Dear cvxopt-users and developers,
I've been very happy with cvxopt on my local machine, and I'm porting my code to our Linux cluster. Everything runs fine, except that the QP solver is using >4000% CPU power (on a 64-core system), seriously annoying my fellow sge-users on the system. I am therefore looking for a way to limit the number of threads being used behind the scenes.
Does cvxopt provide an environment variable to set the maximum number of threads or even disable multithreading altogether? If not, where is the parallelism coming from? I'm guessing from within the BLAS or ATLAS libraries, but isn't the default setup.py linking against the single-threaded versions of those libraries (e.g., cblas instead of ptcblas)?
I would expect that many users have had to disable multithreading for use with a job scheduler. Any help is much appreciated.
Thanks,
Daan