Can't run optimize benchmarks

@mdhaber trying to run the global benchmarks to test solutions for #11438. However, I can’t actually start the benchmarks off:

$ export SCIPY_XSLOW=1
$ export SCIPY_GLOBAL_BENCH=AMGM
$ python runtests.py --bench optimize.BenchGlobal

gives

   STDOUT -------->
   
   STDERR -------->
   Traceback (most recent call last):
     File "/Users/anz/miniconda3/envs/dev3/lib/python3.7/site-packages/asv/benchmark.py", line 1315, in <module>
       main()
     File "/Users/anz/miniconda3/envs/dev3/lib/python3.7/site-packages/asv/benchmark.py", line 1308, in main
       commands[mode](args)
     File "/Users/anz/miniconda3/envs/dev3/lib/python3.7/site-packages/asv/benchmark.py", line 1004, in main_discover
       list_benchmarks(benchmark_dir, fp)
     File "/Users/anz/miniconda3/envs/dev3/lib/python3.7/site-packages/asv/benchmark.py", line 989, in list_benchmarks
       for benchmark in disc_benchmarks(root):
     File "/Users/anz/miniconda3/envs/dev3/lib/python3.7/site-packages/asv/benchmark.py", line 887, in disc_benchmarks
       for module in disc_modules(root_name, ignore_import_errors=ignore_import_errors):
     File "/Users/anz/miniconda3/envs/dev3/lib/python3.7/site-packages/asv/benchmark.py", line 869, in disc_modules
       for item in disc_modules(name, ignore_import_errors=ignore_import_errors):
     File "/Users/anz/miniconda3/envs/dev3/lib/python3.7/site-packages/asv/benchmark.py", line 857, in disc_modules
       module = import_module(module_name)
     File "/Users/anz/miniconda3/envs/dev3/lib/python3.7/importlib/__init__.py", line 127, in import_module
       return _bootstrap._gcd_import(name[level:], package, level)
     File "<frozen importlib._bootstrap>", line 1006, in _gcd_import
     File "<frozen importlib._bootstrap>", line 983, in _find_and_load
     File "<frozen importlib._bootstrap>", line 967, in _find_and_load_unlocked
     File "<frozen importlib._bootstrap>", line 677, in _load_unlocked
     File "<frozen importlib._bootstrap_external>", line 728, in exec_module
     File "<frozen importlib._bootstrap>", line 219, in _call_with_frames_removed
     File "/Users/anz/Documents/Andy/programming/scipy/benchmarks/benchmarks/optimize_linprog.py", line 24, in <module>
       slow = int(os.environ.get('SCIPY_XSLOW', 0))
   NameError: name 'os' is not defined

I tried fixing that one by importing os outside the try:except block then came to:

STDOUT -------->
   
   STDERR -------->
   Traceback (most recent call last):
     File "/Users/anz/miniconda3/envs/dev3/lib/python3.7/site-packages/asv/benchmark.py", line 1315, in <module>
       main()
     File "/Users/anz/miniconda3/envs/dev3/lib/python3.7/site-packages/asv/benchmark.py", line 1308, in main
       commands[mode](args)
     File "/Users/anz/miniconda3/envs/dev3/lib/python3.7/site-packages/asv/benchmark.py", line 1004, in main_discover
       list_benchmarks(benchmark_dir, fp)
     File "/Users/anz/miniconda3/envs/dev3/lib/python3.7/site-packages/asv/benchmark.py", line 989, in list_benchmarks
       for benchmark in disc_benchmarks(root):
     File "/Users/anz/miniconda3/envs/dev3/lib/python3.7/site-packages/asv/benchmark.py", line 887, in disc_benchmarks
       for module in disc_modules(root_name, ignore_import_errors=ignore_import_errors):
     File "/Users/anz/miniconda3/envs/dev3/lib/python3.7/site-packages/asv/benchmark.py", line 869, in disc_modules
       for item in disc_modules(name, ignore_import_errors=ignore_import_errors):
     File "/Users/anz/miniconda3/envs/dev3/lib/python3.7/site-packages/asv/benchmark.py", line 857, in disc_modules
       module = import_module(module_name)
     File "/Users/anz/miniconda3/envs/dev3/lib/python3.7/importlib/__init__.py", line 127, in import_module
       return _bootstrap._gcd_import(name[level:], package, level)
     File "<frozen importlib._bootstrap>", line 1006, in _gcd_import
     File "<frozen importlib._bootstrap>", line 983, in _find_and_load
     File "<frozen importlib._bootstrap>", line 967, in _find_and_load_unlocked
     File "<frozen importlib._bootstrap>", line 677, in _load_unlocked
     File "<frozen importlib._bootstrap_external>", line 728, in exec_module
     File "<frozen importlib._bootstrap>", line 219, in _call_with_frames_removed
     File "/Users/anz/Documents/Andy/programming/scipy/benchmarks/benchmarks/optimize_linprog.py", line 33, in <module>
       rr_methods = [_remove_redundancy, _remove_redundancy_dense,
   NameError: name '_remove_redundancy' is not defined

At this point I stopped.

[andyfaff]

If running the benchmarks means pytest is going to be imported, then perhaps we need to install it for running the benchmarks (https://github.com/scipy/scipy/blob/master/benchmarks/asv.conf.json#L35)

[andyfaff]

Having the os + numpy imports inside the try/except block doesn’t make a lot of sense anyway. os will be there, and it’s a pretty good bet that numpy will be installed.

The solution isn’t to reintroduce the try/except block in its original form. This is because if any of the imports fails then we’ll get the NameError: name '_remove_redundancy' is not defined error. When an import can fail it’s not good if there’s then variables declared outside of functions:

rr_methods = [_remove_redundancy, _remove_redundancy_dense,
              _remove_redundancy_sparse]

which rely on one or more of the imports that didn’t get picked up.