How to enhance the Solver's speed

1

I have a cvx problem with one cvx variable (u (N)) which is a vector of length is 9000 (N=9000). I was able to solve the problem using SDPT3 solver.

My issue that the solver consumes about 6 hours to find the solution. However, the number of iterations was low as 20 iterations which means 20 minutes per iteration.

Any suggestions to make the solver faster?

2

Try another solver such as Mosek is another good option to try.

1 Like
3

Thank you!
It is now consuming only 5 minutes with MOSEK as a solver.