Optimising a non-linear user-defined function using NLopt

[tomaklutfu]

For the fast prototyping and without making much changes, you can use FiniteDifference.jl for derivatives and test it. I do not know much about JuMP, I have not used it personally.

For AD to work, hard typed type information should go and it should depend on inputs element type. It is only this 2 allocations, I think, should only change.

@Debasish

function elementintegrate(xc,yc,tcx,tcy,sc,x1,y1,x2,y2,s1,s2,xg,wg,ng)
    # x1,y1,x2,y2 are coordinates of element j with nodes at j and j+1
    # xc, yc are the coordinates of collocation point
    GE = zeros(SMatrix{3,3,Float64}) #
    GEself = zeros(SMatrix{3,3,Float64}) #
    d = 0.001 # regularisation parameter