Setting up CUTEst benchmarks dir structure

Author: alonsoC1s

benchmarks/OptimizationCUTEst/CUTEst.jmd

@@ -0,0 +1,19 @@
+---
+title: Benchmarking with the problems in CUTEst
+author: Alonso M. Cisneros
+---
+
+> This would likely turn into either contributions to CUTEst or wrappers to CUTEst (hosted
+> in SciML) which which transform the NLPModels form into Optimization.jl, and a
+> benchmarking script that loops over all optimization problems and applies a set of
+> optimizers to each of them, computing summary statistics at the bottom.
+
+CUTEst, the Constraind and Unconstrained Testing Environment is, as the name suggests is a
+collection of around 1500 problems for general nonlinear optimization used to test
+optimization routines. The wrapper
+[CUTEst.jl](https://github.com/JuliaSmoothOptimizers/CUTEst.jl) provides convenient access
+to the problem collection, which we can leverage to test the optimizers made available by
+Optimization.jl.
+
+```julia
+```