Brendan O'Donoghue

Right now there isn't really a good way to automatically checkpoint the state of the algorithm. Your best bet is to do something along the following lines: 1. Get CVXPY...

Currently just passing in a function pointer is not really supported. But you can hack it in by first following the instructions [here](https://www.cvxgrp.org/scs/linear_solver/index.html#implementing-a-new-linear-solver) to hack in the function pointer there,...

First, if you're using cvxpy then it has the ability to cache the formulation of the problem so you only pay the parsing cost once. Second, are you doing the...

The order of the columns is arbitrary, though it will affect the order of the `x` variables so must be consistent with the `c` vector, the column order doesn't affect...

First, thankyou for submitting a nicely detailed issue! The first thing I did was run the data you sent on my machine (Mac OSX laptop). As you can see below...

Oh, and I presume you weren't running on the GPU?

Yes, it may well be due to the BLAS libraries. The only place where it is used for your problem is the acceleration, which you can disable by setting `acceleration_lookback...

The error seems to suggest: "error: Microsoft Visual C++ 14.0 is required. Get it with "Microsoft Visual C++ Build Tools": http://landinghub.visualstudio.com/visual-cpp-build-tools" I don't have a windows machine to test on,...

That type of error comes from some mismatch between your numpy install (which is telling SCS where to look for the BLAS libs) and the system. You can install your...

Alternatively try a different conda / numpy version that isn't broken (ie, has correct paths for where the various libs live). This script appears to work at last check: https://github.com/bodono/scs-python/blob/master/.appveyor.yml