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improve efficiency of WSOS cone barrier procedure #37

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chriscoey opened this issue Aug 22, 2018 · 1 comment
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improve efficiency of WSOS cone barrier procedure #37

chriscoey opened this issue Aug 22, 2018 · 1 comment
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speculative speed

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@chriscoey
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chriscoey commented Aug 22, 2018 •
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there could be a smarter way to evaluate g, H by precomputing perhaps some type of factorization of the interpolation matrices and just updating using the changing diagonal matrix
@chriscoey chriscoey added this to the 0.1 milestone Aug 22, 2018
@chriscoey chriscoey mentioned this issue Aug 22, 2018
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i thought about this for a bit and didn't come up with anything. there's probably a way, but experimentation will have to wait until we have much larger example/test problems and performance will depend on architecture and Julia linear algebra at that time.

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