cvxgrp / scs

Splitting Conic Solver
MIT License
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Bring back ability to re-use SCS workspace for multiple related solves. #207

Closed bodono closed 2 years ago

bodono commented 2 years ago

Previously SCS was able to re-use the workspace for multiple solves of related problems. At some point we dropped that capability. This PR recovers the ability and makes it cleaner by adding a scs_update function, which makes it explicit what is being updated (just b and c vectors for now). The new function is documented here. No other major API changes.