Hi there, I am new to JuMP and trying to use it for maximum likelihood estimation. I found a very slow step when generating the expressions, and I am not sure how to improve it. Here is the code for a minimum working example: M: number of locations; 20M N: number of obs; 25M X: data; 25M*100 locat…

Welcome! It’s more helpful if you can provide a fully reproducible example that someone can copy-paste to see what the problem is. But if I’ve understood your question correctly, I think you’re looking for something like this (I haven’t run, so there might be typos etc): M = 20 N = 25 X = rand(N, 1…

Slow generation of the non-linear expressions

Specific Domains Optimization (Mathematical)

xxxxx May 1, 2022, 10:37pm 5

@odow That makes sense. Thanks again for your help and time!

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Slow generation of the non-linear expressions

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