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Create NLPModels with JuMP

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This pull request changes the compat entry for the `NLPModels` package from `0.18, 0.19, 0.20` to `0.18, 0.19, 0.20, 0.21`. This keeps the compat entries for earlier versions. Note: I...

I am reviewing the CITATION usage in the repos and in particular moving to CFF files. The bib can still be generated using Github menu. Here are a couple of...

documentation

More specifically, ```julia model = Model() @variable(model, x[1:2]) @objective(model, Min, sum(x .^ 4)) @constraint(model, sum(x .^ 2) == 1) nlp = MathOptNLPModel(model) ``` warns with ``` ┌ Warning: Function MathOptInterface.ScalarQuadraticFunction{Float64}...

It would be great if this supported the new NL interface in JuMP. Right now it seems to ignore all constraints provided in that way. CC @odow

enhancement

A todo list to improve the connection with MOI (#152 ): - [ ] increase coverage - [ ] specify feasible point primal https://github.com/JuliaSmoothOptimizers/NLPModelsJuMP.jl/pull/157#discussion_r1274902036 - [ ] specify dual feasible...

@ccoffrin was running a few examples and getting incorrect results because quadratic constraints are not supported (#50). Shouldn't this be an error instead of a warning? https://github.com/JuliaSmoothOptimizers/NLPModelsJuMP.jl/blob/12d8f2315328f1b8c8af0a6a4552b6ad71327674/src/utils.jl#L216-L219

https://github.com/JuliaSmoothOptimizers/ADNLPModels.jl/pull/130

enhancement

I ran the following script tracking allocations: ``` using Pkg Pkg.activate(".") using JuMP, LinearAlgebra, NLPModels, NLPModelsJuMP, NLPModelsTest # main version of NLPModelsTest nlp_problems = setdiff(NLPModelsTest.nlp_problems, ["MGH01Feas"]) nls_problems = NLPModelsTest.nls_problems extra_nls_problems...