{"action":"created","issue":{"url":"https://api.github.com/repos/cvxgrp/scs/issues/52","labels_url":"https://api.github.com/repos/cvxgrp/scs/issues/52/labels{/name}","comments_url":"https://api.github.com/repos/cvxgrp/scs/issues/52/comments","events_url":"https://api.github.com/repos/cvxgrp/scs/issues/52/events","html_url":"https://github.com/cvxgrp/scs/issues/52","id":124857023,"number":52,"title":"SCS taking hours to set up","user":{"login":"btabibian","id":730361,"avatar_url":"https://avatars.githubusercontent.com/u/730361?v=3","gravatar_id":"","url":"https://api.github.com/users/btabibian","html_url":"https://github.com/btabibian","followers_url":"https://api.github.com/users/btabibian/followers","following_url":"https://api.github.com/users/btabibian/following{/other_user}","gists_url":"https://api.github.com/users/btabibian/gists{/gist_id}","starred_url":"https://api.github.com/users/btabibian/starred{/owner}{/repo}","subscriptions_url":"https://api.github.com/users/btabibian/subscriptions","organizations_url":"https://api.github.com/users/btabibian/orgs","repos_url":"https://api.github.com/users/btabibian/repos","events_url":"https://api.github.com/users/btabibian/events{/privacy}","received_events_url":"https://api.github.com/users/btabibian/received_events","type":"User","site_admin":false},"labels":[],"state":"open","locked":false,"assignee":null,"milestone":null,"comments":14,"created_at":"2016-01-04T22:47:48Z","updated_at":"2016-01-06T17:49:45Z","closed_at":null,"body":"I have a an optimization program with 11M data points taking over 20hours to run the first iteration. smaller datasets with 7M data points run in significantly shorter time. Is there anyway I could investigate why it takes such long time?\r\n\r\nFollowing is the problem statement printed by SCS:\r\n\r\nLin-sys: sparse-direct, nnz in A = 326795355\r\neps = 1.00e-03, alpha = 1.50, max_iters = 200, normalize = 1, scale = 1.00\r\nVariables n = 53115585, constraints m = 117868881\r\nCones:        primal zero / dual free vars: 1\r\n             linear vars: 39616055\r\n             exp vars: 78252825, dual exp vars: 0"},"comment":{"url":"https://api.github.com/repos/cvxgrp/scs/issues/comments/169402113","html_url":"https://github.com/cvxgrp/scs/issues/52#issuecomment-169402113","issue_url":"https://api.github.com/repos/cvxgrp/scs/issues/52","id":169402113,"user":{"login":"bodono","id":555071,"avatar_url":"https://avatars.githubusercontent.com/u/555071?v=3","gravatar_id":"","url":"https://api.github.com/users/bodono","html_url":"https://github.com/bodono","followers_url":"https://api.github.com/users/bodono/followers","following_url":"https://api.github.com/users/bodono/following{/other_user}","gists_url":"https://api.github.com/users/bodono/gists{/gist_id}","starred_url":"https://api.github.com/users/bodono/starred{/owner}{/repo}","subscriptions_url":"https://api.github.com/users/bodono/subscriptions","organizations_url":"https://api.github.com/users/bodono/orgs","repos_url":"https://api.github.com/users/bodono/repos","events_url":"https://api.github.com/users/bodono/events{/privacy}","received_events_url":"https://api.github.com/users/bodono/received_events","type":"User","site_admin":false},"created_at":"2016-01-06T17:49:45Z","updated_at":"2016-01-06T17:49:45Z","body":"The indirect method uses conjugate gradient in the linear system solve, it uses a form of early termination to save on computation which the algorithm is (provably) robust to. The direct method solves the linear system via LDL factorize-and-solve. In my experiments they take roughly the same amount of iterations to solve a problem, the indirect method is faster for larger problems."}}