Mosek is slow when using the sequential formulation

cvxgrp / spcqe

Smooth periodic consistent quantile estimation

BSD 2-Clause "Simplified" License

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Mosek is slow when using the sequential formulation #8

Open AramisDuf opened 4 months ago

AramisDuf commented 4 months ago

When using the sequential keyword and MOSEK as the solver, the solve is significantly slower. In particult the dcp2cone step takes much longer than for the other solvers.