Hi there JuMP-Crew Given a symmetric matrix Q and the all ones matrix E and a set of vectors v_1,…,v_n called “Vertex_Set” and a set of two-tuples of these vectors (or rather their indices) called “Inclusion_Set”, I want to build the linear programming model max z subject to Q-zE == S, v_i’Sv…

You’re recomputing in the constraint expressions over and over again: the constraint you compute is essentially tr(S, vi'vj) which means it will need quadratic computation with the size of vs. But You can precompute vi'*S for all necessary is to cut compute to linear time per (i,j) pair. Your vert…

Model building is slow when adding a large number of constraints, but the model necessitates a certain type of refrencing of constraints

Specific Domains Optimization (Mathematical)

MarkusGabl February 1, 2025, 4:55am 5

@Abulak: Thank you! I think this solves the problem.

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Model building is slow when adding a large number of constraints, but the model necessitates a certain type of refrencing of constraints

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