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I am surprised to hear that the first syntax used to work O_o

This being said, you are not completely lost with the array syntax, e.g.:

 sage: p=MixedIntegerLinearProgram()
 sage: variables = p.new_variable(nonnegative=True)
 sage: x,y,z = variables['x'],variables['y'],variables['z']
 sage: p.set_objective(x + y+ 3*z)