setdependence slow

[johanlofberg]

yalmip('clear') N = 5000; w = sdpvar(N, 1); previousPos = rand(N, 1); constraint = [0.0001 <= abs(w) <= 0.04, sum(abs(w)) == 1, abs(sum(w)) <= 0.04, sum(abs(w - previousPos)) <= 0.1];