Semi-infinite programming with JuMP

I don’t know anyone working on NSIPS but we are currently transitioning the solver interface from MathProgBase to MathOptInterface.
The new interface is extensible by design and the purpose of this extensibility is for example extending the interface to new classes of problems such as semi-infinite programming.
It shouldn’t therefore be too complicated to make it possible to pass semi-infinite constraints through JuMP to NSIPS with JuMP v0.19 which will use MathOptInterface. The documentation on how to extend JuMP will be here

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