iris takes a lot cpu resources #88
Description
Hi there,
I'm struggling with a problem that when running inflate_region from the Python interface, it automatically takes more than 1000% CPU usage. This has caused all our program to slow down a lot. I suspect it originates from some internal computation in Eigen3 or MOSEK using multiple threads but couldn't find out how to disable it or constraint it to use only up to 100% CPU. I've tried to set the environment variables for multi threading such as MSK_IPAR_INTPNT_MULTI_THREAD, MSK_IPAR_NUM_THREADS, NUM_OMP_THREADS, MKL_NUM_THREADS and Eigen::setThreads() in the iris.cpp: inflate_region function but nothing helped. Any advice or hints would be highly appreciated.