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. >
