Steven G. Johnson

Does the `~/.julia/NLopt/test/tutorial_jump.jl` example work?

What does "MWE" mean?

Which part is iterating?

What are the termination criteria? I don't see any tolerances.

I don't have any strong opinions on hosting, but since I don't use JuMP myself I haven't had time to work on keeping the JuMP integration up to date.

That's good to hear. As I said, I don't have strong opinions on which org this should be in, but I suppose if jump-dev has more active developers then moving...

We could define `initial_step(o::Opt) = x -> initial_step(o, x)` so that you could do `opt.initial_step(x)`, I guess, but that's maybe a little too OOP for Julia. Or just remove `initial_step`...

> What is wrong with creating the temporary array in my proposal above? Because the initial step in general depends on the initial guess vector, and there is no reason...

Which exception in particular are you thinking of as being recoverable? In general, the underlying nlopt library may not save the final value best of the optimum on failures.

Which algorithm are you using? At some point, you will run into roundoff-error limitations, although in that case NLopt should ideally throw a "roundoff-limited" exception.