Support Nonlinear Expressions

[Downsite]

Gurobi 11 now support directly addressing nonconvex nonlinear constraints with spacial branch and bound.
It would be great to test Gurobi with the new first-class nonlinear modeling in MathOptInterface.

Older versions already supported "Function Constraints" with piece-wise linear approximations, but that would have been hard to bring to users transparently.

From the discussion here, it seems that a while ago, this was blocked by the API on the side of Gurobi, and we were waiting for "first-class nonlinear API".

Is the API listed here seems to be the one that the comment was based on and is already referenced in the documentation.
Is the API still blocking the adoption of nonlinear modeling?

[odow]

This is a duplicate of #554.

You can add general constraints as documented in the README:
https://github.com/jump-dev/Gurobi.jl?tab=readme-ov-file#the-c-api-from-jump

[odow]

Closing as won't fix. We will address this once Gurobi supports a nonlinear expression interface (like was recently done in Xpress.jl: jump-dev/Xpress.jl#255)