MathOptComplementarity?
API should look something like:
using JuMP
import MathOptComplementarity as MOC
model = Model(() -> MOC.Optimizer(Ipopt.Optimizer))
set_attribute(model, MOC.Algorithm(), MOC.SmoothNonlinear())
# potentially
set_attribute(constraint[1], MOC.Algorithm(), MOC.SmoothNonlinear())
set_attribute(constraint[2], MOC.Algorithm(), MOC.BigM(100.0))
A good design for inspiration is https://github.com/jump-dev/MultiObjectiveAlgorithms.jl
MathOptComplementarity?
API should look something like:
A good design for inspiration is https://github.com/jump-dev/MultiObjectiveAlgorithms.jl