Oscar Dowson
Oscar Dowson
> If our objective function is defined with user-defined nonlinear operator, we are still limited to the splatting syntax? Yes. You could do an epigraph reformulation though with `min t;...
Well. It's the 30th of September. So I guess we need to make a decision. I'm personally in favour of adding it as a set to MOI.
Here's my proposal to add it to MOI: https://github.com/jump-dev/MathOptInterface.jl/pull/2860
Closing as stale. I'm making smaller PRs to fix this.
It isn't sufficient to set this here because of: we'd need to do it in `optimize!`
@simonbowly: This isn't clear. Do you mean "either as a primal-dual starting point through **both** PStart **and** DStart, or as a primal-dual basis through both VBasis and CBasis, then"? If...
I guess my question is: JuMP doesn't have a way to distinguish MIP starts from PStarts, and we may or may not have complete primal solutions. So we'll probably set...
Do you have a reproducible example?
I can confirm the failure, but this is an issue that should probably be reported to the upstream: https://github.com/stevengj/nlopt It has been reported before: https://github.com/stevengj/nlopt/issues/215, but it is helpful to...
Here's a smaller example: ```julia julia> using NLopt julia> function my_objective_fn(p::Vector, grad::Vector) if length(grad) > 0 grad .= [1e8 * p[2]^2, 2e8 * p[1] * p[2]] end return 1e8 *...