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I don't know what your u_i[j]'s are, but you can do things like the following

sage: m = 2; n  = 3
sage: [ (i,j) for i in range(m) for j in range(n)]
[(0, 0), (0, 1), (0, 2), (1, 0), (1, 1), (1, 2)]

where you would replace (i,j) with the Python/Sage version of your u_i[j]'s.