I would like to solve a non linear optimisation problem which is non smooth. I programmed the problem with JuMP and I tried to solve it with Ipopt solver. However, Ipopt is not able to solve it. I had a look about global solver and metaheursitic. I see the PSO (particle swarm optimization), and I searched if there is one with julia and JuMP interface, however I haven’t found any. I saw blackboxoptim.jl, but without PSO and JuMP interface.
Does someone has any information about global optimizer (PSO) and JuMP ?