Will YALMIP automatically exploit the sparsity of matrices in the optimization problem?

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Jiaxin Yang

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Mar 1, 2013, 11:42:09 AM3/1/13
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Hello, I have a question. In the semidefinite programming, suppose I have a linear matrix inequality [A, B; C, D]; If some of them (e.g., A and B) have many zero elements, will the solver automatically exploit the sparse properties and reduce the time of solving the SDP?

Thank you very much.

Johan Löfberg

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Mar 1, 2013, 11:55:14 AM3/1/13
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All solvers use sparse matrix algebra.
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