Improve error for lagged state variables in MSPFormat (#786)

src/MSPFormat.jl

@@ -177,9 +177,14 @@ function _build_lhs(stage::Integer, sp::JuMP.Model, terms::Vector{Any})
             @assert x isa SDDP.State
             if term["stage"] == stage
                 x = x.out
-            else
-                @assert term["stage"] == stage - 1
+            elseif term["stage"] == stage - 1
                 x = x.in
+            else
+                error(
+                    "SDDP.jl does not support this MSPFormat file because it " *
+                    "contains state variables from stages other than `t` or " *
+                    "`t-1`. Got `t-$(stage - term["stage"])`",
+                )
             end
         end
         coef = _get_constant(term["coefficient"])

test/MSPFormat.jl

@@ -133,6 +133,22 @@ function test_electric()
     return
 end
 
+function test_stage_lead_time()
+    sp = Model()
+    sp[:x] = SDDP.State(@variable(sp), @variable(sp))
+    terms = Any[
+        Dict("name" => "x", "stage" => 2, "coefficient" => [1.0]),
+        Dict("name" => "x", "stage" => 0, "coefficient" => [-1.0]),
+    ]
+    @test_throws(
+        ErrorException(
+            "SDDP.jl does not support this MSPFormat file because it contains state variables from stages other than `t` or `t-1`. Got `t-2`",
+        ),
+        MSPFormat._build_lhs(2, sp, terms),
+    )
+    return
+end
+
 end  # module
 
 TestMSPFormat.runtests()