High Memory Usage with Convex.jl When Solving Optimization Problem with Sparse Matrices

[odow]

I am actually using the version 0.15.4

Yes, v0.16 should be much faster. See:

ANN: Convex.jl v0.16 is released

Dear all, We are pleased to announce the release of Convex.jl v0.16.0. This release of Convex involved a substantial internal rewrite of Convex.jl to integrate better with MathOptInterface. The result is a faster, simpler, and more maintainable package that is nearly ready for a 1.0 release. Detailed release notes are available at: Release notes · Convex.jl Most of the very large number of changes (131 commits, 270 files changed) affect only the internal representation of Convex.jl models, a…