Is it possible to add user-defined nonlinear functions as constraints in JuMP? I couldn’t find any documentation about a case like this nor any examples where someone would have done this.
I mean something like this:
JuMP.register(m, :g, 1, g, autodiff=true) JuMP.addNLconstraint(m, g(x) <= 0)
If this is not possible, then is there any way to do this kind of optimization with Julia?