Open gdalle opened 1 week ago
We don’t have any infrastructure for bilevel problems.
Problems with (smooth or nonsmooth) regularizers should go in RegularizedProblems.jl. That includes TV problems, LASSO, etc.
Least-squares problems should go in NLSProblems.jl.
For NLS, we don't have real JuMP NLS here (they are in NLSProblems) but we do have ADNLSModel though, e.g. https://github.com/JuliaSmoothOptimizers/OptimizationProblems.jl/blob/main/src/ADNLPProblems/arglina.jl.
It would be nice to support the Benchopt problem suite, which is also available in Python: