I am using CVX 2.0 (beta). I wonder if the parameter cpu_time also accounts for the modeling time, in addition to the time that requires by the internal solver, e.g., SeDuMi and SDPT3. Sometimes, it is interesting to know the time that requires by a internal solver to solve a specific problem. Is there any way to do that with CVX? Thank you!
cvx_cputime measurement includes modeling as well as solver time. Currently there is no way to change that.
Doesn’t wrapping the the optimization command with tic/toc work?
Or does this still include of other overhead?
cvx_begin.... .... tic maximize(...) toc cvx_end
No, this does not work. The actual computation does not happen until
cvx_end, and that includes other overhead as well.