Why is CVXOPT slower than LIBSVM?
libsvm runs all problems in a few seconds or less, while cvxopt takes quite a bit longer. I wonder what's the reason for this, since using cvxopt is quite a basic routine and optimized for quadratic programming. The only reason I can think of is that for SVMs many solutions are equal to 0 and somehow this is built into the libsvm solver since it's targeted for SVMs. Does anybody know if this is the case or are there other tricks too? Thanks!
