I have an mixed integer problem which evolves 3d variables. I would like to define variables like: X = cvxpy.Variables((n,m,T))
And set constraints using slicing operation like in numpy:
b*cvxpy.sum(X[:,j,:],axis=1) ＜= 1
And some other even complex expression as constraints. However, cvxpy does not support N＞2 D variables. The question is, is there any alternative package I can use to support this demand? Or any efficient techniques I can adopt to easily implement it. Thanks for any suggestions you may give me.