Unsupported feature Hess with user-defined functions using JuMP and Alpine

Specific Domains Optimization (Mathematical)
2

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.

using JuMP

model = Model()

my_square(x) = x^2
my_square_prime(x) = 2x
my_square_prime_prime(x) = 2

my_f(x, y) = (x - 1)^2 + (y - 2)^2
function ∇f(g, x, y)
    g[1] = 2 * (x - 1)
    g[2] = 2 * (y - 2)
end

JuMP.register(model, :my_f, 2, my_f, ∇f)
JuMP.register(model, :my_square, 1, my_square, my_square_prime,
              my_square_prime_prime)

@variable(model, x[1:2] >= 0.5)
@NLobjective(model, Min, my_f(x[1], my_square(x[2])))

julia> e = NLPEvaluator(model)
"A JuMP.NLPEvaluator"

julia> MOI.features_available(e)
4-element Vector{Symbol}:
 :Grad
 :Jac
 :JacVec
 :ExprGraph