Fix error message if NonlinearExpression is mixed with new NL API

[odow]

Closes #3740

TODO

• [x] https://github.com/jump-dev/JuMP.jl/actions/runs/8914238919

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[pulsipher]

This PR addresses mixing NonlinearExpressions with GenericNonlinearExpr, but we still get a MethodError if a NonlinearExpression is passed directly to @objective or @constraint:

using JuMP
m = Model()
@variable(m, x)
@NLexpression(m, nl_ex, x^3)
@objective(m, Min, nl_ex)

ERROR: MethodError: no method matching check_belongs_to_model(::NonlinearExpression, ::Model)

Closest candidates are:
  check_belongs_to_model(::ConstraintRef, ::AbstractModel)
   @ JuMP ~\.julia\packages\JuMP\027Gt\src\constraints.jl:63
  check_belongs_to_model(::ScalarConstraint, ::Any)
   @ JuMP ~\.julia\packages\JuMP\027Gt\src\constraints.jl:614
  check_belongs_to_model(::VectorConstraint, ::Any)
   @ JuMP ~\.julia\packages\JuMP\027Gt\src\constraints.jl:674
  ...

Stacktrace:
 [1] set_objective_function(model::Model, func::NonlinearExpression)
   @ JuMP ~\.julia\packages\JuMP\027Gt\src\objective.jl:129
 [2] set_objective(model::Model, sense::MathOptInterface.OptimizationSense, func::NonlinearExpression)
   @ JuMP ~\.julia\packages\JuMP\027Gt\src\objective.jl:176
 [3] macro expansion
   @ ~\.julia\packages\JuMP\027Gt\src\macros\@objective.jl:70 [inlined]
 [4] top-level scope
   @ REPL[5]:1

This can be remedied by adding something like:

function check_belongs_to_model(::NonlinearExpression, ::GenericModel)
   error("Expressions made with `@NLexpression` are only compatible for use with `@NLobjective` and `@NLconstraint`")
end

[odow]

if a NonlinearExpression is passed directly to @objective or @constraint:

Hahah but whhyyyyy would you do this. I'll fix :smile:

[pulsipher]

if a NonlinearExpression is passed directly to @objective or @constraint:

Hahah but whhyyyyy would you do this. I'll fix 😄

Never underestimate the power of typos and/or ignorance 😅

[odow]

Okay. I've actually tweaked things slightly, because this has nothing to do with the new API, it would also have been a bug in older versions of JuMP.

We now continue to play laissez-faire with expression construction--for better and worse--but we now error when we attempt to convert them to MOI functions. This provides a much more uniform error message for all the possible ways that they could end up being passed to the solver, and we can provide a nice error message.

[pulsipher]

I understand the logic behind relying on moi_function to provide the appropriate errors, but it still seems quite strange to me to have tests that check that mixing legacy NL objects with GenericNonlinearExpr works: https://github.com/jump-dev/JuMP.jl/blob/fbe96e521bc5ecaacb1e59f57f97df34626f2d4b/test/test_nlp_expr.jl#L374-L438 Why would this be expected behavior that we have tests that ensure it remains? What is the purpose of these tests?

[odow]

Okay, how about now.