cossio

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Even if the implementation is not top performance, I think it still makes sense to add it now, and then later on tackle performance improvements.

@jonas-eschle One of the two implementations has gradient? I think the gradient is pretty crucial (if I didn't want gradient I'd just call out scipy or something)

Indeed the gradient is given by the same Faddeeva function: ![image](https://user-images.githubusercontent.com/10637482/133891882-039af559-38a7-46f3-ab7f-fbe254865978.png) Hopefully it's not difficult to add.

I would really like to have this feature as well. Unfortunately it seems that the mentioned PR https://github.com/zulip/zulip-desktop/pull/1059 is stale. Are there updates happening somewhere else?

@ararslan I'm now seeing the memory spike in the solve phase instead of the formulation. I'll close this unless something similar comes up again. I'll open an issue at ECOS...

@ararslan I just tested with ECOS and SCS, both consume > 4GB RAM (at which point I cancelled to avoid having to reboot my laptop again)

@ararslan Problem is my laptop dies before I can complete the profiling. Any suggestions?

I just tried limiting to 10GB ram at a server and it also crashes. Both SCS and ECOS. I don't know how to do the `Task` thing, and I'm really...

@ararslan I started julia with a mem constrain of 10 GB using: `timeout -m 10000000 julia --track-allocation=user` This tracked memory allocations across all of Convex.jl as the RAM usage increased,...