Throw error if Containers.SparseAxisArray used in constraint function

src/macros/@constraint.jl

@@ -847,6 +847,51 @@ function build_constraint(
     return VectorConstraint(x, set)
 end
 
+function build_constraint(
+    error_fn::Function,
+    ::Containers.SparseAxisArray{<:Union{Number,AbstractJuMPScalar},1},
+    ::MOI.AbstractVectorSet,
+)
+    return error_fn(
+        """
+        Building a constraint in which the function is a `Containers.SparseAxisArray`.
+
+        ## Work-around
+
+        Convert `x` into a vector by explicitly providing an ordered list of
+        indices. For example, instead of:
+
+        ```julia
+        A = [[1, 2, 10], [2, 3, 30]]
+        model = Model()
+        @variable(model, x[i in 1:2, j in A[i]])
+        @constraint(model, x[1, :] in SecondOrderCone())
+        ```
+
+        do:
+
+        ```julia
+        A = [[1, 2, 10], [2, 3, 30]]
+        model = Model()
+        @variable(model, x[i in 1:2, j in A[i]])
+        y = [x[1, j] for j in A[1]]::Vector{VariableRef}
+        @constraint(model, y in SecondOrderCone())
+        ```
+
+        ## Explanation for breaking change in JuMP v1.21
+
+        Prior to JuMP v1.20, this constraint would have been allowed. It is now
+        an error because of the high risk of incorrect usage.
+
+        The backend data structure of a `Containers.SparseAxisArray` is a
+        `Dict`. JuMP used to create the constraint with
+        `[x[k] for k in eachindex(x)]`, however, the iteration order of
+        `eachindex` is undefined. This can silently cause incorrect models to be
+        built if the set of the constraint depends on the order of the elements.
+        """
+    )
+end
+
 function build_constraint(
     error_fn::Function,
     x::AbstractArray,

test/test_macros.jl

@@ -2358,4 +2358,19 @@ function test_op_or_short_circuit()
     return
 end
 
+function test_sparseaxisarray_constraint_zeros()
+    A = [[1, 2, 10], [2, 3, 30]]
+    model = Model()
+    @variable(model, x[i in 1:2, j in A[i]])
+    @test_throws_runtime(
+        ErrorException,
+        @constraint(model, x[1, :] == 0),
+    )
+    @test_throws_runtime(
+        ErrorException,
+        @constraint(model, x[1, :] in SecondOrderCone()),
+    )
+    return
+end
+
 end  # module