When I use "SCS" as the solver and call .solve I receive the following output:
(CVXPY) Compiling problem (target solver=SCS). (CVXPY) Reduction chain: Dcp2Cone -> CvxAttr2Constr -> ConeMatrixStuffing -> SCS (CVXPY) Applying reduction Dcp2Cone (CVXPY) Applying reduction CvxAttr2Constr (CVXPY) Applying reduction ConeMatrixStuffing (CVXPY) Applying reduction SCS (CVXPY) Finished problem compilation (took 7.151e+00 seconds). (CVXPY) (Subsequent compilations of this problem, using the same arguments, should take less time.) When I use "MOSEK", with the same problem the output changes to:
(CVXPY) Compiling problem (target solver=MOSEK). (CVXPY) Reduction chain: Dcp2Cone -> CvxAttr2Constr -> ConeMatrixStuffing -> MOSEK (CVXPY) Applying reduction Dcp2Cone (CVXPY) Applying reduction CvxAttr2Constr (CVXPY) Applying reduction ConeMatrixStuffing (CVXPY) Applying reduction MOSEK (CVXPY) Finished problem compilation (took 7.121e+00 seconds). Does that imply that reusing a DPP problem is not supported for MOSEK?
https://stackoverflow.com/questions/66757139/dpp-problem-doesnt-get-reused-with-mosek-solver March 23, 2021 at 12:05PM
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