Handling Dynamic Number of Pools in Optimization Setup

[ruidazeng]

I’m using the code to set up an optimization problem with a bunch of liquidity pools, but the number of pools isn’t fixed—it can change and grow depending on the data. Right now, the setup requires manually defining each pool's variables and constraints, which is tough to manage with a large, variable number of pools.

Is there a way to make the code handle a dynamic number of pools, creating the needed variables and constraints on the fly based on each pool's type (e.g., Balancer, Uniswap, constant-sum)? Any tips on how to make this work smoothly?