I am trying to use a global solver Alpine in JuMP with user-registered functions. I am getting the same error as mentioned in this Github issue and here discourse post for the same error for Ipopt. The code that reproduces the error is the same as in the links:
This is a bug in Alpine and MadNLP. When initializing their problem, they should check features_available to see what callbacks they can access. In this case, :Hess is not in features_available, so attempting to initialize it will return an unsupported feature.
Hi, @ccoffrin no, not really. I am running into other issues with Alpine, but they mostly boil down to the functions that are supported by Alpine/underlying solvers (I think so at least). I will open another topic with an MWE.