Add JuMP version using SparseVariables #4
Add this suggestion to a batch that can be applied as a single commit.
This suggestion is invalid because no changes were made to the code.
Suggestions cannot be applied while the pull request is closed.
Suggestions cannot be applied while viewing a subset of changes.
Only one suggestion per line can be applied in a batch.
Add this suggestion to a batch that can be applied as a single commit.
Applying suggestions on deleted lines is not supported.
You must change the existing code in this line in order to create a valid suggestion.
Outdated suggestions cannot be applied.
This suggestion has been applied or marked resolved.
Suggestions cannot be applied from pending reviews.
Suggestions cannot be applied on multi-line comments.
Suggestions cannot be applied while the pull request is queued to merge.
Suggestion cannot be applied right now. Please check back later.
For high performance in JuMP for sparse problems you might have a look at
SparseVariables.jlwhich was designed for these kinds of problems. There is just a small advantage for the largest problem sizes here, but if you find indexing with tuples cumbersome and/or want to do slicing, it can offer greater advantages both in performance and ergonomics.EDIT: Added slice version courtesy of @trulsf