JLo performed "When Doves Cry" and "Let's Go Crazy" at the Armory in Minneapolis ... an homage to Minneapolis' home town hero, who died in April, 2016.

The concert -- thrown by DIRECTV NOW -- raised money for Hurricane Maria victims.

During the concert, she gave a shout out to BF Alex Rodriguez, with whom she was celebrating their 1-year anniversary.

During her costume changes DJ Khaled came out and worked the audience into even more of a frenzy.

Good times.