Writing a wrapper for JuMP

[freemin7]

I originally opened the same issue there but that was the wrong place.

Hello,

i sometimes wrap existing C interfaces of solvers to make them available from the JuMP modeling language in Julia.
This would allow easy use of your solver by people and other solvers in the JuMP ecosystem.
This would require me to:

• Find a reproducible (cross platform) way to build binaries
• Probably call the C interface from Julia
• Hook up the Julia version of your C Interface to the algebraic modeling language
• Maintain this code base

Since this is would require work on my behalf, i would like to ask some questions:

• Would exposing your solver to generic QP/NLP interface even make sense?
• The solver seems to solve diagonal+upper diagonal block matrices. Are those blocks assumed dense?
• What integration schemes do you recommend?
• Can you also handle cyclic constraints like occurring in boundary value problems in a circle or know length (limit) cycles in ODEs?

In the long term i would be quiet interested to add DE constraints to JuMP however this solver would be used as an QP/NLP solver first.