa_stats_string = "{s:L,s:L,s:L,s:L,s:L,s:L,s:L,s:L,s:f,s:f}";
 #else
   char *outarg_string = "{s:L,s:L,s:L,s:d,s:d,s:d,s:d,s:d,s:d,s:d,s:d,s:d,s:d,"
                         "s:d,s:d,s:d,s:d,s:d,s:L,s:L,s:s}";
+  char *aa_stats_string = "{s:L,s:L,s:L,s:L,s:L,s:L,s:L,s:L,s:d,s:d}";
 #endif
 #else
 #ifdef SFLOAT
   char *outarg_string = "{s:i,s:i,s:i,s:f,s:f,s:f,s:f,s:f,s:f,s:f,s:f,s:f,s:f,"
                         "s:f,s:f,s:f,s:f,s:f,s:i,s:i,s:s}";
+  char *aa_stats_string = "{s:i,s:i,s:i,s:i,s:i,s:i,s:i,s:i,s:f,s:f}";
 #else
   char *outarg_string = "{s:i,s:i,s:i,s:d,s:d,s:d,s:d,s:d,s:d,s:d,s:d,s:d,s:d,"
                         "s:d,s:d,s:d,s:d,s:d,s:i,s:i,s:s}";
+  char *aa_stats_string = "{s:i,s:i,s:i,s:i,s:i,s:i,s:i,s:i,s:d,s:d}";
 #endif
 #endif
 
@@ -1066,18 +1070,39 @@ static PyObject *SCS_solve(SCS *self, PyObject *args) {
       "rejected_accel_steps", (scs_int)info.rejected_accel_steps,
       "accepted_accel_steps", (scs_int)info.accepted_accel_steps,
       "status", info.status);
+  aa_stats_dict = Py_BuildValue(
+      aa_stats_string,
+      "iter", (scs_int)info.aa_stats.iter,
+      "n_accept", (scs_int)info.aa_stats.n_accept,
+      "n_reject_lapack", (scs_int)info.aa_stats.n_reject_lapack,
+      "n_reject_rank0", (scs_int)info.aa_stats.n_reject_rank0,
+      "n_reject_nonfinite", (scs_int)info.aa_stats.n_reject_nonfinite,
+      "n_reject_weight_cap", (scs_int)info.aa_stats.n_reject_weight_cap,
+      "n_safeguard_reject", (scs_int)info.aa_stats.n_safeguard_reject,
+      "last_rank", (scs_int)info.aa_stats.last_rank,
+      "last_aa_norm", (scs_float)info.aa_stats.last_aa_norm,
+      "last_regularization", (scs_float)info.aa_stats.last_regularization);
   /* clang-format on */
 
+  if (!info_dict || !aa_stats_dict ||
+      PyDict_SetItemString(info_dict, "aa_stats", aa_stats_dict) < 0) {
+    Py_DECREF(x);
+    Py_DECREF(y);
+    Py_DECREF(s);
+    Py_XDECREF(info_dict);
+    Py_XDECREF(aa_stats_dict);
+    return NULL;
+  }
+
   return_dict = Py_BuildValue("{s:O,s:O,s:O,s:O}", "x", x, "y", y, "s", s,
                               "info", info_dict);
-  /* Give up ownership to the return dictionary. x/y/s are non-NULL
-   * (NULL-checked above). info_dict can be NULL if Py_BuildValue OOM'd,
-   * in which case return_dict is also NULL (we propagate it) — use
-   * Py_XDECREF to avoid dereferencing NULL in that path. */
+  /* Give up ownership to the return dictionary. x/y/s/info_dict are non-NULL
+   * here, and Py_BuildValue borrowed each with "O". */
   Py_DECREF(x);
   Py_DECREF(y);
   Py_DECREF(s);
-  Py_XDECREF(info_dict);
+  Py_DECREF(info_dict);
+  Py_DECREF(aa_stats_dict);
 
   return return_dict;
 }

test/test_scs_coverage.py

@@ -332,6 +332,20 @@ def test_status_constants():
     "setup_time", "solve_time",
     "scale",
     "accepted_accel_steps", "rejected_accel_steps",
+    "aa_stats",
+}
+
+_EXPECTED_AA_STATS_KEYS = {
+    "iter",
+    "n_accept",
+    "n_reject_lapack",
+    "n_reject_rank0",
+    "n_reject_nonfinite",
+    "n_reject_weight_cap",
+    "n_safeguard_reject",
+    "last_rank",
+    "last_aa_norm",
+    "last_regularization",
 }
 
 
@@ -343,6 +357,14 @@ def test_info_dict_has_expected_keys():
         assert key in info, f"Missing key '{key}' in sol['info']"
 
 
+def test_aa_stats_dict_has_expected_keys():
+    solver = scs.SCS(_make_data(), _CONE, verbose=False)
+    sol = solver.solve()
+    aa_stats = sol["info"]["aa_stats"]
+    for key in _EXPECTED_AA_STATS_KEYS:
+        assert key in aa_stats, f"Missing key '{key}' in sol['info']['aa_stats']"
+
+
 def test_info_status_val_matches_constant():
     solver = scs.SCS(_make_data(), _CONE, verbose=False)
     sol = solver.solve()
@@ -1244,6 +1266,7 @@ def test_first_solve_warm_start_true():
     "scale",
     "comp_slack",
     "accepted_accel_steps", "rejected_accel_steps",
+    "aa_stats",
 }
 
 
@@ -1294,6 +1317,19 @@ def test_accel_steps_nonnegative():
     assert sol["info"]["rejected_accel_steps"] >= 0
 
 
+def test_aa_stats_no_acceleration():
+    """AA diagnostics should be present even when acceleration is disabled."""
+    solver = scs.SCS(
+        _make_data(), _CONE, acceleration_lookback=0, verbose=False
+    )
+    sol = solver.solve()
+    aa_stats = sol["info"]["aa_stats"]
+    for key in _EXPECTED_AA_STATS_KEYS - {"last_aa_norm", "last_regularization"}:
+        assert aa_stats[key] == 0
+    assert np.isnan(aa_stats["last_aa_norm"])
+    assert aa_stats["last_regularization"] == 0.0
+
+
 def test_pobj_matches_c_dot_x():
     """For an LP (no P), primal objective should equal c'x."""
     solver = scs.SCS(_make_data(), _CONE, eps_abs=1e-8, eps_rel=1e-8, verbose=False)