I'm doing sequential linear programming on quadratic constraints. Using matrices makes this much more straight-forward. Without 4th rank matrices, I have to generate a large number of 2nd rank matrices for every iteration. However, I gather from your answer that only 2nd rank sparse matrices can be created.
On Saturday, September 12, 2015 at 9:16:41 PM UTC-4, Tony Kelman wrote: > > In JuMP you can do indexing over constraints and variables with any number > of indexes. You probably don't need to worry about explicitly forming > constraint matrices at all, since the flattened individual indexes of > optimization variables and constraints are somewhat arbitrary and will > mostly likely be rearranged by presolve in any good optimization solver. > Just express the variables and constraints of the problem you want to solve > and JuMP will handle the messy transformations. > > > On Saturday, September 12, 2015 at 3:15:34 PM UTC-7, Frank Kampas wrote: >> >> >> >> On Saturday, September 12, 2015 at 12:09:11 PM UTC-4, Frank Kampas wrote: >>> >>> Is it possible to create sparse matrices with a rank other than 2? >>> >> >> I've been using 4th rank sparse matrices in Mathematica for circle >> packing. The constraints >> can be expressed using 2nd rank matrices and representing all the pairs >> of circles gives me >> another two dimensions. I'd like to move the code to Julia to take >> advantage of the access >> to various linear programming software packages. >> >
