Objective function declaration issue

Specific Domains Optimization (Mathematical)
2

It’s easier to help if you provide a minimal working example. Take a read of the first post in Please read: make it easier to help you - #81.

Presumably, you want something like

@objective(
    model, 
    Min,
    sum(
        setup_cost[f, p, j] * PR[f, p, j, t] + 
        oper_cost[p, j] * PRD[o, f, p, j, t]
        for o in O[1:end-1]
        for f in FAM[1:end-1]
        for p in PROD[f][1:end-1]
        for j in U
        for t in TIME
    )
)