I am trying to implement an Uzawa algorithm and would like to use the MathOptInterface.
However, I struggle to find a good template to extend for my purpose. The available nonlinear solver IPOPT has a complicated wrapper…
How difficult is it to implement for example a simple Newton method with MOI?
I expected it should be a few lines, but I can’t figure out where to start.
With JuMP.AbstractNLPEvaluator I could implement it, but I would like to have it as a solver