I am creating a model and defining the variables as: x_vars=((i,j,d+dth):trial_mod.binary_var(name='x_(0)_(1)_(2)'.format(i,j,d+dth)) for d in range(len(p_id)) for i in n_id for j in p_id[d]) z_vars=((i,j,k,d+dth):trial_mod.binary_var(name='z_(0)_(1)_(2)_(3)'.format(i,j,k,d+dth)) ...