slow quadratic constraint creation

[leo4183]

trying to construct a large scale quadratic constraint in Pyomo as follows:

import pyomo as pyo
from pyomo.environ import *

scale   = 5000
pyo.n   = Set(initialize=range(scale))
pyo.x   = Var(pyo.n, bounds=(-1.0,1.0))
# Q is a n-by-n matrix in numpy array format, where n equals <scale>
Q_values = dict(zip(list(itertools.product(range(0,scale), range(0,scale))), Q.flatten()))
pyo.Q   = Param(pyo.n, pyo.n, initialize=Q_values)

pyo.xQx = Constraint( expr=sum( pyo.x[i]*pyo.Q[i,j]*pyo.x[j] for i in pyo.n for j in pyo.n ) <= 1.0 )

turns out the last line is unbearably slow given the problem scale. tried several things mentioned in PyPSA, Performance of creating Pyomo constraints and pyomo seems very slow to write models. but no luck.

any suggestion?

ps: construct such quadratic constraint directly as follows didnt help either (also unbearably slow)

pyo.xQx = Constraint( expr=sum( pyo.x[i]*Q[i,j]*pyo.x[j] for i in pyo.n for j in pyo.n ) <= 1.0 )

[zshi1]

Second that. Encountered the exact same problem. Would be great if python native matrix multiplication x.T @ Q @ x can be supported. CVXPY can do this much faster.