Allow iterators of unknown size in macros

src/Containers/vectorized_product_iterator.jl

@@ -44,8 +44,17 @@ For instance:
 struct VectorizedProductIterator{T}
     prod::Iterators.ProductIterator{T}
 end
+
+# Collect iterators with unknown size so they can be used as axes.
+_collect(::Base.SizeUnknown, x) = collect(x)
+_collect(::Any, x) = x
+function _collect(::Base.IsInfinite, x)
+    return error("Unable to form a container. Axis $(x) has infinite size!")
+end
+_collect(x) = _collect(Base.IteratorSize(x), x)
+
 function vectorized_product(iterators...)
-    return VectorizedProductIterator(Iterators.product(iterators...))
+    return VectorizedProductIterator(Iterators.product(_collect.(iterators)...))
 end
 function Base.IteratorSize(
     ::Type{<:VectorizedProductIterator{<:Tuple{Vararg{Any,N}}}},

test/Containers/vectorized_product_iterator.jl

@@ -11,3 +11,14 @@ using Test
     @test collect(Containers.vectorized_product(2, I)) ==
           [(2, 1) (2, 3) (2, 2) (2, 4)]
 end
+
+@testset "Unknown size" begin
+    f = Iterators.filter(k -> isodd(k), 1:10)
+    v = Containers.vectorized_product(f)
+    @test axes(v) == (Base.OneTo(5),)
+end
+
+@testset "Infinite size" begin
+    f = Iterators.repeated(1)
+    @test_throws ErrorException Containers.vectorized_product(f)
+end

test/variable.jl

@@ -922,6 +922,20 @@ function test_Model_relax_integrality_error_cases(::Any, ::Any)
     @test_throws err relax_integrality(model)
 end
 
+function test_unknown_size_dense(::Any, ::Any)
+    model = Model()
+    f = Iterators.filter(k -> isodd(k), 1:10)
+    @variable(model, x[f])
+    @test length(x) == 5
+end
+
+function test_unknown_size_sparse(::Any, ::Any)
+    model = Model()
+    f = Iterators.filter(k -> isodd(k), 1:10)
+    @variable(model, x[i = f; i < 5])
+    @test length(x) == 2
+end
+
 function test_start_value(::Any, ::Any)
     model = Model()
     @variable(model, x)