Hi,

I am using JuMP to maximize a nonlinear function. The function takes two vector inputs: d and p. The dimension of p is much smaller than the dimension of d.

The trick is that the value of d is determined by p. Given any value of p, I can use the fixed_point function to solve for d. I want to know how I can calculate p in JuMP. I tried to rewrite the fixed point as a constraint, but it takes too long to solve the function because it searches over the entire parameter space of d and p.

Any advice is deeply appreciated!

```
function fixed_point(d, p, Xmat, Zmat, u, tol=1e-5, maxiter=1e5)
d_old = d
normdiff = Inf
iter = 0
while normdiff > tol && iter <= maxiter
s = calc_s(d, p, Xmat, Zmat)
d_new = d_old + u - s
normdiff = norm(d_new - d_old)
d_old = d_new
iter += 1
end
return d_old
end
```