nonlinear complementary constraints

[Jovansam]

Thanks for great work. JuMP is a great and I love it. Support for complementary constraints is limited only linear constraints, however. While I can "manually" introduce nonlinear complementary constraints, it would be nice to have this feature added to the package ecosystem. See this discussion.

[odow]

Unfortunately there are fundamental reasons why this can't happen anytime in the near- to medium-term. It requires a complete re-write of JuMP's NLP support.

[odow]

I'm going to close this as out-of-scope. Users should use https://github.com/chkwon/Complementarity.jl until the nonlinear API is rewritten.