Hypatia.jl
Hypatia.jl copied to clipboard
try parallelizing independent barrier procedures
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
waiting on PARTR to work nicely with BLAS and LAPACK multithreading (https://github.com/JuliaLang/julia/issues/32786)