Ok, I figured this out. You can use the Dict directly. Here’s what worked:
A = ["cat","dog"]
R = ["E" , "W"]
X0 = Dict(
("cat","E") => 1.1,
("cat","W") => 1.2,
("dog","E") => 1.3,
("dog","W") => 1.4
)
m1 = Model()
@variable(m1, X[i = A,j = R], start = X0[i,j])
Thank you for the interest.