Is there a package in the JuMP ecosystem providing an interface to FICO Xpress NonLinear solver?
Xpress.jl seems to support only Xpress Optimizer.
If I try to use Xpress.jl to solve a non-convex NLP, I get the following error:
“ERROR: LoadError: The solver does not support nonlinear problems (i.e., NLobjective and NLconstraint)”.
I tried also to use AmplNLWriter
model = Model(() -> AmplNLWriter.Optimizer("amplxpress"))
but it seems that amplxpress only supports Xpress Optimizer
“XPRESS 39.01.01: Sorry, XPRESS 39.01.01 cannot handle a non-quadratic nonlinear objective”
The same problem is solved correctly when feeding the corresponding .nl file to Xpress Console Optimizer, so the issue is not in the solver.