JuliaOpt/MathProgBase.jl — pull request #32 by mlubin (2014-05-24 00:01:31+00:00)
Title: RFC: NLP interface

Following #31, here's a proposal for a solver-independent interface to nonlinear programming in MathProgBase.

You can see the compiled documentation here: http://mathprogbasejl.readthedocs.org/en/nlp/nlp.html

@dpo, since you've written an interface to AMPL and have expressed interest in writing solvers in Julia, would you be interested in collaborating on this?

I've just written down what I think is the minimal interface needed to work with the existing solvers like IPOPT and MOSEK. Suggestions for additional functionality to add are welcome.

We might also consider adding support for:
- Multiple objectives
- Sensitivity analysis
- Nonlinear conic programming

although that's a lot to start out with!

CC: @IainNZ @joehuchette @juan-pablo-vielma @tkelman @ulfworsoe @jfsantos @r-gaia-cs @madeleineudell @timholy @jaeandersson