Skip to content

Commit

Permalink
add comment on parallelizing choleskys in SOS
Browse files Browse the repository at this point in the history
  • Loading branch information
chriscoey committed Aug 21, 2018
1 parent af82b23 commit 825cd0e
Showing 1 changed file with 1 addition and 0 deletions.
1 change: 1 addition & 0 deletions src/primitivecones.jl
Original file line number Diff line number Diff line change
Expand Up @@ -50,6 +50,7 @@ barrierpar_prm(prm::SumOfSquaresCone) = size(prm.ip, 2) + sum(size(ipwtj, 2) for
loadpnt_prm!(prm::SumOfSquaresCone, pnt) = (prm.pnt = pnt)

function incone_prm(prm::SumOfSquaresCone)
# TODO each of the following choleskys can be done in parallel
F = cholesky!(Symmetric(prm.ip'*Diagonal(prm.pnt)*prm.ip), check=false) # TODO do inplace. TODO could this cholesky of P'DP be faster?
if !issuccess(F)
return false
Expand Down

0 comments on commit 825cd0e

Please sign in to comment.