Any available methods to speedup cvxpy scs solver?

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I meet a problem with the speedup cvxpy solve method(basically use SCS solver),the task contains lots of constraints and a big matrix. I have tried the following methods:

  1. use mkl blas & lapack library to replace the original library. (got a little improvement)
  2. use GPU and scs to do matrix calculation. (made a worse performance)
  3. update to the latest python and the corresponding library. (got a little improvement)

those solutions didn't improve the performance enough(even the GPU indirect calculation get a worse result), Did anybody has some advice about this project.

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