Hello,
Apologies if this question has been asked before, I couldn’t find anything on the site or user guide.
Is it possible to provide CVX with gradient/Hessian information to accelerate it’s execution time?
Thanks
CVX is way clever than that. It reformulates the problems to conic form and that means the optimization software can compute the need information by them self.
There is no need for derivative information and that is one of the advantages of the approach of CVX.