Brendan O'Donoghue
Brendan O'Donoghue
SCS has native support for [quadratic objectives](https://www.cvxgrp.org/scs/index.html) now. If a problem has a quadratic objective then solving it directly is often much, much faster than converting to a second-order cone...
In this issue a CVXPY problem is found to be sending `inf` values down to SCS and ECOS, which they cannot handle: https://github.com/cvxgrp/scs/issues/167
**Describe the bug** Just tested the below example with SCS 3.2.6 and CVXPY v1.5.3 and it seems that a) The warm start is not passed in b) The factorization of...