Build wheels in GitHub actions

.github/workflows/release.yml

@@ -0,0 +1,83 @@
+---
+name: Build
+
+on: [push, pull_request]
+
+jobs:
+  build_wheels:
+    name: Build wheels on ${{ matrix.os }}
+    runs-on: ${{ matrix.os }}
+    strategy:
+      matrix:
+        os: [ubuntu-latest, macos-latest]
+
+    steps:
+      - uses: actions/checkout@v2
+        with:
+          submodules: true
+      - name: Build wheels
+        uses: pypa/cibuildwheel@v1.11.1
+        env:
+          CIBW_SKIP: "cp27-* cp34-* cp35-* pp*"
+          CIBW_BEFORE_ALL_LINUX: "yum install -y openblas-devel liblapack-dev"
+          CIBW_BEFORE_ALL_MACOS: "brew install openblas lapack"
+          CIBW_TEST_COMMAND: "pytest {project}/test"
+          CIBW_TEST_REQUIRES: pytest
+      - uses: actions/upload-artifact@v2
+        with:
+          path: ./wheelhouse/*.whl
+  build_wheels_windows:
+    name: Build wheels on windows Python-${{ matrix.python-version }} ${{ matrix.arch }}
+    runs-on: windows-latest
+    strategy:
+      matrix:
+        arch: [x64] #, x86]
+        python-version: [3.6, 3.7, 3.8, 3.9]
+    steps:
+      - uses: actions/checkout@v2
+        with:
+          submodules: true
+
+      - uses: conda-incubator/setup-miniconda@v2
+        if: matrix.arch == 'x64'
+        with:
+          activate-environment: scs
+          auto-update-conda: true
+          channels: conda-forge,anaconda
+          python-version: ${{ matrix.python-version }}
+          miniconda-version: "latest"
+      - uses: conda-incubator/setup-miniconda@v2
+        if: matrix.arch == 'x86'
+        with:
+          activate-environment: scs
+          miniconda-version: "4.5.12"
+          auto-update-conda: true
+          channels: conda-forge,ana
+          python-version: ${{ matrix.python-version }}
+          architecture: x86
+      - name: Install Deps
+        run: conda install numpy scipy nose mkl openblas lapack
+      - name: Build Wheel
+        run: python setup.py bdist_wheel
+      - name: Repair Wheel
+        shell: bash -l {0}
+        run: |
+          set -e
+          pip install delvewheel
+          delvewheel repair dist/*whl
+      - name: Set up Python ${{ matrix.python-version }}
+        uses: actions/setup-python@v2
+        with:
+          python-version: ${{ matrix.python-version }}
+          architecture: ${{ matrix.arch }}
+      - name: Run tests
+        shell: bash
+        run: |
+          set -e
+          which python
+          pip install wheelhouse/*whl
+          pip install pytest
+          pytest
+      - uses: actions/upload-artifact@v2
+        with:
+          path: ./dist/*.whl

pyproject.toml

@@ -1,10 +1,7 @@
 [build-system]
 requires = [
-    "numpy>=1.17,<1.18; python_version=='3.5'",
-    "numpy>=1.17,<1.18; python_version=='3.6'",
-    "numpy>=1.17,<1.18; python_version=='3.7'",
-    "numpy>=1.17,<1.18; python_version=='3.8'",
-    "numpy>=1.19,<1.20; python_version=='3.9'",
-    "setuptools",
-    "wheel",
+  "setuptools",
+  "wheel",
+  "oldest-supported-numpy",
 ]
+build-backend = "setuptools.build_meta"