Nonlinear complementarity constraints are not supported: https://github.com/jump-dev/JuMP.jl/issues/2308
As you suggest, you should manually reformulate your problem into the nonlinear equivalent.
Nonlinear complementarity constraints are not supported: https://github.com/jump-dev/JuMP.jl/issues/2308
As you suggest, you should manually reformulate your problem into the nonlinear equivalent.