I would like to know the maximum number of affine and second-order constraints that the different solvers can handle. Does somebody know where I can find this information? Thanks in advance for your help.
Number of constraints
I don’t think there is a specific limit. It depends on the amount of memory used by CVX and the solver, as well as the amount of available memory (including by paging (swapping))?
The sparsirty of the constraints is quite an important factor in determining the memory requirements.