I am using CVX to solve a sequence of large-scale problems whose feasible sets are identical to each other. Currently, I use a for loop over the entire problems which is computationally inefficient. Does anyone know a better practical way so that I can form the problem once and then use it in every iteration of the for loop?
Mark_L_Stone (Mark L. Stone) #2
That is not possible in CVX, which was designed to save human modeling and programming time, not for computational efficiency (speed) n situations such as yours.
Thank you so much for your quick response.