I would like to convert a SymPy expression in order to use as an objetive function in JuMP. Suppose my variable involves two variables p [1,1] and p [1,2].
using SymPy using JuMP, Ipopt # expr is my SymPy expression fn = lambdify( expr )
Now, my model
model = Model(Ipopt.Optimizer) l = zeros(1,2) @variable(model, p[ j = 1:S] >= 0 ) #obj function @objective(model,Min,fn) print(model) The objective function `#99` is not supported by JuMP.