Hello,
I am trying to write an interface for an existing global optimization solver written in C++, so that it can be used in JUMP.
The solver needs to evaluate the functions defining the optimization problem with a given type (CPPVar). This role of this type similar to IntervalArithmetic.jl: it represents a numeric type with overloaded operators +,-,/, and functions sin,cos etc.
I’ve researched that MathOptInterface.constraint_expr
gives access to an standard Julia Expr object.
Would it be possible to expose the class CPPVar to Julia using CxxWrap.jl and simply evaluate the expression with this type, resulting in another CPPVar, or would it be more complicated than that?
Are overloaded operations in C++ already recognized in CxxWrap.jl?
Can you guide me into the right direction to get more information?
Thanks!