I am trying to do linear constraint optimisation as follows:
model = Model(Tulip.Optimizer) # Set up variables @variable(model, x[1:length(VecA)+length(VecB)]) # set up linear constraints workingweights = x' * Mat' + VecC' # Equalities for i in 1:length(VecA) @constraint(model, workingweights * Mat[:,i] == VecA[i]) end # Inequalities for i in 1:length(VecB) xi = i+length(VecB) @constraint(model, workingweights * Mat[:,i] <= VecB[i]) end optimize!(model)
Mat is a matrix, and
VecC are vectors. The problem is I am getting the “addition operator has been used on JuMP expressions a large number of times…” I imagine the issue is in either the definition of
workingweights or the
@constraints declarations, but I am unsure how to fix this. This code is central in my program, and optimising this would help a lot.