User-Defined Operator support

[LebedevRI]

As far as i can tell, SCIP itself does support user operators.
It would be really awesome if that functionality would be exposed in the wrapper using JuMP's User-Defined Operators.
As it stands right now, none of the non-Comm. (MI)LP solvers provides that functionality.

Refs. jump-dev/MiniZinc.jl#76
Refs. #282

[matbesancon]

hi, indeed it would be great, if you want to take a swing at it go for it, I sadly don't have the bandwidth at the moment

[odow]

As far as i can tell, SCIP itself does support user operators

Do we have any documentation for this? It's not obvious to me how SCIP can be a global NLP solver if it just has access to the function and its derivative.

[odow]

Closing because I don't think this is possible. Happy to be proven wrong if someone can find documentation/C example and I will re-open this issue.

[LebedevRI]

Changelog says:

- removed SCIPexprCreateUser(), use SCIPincludeExprhdlr() instead

and grepping for that functions shows a lot of hits, so i think you are wrong.

[odow]

I don't bet that there's a way to include user-defined operators in SCIP. My question is: is it possible to include a user defined operator that supports only function and gradient evaluation (and maybe, Hessian). The answer is almost certainly not. I'm happy to be proven wrong, but someone is going to need to provide actual documentation or links to an example. Not just the name of a function.

[odow]

As it stands right now, none of the non-Comm. (MI)LP solvers provides that functionality.

None of the commercial MILP solvers do either, because this is not something that they can support. MOI.UserDefinedOperator is really intended for local NLP solvers like Ipopt.