How to use functions in jump's target functions

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It's running too long

I ran the following code for 7 hours without any results, how can I modify it? Thanks using Optim, LinearAlgebra, Statistics, Plots, QuantEcon, Distributions, Interpolations, NLsolve, Random, JuMP, GLPK import Ipopt β = 0.88 θ = 3.4 Nb = 1000 Nz = 50 v = 0.19 α = 0.33 δ = 1.5 χ = 0.05 ϵ = 0.335 γ = 0.89 ψ = 0.95 ξ = 0.8 grid_z = range(1, 10, length = 50) grid_b = range(0, 5, length = 1000) grid_b = collect(grid_b) grid_z = collect(grid_z) dist_z = …