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try parallelizing independent barrier procedures

Open chriscoey opened this issue 7 years ago • 1 comments

in particular:

  • cone barrier procedures (one per primitive cone)
  • for WSOS cones specifically, the n+1 indepedent cholesky factorizations
  • ~~linear system solves (two independent sub-solves)~~ LAPACK does it for us now

these are the most expensive operations

chriscoey avatar Aug 05 '18 19:08 chriscoey

waiting on PARTR to work nicely with BLAS and LAPACK multithreading (https://github.com/JuliaLang/julia/issues/32786)

chriscoey avatar Aug 18 '19 19:08 chriscoey