Matrix constraint

[bl...@ncsu.edu]

Hi everyone,

I have a LP problem involving a constraint of -b <= A*x <= b, where A is a large dense matrix and b is a column vector. Now the problem is that Pyomo can only build one row each time, which is super slow, since the A matrix has several thousand of rows. Building this constraint takes over 90% of the model instantiation time in my case. So I am wondering if there is a more efficient way to do this. 

I notice there is a module called matrix_constraint in Pyomo, but there is few examples showing how to use it. Does anyone know anything about it?

Thanks,

Binghui Li

[Salvador Pineda]

You can do that with pyomo.core.kernel (https://pyomo.readthedocs.io/en/stable/library_reference/kernel/constraint.html) but not with pyomo.enviroment (as far as I understand). Did you find something useful?

[David Woodruff]

Maybe using the LinearExpression component would be helpful:

LinearExpression — Pyomo 6.0 documentation

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[Binghui Li]

Thanks to both of you. The model has been completed using the old-fashioned way, i.e., building the constraints row by row, but I will give it a try to see how much improvement I can have. 

Interestingly, the original discussion was posted almost 3 years ago and I didn't remember if Pyomo had LinearExpression that time. 

Best,

Binghui

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