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.

1 Like

Topic		Replies	Views
How to efficiently generate constraints Optimization (Mathematical)	4	922	January 10, 2019
Slow generation of a large LP model in JuMP Optimization (Mathematical)	11	3879	April 24, 2018
Getting constraint matrix and bound from JuMP model (JuMP 0.19) Optimization (Mathematical) question	7	2225	May 14, 2019
Modeling large dense LP with jump Optimization (Mathematical)	1	663	March 9, 2017
JuMP slow model generation Optimization (Mathematical) question	1	713	January 20, 2017

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

Related topics