Upcoming refactoring of JuMP's nonlinear API

[odow]

The upcoming release of JuMP v1.2 will break Complementarity. Read more here: https://discourse.julialang.org/t/ann-upcoming-refactoring-of-jumps-nonlinear-api/83052

The breakage looks pretty minor, and is mostly hacks that were added to delete nonlinear constraints:

Complementarity.jl/src/mcp.jl

Lines 235 to 237 in c1afb67

	# Cleanup. Remove all dummy @NLconstraints added,
	# so that the model can be re-used for multiple runs
	m.nlp_data.nlconstr = []

x-ref: jump-dev/JuMP.jl#2955

Please ping me if you have questions.

[chkwon]

Thanks for notifying me. I'll watch the change closely.

[odow]

Instead of deleting the nonlinear constraints, we can just keep track of how many constraints have been added:

+    offset = get(m.ext, :MCP_EXPRESSIONS_ADDED, 0)
+    for i in (offset+1):n
+        JuMP.@NLconstraint(m, mcp_data[p[i]].F == 0)
+    end
+    m.ext[:MCP_EXPRESSIONS_ADDED] = n

But that doesn't get us to v1.2.0, because embedding macros in macros like this:

Complementarity.jl/src/mpec.jl

Line 265 in 1cb30ad

@NLconstraint( $(m), $(esc_variable(func)) >= $(lb_F) )

is unsafe and leads to scoping errors. I'll have a go at rewriting to use the function form of the API.