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try parallelizing independent barrier procedures #21

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chriscoey opened this issue Aug 5, 2018 · 1 comment
Open

try parallelizing independent barrier procedures #21

chriscoey opened this issue Aug 5, 2018 · 1 comment
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help wanted Extra attention is needed speculative speed waiting

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@chriscoey
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chriscoey commented Aug 5, 2018 •
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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
@chriscoey chriscoey changed the title Try parallelizing primitive cone barrier procedures Try parallelizing independent barrier procedures and linear system solves Aug 20, 2018
@chriscoey chriscoey added the help wanted Extra attention is needed label Sep 25, 2018
@chriscoey chriscoey changed the title Try parallelizing independent barrier procedures and linear system solves try parallelizing independent barrier procedures Nov 12, 2018
@chriscoey
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waiting on PARTR to work nicely with BLAS and LAPACK multithreading (JuliaLang/julia#32786)

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