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Add a single call function for nonlinear problems #1

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frapac opened this issue Aug 25, 2021 · 1 comment
Open
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Add a single call function for nonlinear problems #1

frapac opened this issue Aug 25, 2021 · 1 comment

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@frapac
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frapac commented Aug 25, 2021

Original idea: jump-dev/MathOptInterface.jl#846 (comment)

We should be able to specify a nonlinear problem quickly, simply as

model = MOI.nlpmodel(f, g!, h!,p, x_lb, x_ub, c_lb, c_ub)

and then build the corresponding MOI problem.

Questions:

  • Could we specify the linear/quadratic structures apart, using MatrixOptInterface.jl?
@matbesancon
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Should there also be an interface for joint calls returning a tuple (primal-value, gradient). This can be useful for instance when the objective is a large finite sum

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