It is the time to build the constraints. Here, you could speed it up by avoiding to compute A*x many times.
You can compute Ax = A * x
just once outside the loop or even do A[i, :] * x[:, 1]
It is the time to build the constraints. Here, you could speed it up by avoiding to compute A*x many times.
You can compute Ax = A * x
just once outside the loop or even do A[i, :] * x[:, 1]