As before, it may be helpful to start with some simple problems in Optim and build up to your problem rather than diving straight in. Optim does not define variables in the same way as JuMP. A helpful place to start is by reading:
http://julianlsolvers.github.io/Optim.jl/stable/user/minimization/#minimizing-a-multivariate-function
Here is the original JuMP thread: Help creating a JuMP variable array - #19 by tkoolen