What is the best way to create a container of PSD “variables” such that

`X[i] = i-th PSD variable`

?

# Container of PSD variables in JuMP

To create a vector of 10 PSD variables of size 1x1, 2x2, …, 10x1:

```
X = Vector{Symmetric{Matrix{VariableRef}}}(undef, 10)
for i in 1:10
X[i] = @variable(model, [1:i, 1:i], PSD)
end
```

Thanks!

If you don’t want to have to infer the type of the container yourself:

```
using JuMP
model = Model()
X = [@variable(model, [1:i, 1:i], PSD) for i in 1:10]
```

1 Like