I am using Matlab to solve a Linear program which involves 3 dimensional matrices with entries X(a,b,c). Each Linear inequality/equalities involves multiple pages of the matrix X. I can always convert X into a vector, and modify the objective function and inequalities/equalities appropriately, however this is too cumbersome. Is there some simpler way to do this?It will be of enormous help.
I am trying to solve an LP in which the variables are conveniently represented as a 3D matrix, say X(i,j,k). So I am trying to solve
$\max \sum_{i,j,k} X(i,j,k)A(i,j,k)$
$s.t. B*X(:,:,k) =C*X(:,:,k+1),\forall k$