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Hi!
The current algorithm works in batch mode (i.e. it requires the full data to produce results). Depending on the delay that you are willing to accept, you could use a sliding window approach. To speed up the optimization for the (k+1)-th window given the optimal solution for the k-th window, you could use this to set the initvals option of cvxopt.solvers.qp (in the python version).
Hope this helps,
Luca
Is it possible to use this software for emotions control / adjustment using EDA-biofeedback?
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