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Implement local_optimizer for MOI interface #173

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Sep 7, 2021
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@blegat blegat commented Jul 19, 2021

It's a bit unfortunate that the number of variables should be set in order to parameterize the local solver. Is there a workaround ?

Closes #126 (comment)

@blegat blegat requested a review from stevengj August 27, 2021 13:09
@blegat blegat merged commit 4a2460a into master Sep 7, 2021
@stevengj stevengj deleted the bl/local_optimizer branch September 7, 2021 21:48
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stevengj commented Sep 7, 2021

The only alternative would be to lazily allocate the underyling libnlopt object.

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Specifying subsidiary optimization algorithm for augumented Lagranian when using JuMP
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