Open amir90 opened 3 years ago
@amir90 I am facing the same issue. Were you able to find any resolution to this?
No, sadly not. I converted my problem to a linear system insteaf of a qp.
בתאריך יום ג׳, 22 ביוני 2021, 14:44, מאת Aaditya Chandrasekhar < @.***>:
@amir90 https://github.com/amir90 I am facing the same issue. Were you able to find any resolution to this?
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Hello,
First of all thanks for making this this great package available.
I have a sparse QP problem with with n~5000 variables. Is there anyway to speed up the CvxpyLayer initialization? right now, initialization takes over 10 minutes (until stopped, did not finish). Even for n=1500, initialization takes a little under 5 minutes, which seems long.
I saw the previous issue on the subject, and it was from several years ago, so I was wondering If there are other ways to handle this now.
Furthermore, in my problem the matrix A is very sparse, if that helps. The problem does not seem to be cvxpy, as when I use it to solve my QP, the solution is very fast:
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Can anything be done?
Thanks!