Original idea: https://github.com/jump-dev/MathOptInterface.jl/issues/846#issuecomment-902207412 We should be able to specify a nonlinear problem quickly, simply as ```julia model = MOI.nlpmodel(f, g!, h!,p, x_lb, x_ub, c_lb, c_ub) ``` and then build the corresponding MOI problem. **Questions:** - [ ] Could we specify the linear/quadratic structures apart, using MatrixOptInterface.jl?