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Hi @liyix, likely your approach ends up with an expression that is not vectorized, making the compilation slow. |
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Hi everyone, I think I need help with how to read a problem model from a "model.lp" file? I currently use the solver (Cplex) to read the variables and constraints and convert them to cvxpy expressions. This approach is cumbersome and makes cvxpy take a long time to compile (especially at the "QpMatrixStuffing" step). Is there a better way?
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