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Performance issue in GMGPolar solver #316

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@julianlitz

"Currently in my tests GMGPolar is slower than our other solver which is unexpected so if you have any ideas to speed things up this could be good. Currently my main hypothesis is that the difference comes from the fact that the other solver allows us to provide an initial guess to reduce the number of iterations whereas GMGPolar doesn't allow this"

@EmilyBourne
Can you run an instance of the solver with

verbose=1 and
solver.printTimings()

so I can take a look at what is causing the issue?

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