Registering Expressions as JuMP variables in a loop

Specific Domains Optimization (Mathematical)
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2

Hi @theplatters :smile:

I don’t know what @model and @exogenous are, so I don’t know how much help I will be, but:

You probably need

function build_jump_model(em::EconomicModel)
	model = Model(HiGHS.Optimizer)
	for (k, v) in em.maximisation_variables
		model[k] = @variable(model)
	end
	return model
end

or

function build_jump_model(em::EconomicModel)
	model = Model(HiGHS.Optimizer)
	@variable(model, x[keys(em.maximisation_variables)])
	return model
end

You should almost never use eval.

I’ll point you to these parts of the JuMP documentation:

Happy to answer further questions after you’ve read.

I’ll caution you that if you’re writing the @model macro, then getting this to work can be very tricky. I’d encourage you to think of alternative approaches before you try to be too clever with the macros.