diff --git a/src/Utilities/Utilities.jl b/src/Utilities/Utilities.jl
index 6ab5ba9c8a..b7a0915c0c 100644
--- a/src/Utilities/Utilities.jl
+++ b/src/Utilities/Utilities.jl
@@ -30,5 +30,6 @@ include("cachingoptimizer.jl")
 include("universalfallback.jl")
 
 include("CleverDicts.jl")
+include("lazy_iterators.jl")
 
 end # module
diff --git a/src/Utilities/lazy_iterators.jl b/src/Utilities/lazy_iterators.jl
new file mode 100644
index 0000000000..a7b44938a9
--- /dev/null
+++ b/src/Utilities/lazy_iterators.jl
@@ -0,0 +1,34 @@
+struct EmptyVector{T} <: AbstractVector{T} end
+Base.size(::EmptyVector) = (0,)
+Base.isempty(::EmptyVector) = true
+Base.eltype(::EmptyVector{T}) where {T} = T
+Base.iterate(::EmptyVector) = nothing
+
+"""
+    struct LazyMap{T, VT}
+        f::Function
+        data::VT
+    end
+
+Iterator over the elements of `data` mapped by `f`. This is similar to
+`Base.Generator(f, data)` except that the `eltype` of a `LazyMap` is given at
+construction while the `eltype` of `Base.Generator(f, data)` is `Any`.
+"""
+struct LazyMap{T, VT}
+    f::Function
+    data::VT
+end
+function LazyMap{T}(f::Function, data) where {T}
+    return LazyMap{T, typeof(data)}(f, data)
+end
+Base.size(it::LazyMap) = size(it.data)
+function Base.iterate(it::LazyMap, args...)
+    elem_state = iterate(it.data, args...)
+    if elem_state === nothing
+        return nothing
+    else
+        return it.f(elem_state[1]), elem_state[2]
+    end
+end
+Base.IteratorSize(it::LazyMap) = Base.IteratorSize(it.data)
+Base.eltype(::LazyMap{T}) where {T} = T
diff --git a/test/Utilities/Utilities.jl b/test/Utilities/Utilities.jl
index df160637c0..b1d041221b 100644
--- a/test/Utilities/Utilities.jl
+++ b/test/Utilities/Utilities.jl
@@ -31,3 +31,6 @@ end
 @testset "CleverDicts" begin
     include("CleverDicts.jl")
 end
+@testset "Lazy iterators" begin
+    include("lazy_iterators.jl")
+end
diff --git a/test/Utilities/lazy_iterators.jl b/test/Utilities/lazy_iterators.jl
new file mode 100644
index 0000000000..9da31338b6
--- /dev/null
+++ b/test/Utilities/lazy_iterators.jl
@@ -0,0 +1,25 @@
+using Test
+using MathOptInterface
+const MOI = MathOptInterface
+const MOIU = MOI.Utilities
+
+@testset "EmptyVector{$T}" for T in [Int, Float64]
+    v = MOIU.EmptyVector{T}()
+    @test size(v) == (0,)
+    @test isempty(v)
+    @test eltype(v) == T
+    @test iterate(v) === nothing
+    c = collect(v)
+    @test c isa Vector{T}
+    @test isempty(c)
+end
+
+@testset "LazyMap{$T}" for T in [Int, Float64]
+    v = MOIU.LazyMap{T}(x -> x^2, [2, 3])
+    @test size(v) == (2,)
+    @test !isempty(v)
+    @test eltype(v) == T
+    c = collect(v)
+    @test c isa Vector{T}
+    @test c == [4, 9]
+end