Initialize JuMP model when optimizer is nothing

[odow]

The NREL folks suggest adding a method:

Model(::Nothing; kwargs...) = Model(; kwargs...)

so that they can create models if the user doesn't pass an optimizer (e.g., it remains the default nothing).

The alternative is them writing

model = optimizer === nothing ? Model(; kwargs...) : Model(optimizer; kwargs...)

cc @kdheepak, @jd-lara

[mlubin]

The alternative is

m = Model()
if !isnothing(optimizer)
    set_optimizer(m, optimizer)
end

I'm not seeing a big issue with that version. This is a slippery slope if we start adding Nothing versions of all JuMP methods that take objects.

[odow]

This is a slippery slope if we start adding Nothing versions of all JuMP methods that take objects.

Agreed.

They will continue to implement a work-around down-stream.

For future readers, SDDP.jl implements a similar solution:
https://github.com/odow/SDDP.jl/blob/ff628f52afb01f52e7b64aa9a915cbead48f39f7/src/user_interface.jl#L458-L476