Support MOI.ScalarNonlinearFunction

[Downsite]

Within jump-dev/JuMP.jl#3106, MathOptInteface has upgraded its support for nonlinear modeling.
A very nice feature is better support of "function tracing", which better supports building models programmatically.

I would be exited to use this feature with GAMS in Julia.

Perhaps you could take a look at the changes done to Baron.jl and see if it is easy to adapt this wrapper.

[renkekuhlmann]

Thanks for this suggestion. I'll have a look.

[Downsite]

Meanwhile, a workaround is saving the constructed model to file and reading it with use_nlp_block = true

    readprob = MOI.FileFormats.Model(format =  MOI.FileFormats.FORMAT_MOF,use_nlp_block = true)
    MOI.read_from_file(readprob, "temp_model.mof.json")
    model = Model(GAMS.Optimizer)
    MOI.copy_to(model,readprob)

maybe there is a more elegant way, but this works.

[renkekuhlmann]

MOI.ScalarNonlinearFunction will be supported with v0.5.0 (should be available for update very soon). Thanks again for making me aware of this! If you experience any issues, don't hesitate to create a new issue.