Suppose I have a data matrix A that is used in one of the constraints: using JuMP nx, ny = 150, 100 A = rand(nx, ny) m = Model() @variable(m, X[1:nx,1:ny]) @constraint(m, [i=1:nx,j=1:ny], X[i,j]-A[i,j] ≤ tol) # more constraints and objective... for i=1:100 # solve optimization solve(m) …

Updating data in JuMP constraints iteratively?

miles.lubin August 23, 2017, 11:20am 7

Coefficient changes will be possible following the transition to MathOptInterface.

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Modify equality constraints in JuMP

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