How to extract optimization problem matrices A,b,c using JuMP in Julia
问题 I create an optimization model in Julia-JuMP using the symbolic variables and constraints e.g. below using JuMP using CPLEX # model Mod = Model(CPLEX.Optimizer) # sets I = 1:2; # Variables x = @variable( Mod , [I] , base_name = "x" ) y = @variable( Mod , [I] , base_name = "y" ) # constraints Con1 = @constraint( Mod , [i in I] , 2 * x[i] + 3 * y[i] <= 100 ) # objective ObjFun = @objective( Mod , Max , sum( x[i] + 2 * y[i] for i in I) ) ; # solve optimize!(Mod) I guess JuMP creates the problem