Efficient storage of large symmetric matrix for quadratic programming
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Andreas Elben
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Dec 24, 2022, 3:31:15 AM12/24/22
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Dear all,
My aim is to solve large scale (10^5 unknowns) unconstrained quadratic programs of the form
minimize x^T P x + q^T x
via cvxopt.solvers.qp(P,q). The matrix P is symmetric and positive definite. Since the problem is large, is it possible to store (and hand to cvxopt.solvers.qp(P,q)) only the upper (or lower) triangular part of the symmetric matrix P?