Anyone knows if it is possible and how to pass a function as an objective function in JuMP? I have read the documentation but i haven’t find anything about it. I have many sum as objective and I would like to write it inside a function instead of doing the conventional declaration : @objective(m, Max, “literal expression of the equation”). Something like that:

julia> using JuMP
julia> m=Model()
Feasibility problem with:
* 0 linear constraints
* 0 variables
Solver is default solver
julia> @variable(m, x)
x
julia> function foo(x)
2x + 1
end
foo (generic function with 1 method)
julia> @objective(m, Min, foo(x))
2 x + 1
julia> JuMP.getobjective(m)
2 x + 1

But, if you are building an objective with a large number of elements, this is going to be slow.

Is it really too much to use the macro? With a good data-structure and intendation, it is normally pretty easy to read. Alternatively, you could break it up into a few @expression objects…

julia> using JuMP
julia> m=Model()
Feasibility problem with:
* 0 linear constraints
* 0 variables
Solver is default solver
julia> @variable(m, x)
x
julia> @expression(m, foo, 2x + 1)
2 x + 1
julia> @objective(m, Min, foo)
2 x + 1
julia> JuMP.getobjective(m)
2 x + 1