title: CVXPY: how to efficiently solve a series of similar problems
body: <p>I have a large problem defined in <a href="https://cvxpy.readthedocs.io/en/latest/tutorial/intro/index.html" rel="nofollow noreferrer">CVXPY modelling language</a>. I want to solve series of this problems - still the same format but with different parameters (constants). </p>
  
  <p>I found out that after calling <code>problem.solve()</code> internal problem generating takes 20 s and main optimization runtime takes 0.2 s. It's a lot of time when I want to solve dozens of similar problems.</p>
  
  <p>Is there any tool for CVXPY like <a href="https://yalmip.github.io/command/optimizer/" rel="nofollow noreferrer">YALMIP optimizer</a> or any possibility to reduce problem generating time?</p>