SparseVariables

Add container type(s) for improved performance and easier handling of sparse data and sparse arrays of optimizaton variables in JuMP.

Watch the JuliaCon/JuMP-dev 2022 lightning talk and check out the notebook with examples and benchmarks:

Some motivational benchmark demonstrate that SparseVariables (model_sparse) can give similar performance to manually constructing efficent indices (model_incremental), but with a much simpler and and more modeller-friendly syntax, while outperforming alternative implementations:

Time spent on model construction can vary a lot depending on the level of sparsity (here constructed by varying sparsity level through parameter DP):