[Nonlinear] add the nonlinear submodule

The majority of this development was carried out in the JuMP PRs:
 * jump-dev/JuMP.jl#2939
 * jump-dev/JuMP.jl#2942
 * jump-dev/JuMP.jl#2943

Nonlinear.ReverseAD is a minor refactoring of code that previously
existed in JuMP under the _Derivatives submodule, and prior to that
the ReverseDiffSparse.jl package.

Author: odow

Project.toml

@@ -1,28 +1,36 @@
 name = "MathOptInterface"
 uuid = "b8f27783-ece8-5eb3-8dc8-9495eed66fee"
-version = "1.1.2"
+version = "1.2.0-DEV"
 
 [deps]
 BenchmarkTools = "6e4b80f9-dd63-53aa-95a3-0cdb28fa8baf"
 CodecBzip2 = "523fee87-0ab8-5b00-afb7-3ecf72e48cfd"
 CodecZlib = "944b1d66-785c-5afd-91f1-9de20f533193"
+DataStructures = "864edb3b-99cc-5e75-8d2d-829cb0a9cfe8"
+ForwardDiff = "f6369f11-7733-5829-9624-2563aa707210"
 JSON = "682c06a0-de6a-54ab-a142-c8b1cf79cde6"
 LinearAlgebra = "37e2e46d-f89d-539d-b4ee-838fcccc9c8e"
 MutableArithmetics = "d8a4904e-b15c-11e9-3269-09a3773c0cb0"
+NaNMath = "77ba4419-2d1f-58cd-9bb1-8ffee604a2e3"
 OrderedCollections = "bac558e1-5e72-5ebc-8fee-abe8a469f55d"
 Printf = "de0858da-6303-5e67-8744-51eddeeeb8d7"
 SparseArrays = "2f01184e-e22b-5df5-ae63-d93ebab69eaf"
+SpecialFunctions = "276daf66-3868-5448-9aa4-cd146d93841b"
 Test = "8dfed614-e22c-5e08-85e1-65c5234f0b40"
 Unicode = "4ec0a83e-493e-50e2-b9ac-8f72acf5a8f5"
 
 [compat]
 BenchmarkTools = "1"
 CodecBzip2 = "~0.6, 0.7"
 CodecZlib = "~0.6, 0.7"
+DataStructures = "0.18"
+ForwardDiff = "0.5, 0.6, 0.7, 0.8, 0.9, 0.10"
 JSON = "~0.21"
 JSONSchema = "1"
 MutableArithmetics = "1"
+NaNMath = "0.3, 1"
 OrderedCollections = "1"
+SpecialFunctions = "0.8, 1, 2"
 julia = "1.6"
 
 [extras]

docs/make.jl

@@ -64,6 +64,10 @@ const _PAGES = [
             "Overview" => "submodules/FileFormats/overview.md",
             "API Reference" => "submodules/FileFormats/reference.md",
         ],
+        "Nonlinear" => [
+            "Overview" => "submodules/Nonlinear/overview.md",
+            "API Reference" => "submodules/Nonlinear/reference.md",
+        ],
         "Utilities" => [
             "Overview" => "submodules/Utilities/overview.md",
             "API Reference" => "submodules/Utilities/reference.md",