Interface to the Uno solver

[cvanaret]

Summary

I would like to add an interface to the Uno solver. Uno is a unified SQP/barrier solver that implements a variety of constraint reformulation strategies, step computation methods, and globalization techniques.

Rationale

Adding Uno to the set of nonlinear optimization solvers would widen the range of options for the Pyomo users.

Description

Uno is available via its AMPL interface and via the PyPI package unopy. unopy ships with HiGHS, BQPD, MUMPS, METIS, BLAS, and LAPACK.
Let me know which option you prefer.

Additional information

Uno offers precompiled libraries and executables in its Releases tab.

[Robbybp]

Personally, I would love to see an unopy interface in PyNumero, similar to our CyIpopt interface. This would allow the UNO interface to handle vector-valued external functions via ExternalGreyBoxBlock.

[cvanaret]

Personally, I would love to see an unopy interface in PyNumero, similar to our CyIpopt interface. This would allow the UNO interface to handle vector-valued external functions via ExternalGreyBoxBlock.

Will do! I should have time next week.

[Robbybp]

Let me know if you would like me to clarify any parts of this interface. E.g., we have PyomoCyIpoptSolver, CyIpoptSolver, CyIpoptNLP, and CyIpoptProblemInterface spread across two different files; it is definitely not critical for Uno to have all four of these.

[cvanaret]

@Robbybp I have a first draft here: cvanaret#1 (written by Claude and myself).
Let me know what you think.