diff --git a/examples/timing.py b/examples/timing.py index f26cf159a..6eee4d42e 100644 --- a/examples/timing.py +++ b/examples/timing.py @@ -100,13 +100,22 @@ constraints = [ cvx.LeverageLimit(3), ], - # You can select any cvxpy + + # You can select any CVXPY # solver here to see how it # affects performance of your # particular problem. This one # is the default for this type # of problems. - solver='ECOS' + solver='ECOS', + + # this is a CVXPY compilation flag, it is + # recommended for large optimization problems + # (like this one) but not for small ones + ignore_dpp=True, + + # you can add any other cvxpy.Problem.solve option + # here, see https://www.cvxpy.org/tutorial/advanced/index.html ) # this downloads data for all the sp500