This is a discussion/issue tracker which relate to matrix stuffing and canonicalization.
This is inspired by #704 from Akshay. (it is a sort of follow-up as well).

Context

I want to explore speeding up the backend using the diffengine and also would like to clean up historical issues in cvxpy.
Having a tracker will help centralize this work, and also permit us to find benchmark problems which can lead to more general improvements.
In addition, we eventually want to get rid of cvxcore, so it will be quite helpful to find all the issues relating to bugs in it.

Some clarification on terminology

Canonicalization refers to the entire process of taking a user-specified problem, converting it to standard conic (quadratic) form and passing it to a solver. MatrixStuffing or coefficient extraction refers to the final step of canonicalization, which involves forming the problem data matrices (A, P for quadratic objectives, and others) before calling a solver.

When we talk about canonicalization performance, this usually involves the entire process, from handling expression trees to the depth-first parse to "canonicalize" the problem during reductions.
However, most issues about performance are related to matrix stuffing being slow.. but in some cases (i.e. when the problem is not vectorized) it can be about the more general term "canonicalization".

Issues related to cvxcore

• Potential inadvertent type cast in return from cvxcore #2927
• Type mismatch in cvxpy/cvxcore/src/ProblemData.cpp #2519
• _cvxcore DLL load failed in offline-install mode #1876
• Segmentation fault: 11 #2537
• Compiling with assertions causes issues #1690

Canonicalization performance issues (replicable instances)

• Getting a segfault when trying to solve an SDP #1132
• Much slower QpMatrixStuffing on 1.1.18 compared to 1.1.7 #1611
• Slow compiling time for an unconstrained quadratic problem  #2205

Canonicalization performance issues (could potentially be closed?)

• Performance issues with DPP problems #1332 (the linked repo doesn't exist anymore)
• look into cython acceleration for cvxpy #579 (maybe not on the roadmap anymore?)
• Segmentation fault (core dumped) while using CVXPY library #1043 (seems hard to replicate)