3 ms·

Interesting. Have you done a comparison test against Coopr? https://software.sandia.gov/trac/coopr https://software.sandia.gov/trac/coopr Also were you using

by ansy 15y ago

Interesting. Have you done a comparison test against Coopr? https://software.sandia.gov/trac/coopr https://software.sandia.gov/trac/coopr Also were you using the glpk solver with CVXOPT on cpython? I find it hard to believe setting up the problem alone added nearly 20 minutes.