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Increase performance of SOC constraints #3673
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@chrhansk can you post a benchmark of your actual problem that is slow to build? Otherwise I will close this issue. |
Closing as won't-fix. If you can post an example where this is a problem, please comment and I will re-open. You could also post on https://discourse.julialang.org/c/domain/opt/13 if you want some advice on improving the speed of problem construction. |
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Welcome to JuMP! You can use this Github issue to suggest a new feature for JuMP.
Is your feature request related to a problem? Please describe.
I noticed that a model containing several SOC constraints was built rather slowly. As an example, consider this benchmark:
By running the benchmark I see
As seen here, adding an SOC constraint takes an order of magnitude more time than adding a linear one.
Describe the solution you'd like
I realize that SOC constraints may be more complex for solvers than linear ones, but I am less clear on why the addition of the constraints takes so noticeably long. I would appreciate if you could somewhat tweak the performance.
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