In addition to wrapping the XML-RPC interface, NEOS.jl provides a MathProgBase solver that can be used with JuMP (see here for usage). Owing to the need to write a separate parser for each solver, we currently support CPLEX, MOSEK, SYMPHONY, and FICO-Xpress.
The latest release, v0.3.0, introduces a number of changes. In particular, the solver constructors have been renamed from
NEOSCPLEXSolver() to the more easily extendable
In addition, v0.3.0 introduces support for the NL interface to NEOS. Currently, only the NL file interface to CPLEX has been exposed by NEOS via XML-RPC. This solver can used from JuMP as follows:
using JuMP, NEOS m = Model(solver = NEOSSolver(solver=:CPLEX, format=:NL)) ... solve(m)
It is expected that more NL solvers in different problem categories will also be added in the near future.
The interface should not be considered mature, and bug reports are appreciated.