Update NLSProblems for NLPModelJuMP 0.6

[amontoison]

Update the package for NLPModelsJuMP 0.6 / JuMP 0.21 and NLPModel 0.12.

[amontoison]

One model (mgh35) can't be updated with JuMP ≥ 0.19. Should I remove it?
https://discourse.julialang.org/t/nlexpression-with-jump-0-21/34859/2

[abelsiqueira]

I'm fine with removing it.

[amontoison]

Thanks Abel, I removed mgh35 problem.

[dpo]

Does it mean it's impossible to implement that problem with JuMP?

[amontoison]

We can implement that problem with JuMP but we cannot use NLexpression. We need to create the expression ourself and give the Expr to set_NL_objective and / or add_NL_constraint.

In our specific case, we explicitly need the NLexpression for building an MathOptNLSModel because we use them for the constraints of the Fmodel and the objective of the cmodel.

[amontoison]

Close / reopen this pull request when JuliaSmoothOptimizers/NLPModelsJuMP.jl#38 is merged.

[dpo]

Thank you.

[dpo]

Note for the future: that's not the right way to trigger builds!