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?
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.
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Thank you so much for your quick response.