Multithreading unstable with JuMP

[josePereiro]

You are maybe having a race condition do to the model variable (and others) assignment outside the @threads loop. That can cause a thread to use a model that is not optimize! yet as pointed out by @odow.

@odow

OptimizeNotCalled suggests you are attempting querying the solution of a variable before calling optimize! .

That could explain also this:

@JohnZ

If I get rid of Threads.@threads before the for loop in run_modelthreading(;α=0.05) function then the error goes away.

It can be fixed (I think) in your MWE making the model asigment inside the @threads loop local

function run_modelthreading(;α=0.05)
    [...]
    # This make all this variables visibles between all threads
    model, x, y, γ = build_model(FutureValue,Loss,Demand,nproducts,prob,nscen,α)
    [...]
    Threads.@threads for i in 1:n
       [...]
       # This will force this variables to be local for each thread
       local model, x, y, γ = build_model(FutureValue,Loss,Demand,nproducts,prob,nscen,α)
       [...]
    end
    return [...]
end