add support for cyipopt

[ZedongPeng]

Summary/Motivation:

Add the support for cyipopt as a NLP solver in MindtPy.

Related issue: #2831

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[emma58]

@ZedongPeng, it looks like you need to run black on this. (It needs to pass that before the other tests will run.) The command is black -S -C pyomo/contrib/mindtpy.

[ZedongPeng]

Hi @emma58 . Where to add the black -S -C pyomo/contrib/mindtpy command?

[emma58]

@ZedongPeng, you want to run that command from the commandline on this branch, and then push the result. (You can install black with pip or conda, I think.)

[mrmundt]

@ZedongPeng, you want to run that command from the commandline on this branch, and then push the result. (You can install black with pip or conda, I think.)

@ZedongPeng - Correct. You can install black by running pip install black or conda install black; then you run the command: black -S -C pyomo/contrib/mindtpy; then add/commit/push the changes to this branch.

[ZedongPeng]

The failing tests are not related to MindtPy. I think this PR is ready for a review. @emma58 @mrmundt

[codecov]

Codecov Report

Patch coverage: 88.23% and project coverage change: +0.01 🎉

Comparison is base (2cb3210) 87.45% compared to head (bbc2b23) 87.47%.

Additional details and impacted files

@@            Coverage Diff             @@
##             main    #2830      +/-   ##
==========================================
+ Coverage   87.45%   87.47%   +0.01%     
==========================================
  Files         771      771              
  Lines       89579    89646      +67     
==========================================
+ Hits        78342    78416      +74     
+ Misses      11237    11230       -7     

Flag	Coverage Δ
linux	84.53% <88.23%> (+<0.01%)	⬆️
osx	74.56% <11.76%> (-0.01%)	⬇️
other	84.71% <88.23%> (+0.01%)	⬆️
win	82.11% <88.23%> (+0.01%)	⬆️

Flags with carried forward coverage won't be shown. Click here to find out more.

Impacted Files	Coverage Δ
pyomo/contrib/mindtpy/MindtPy.py	100.00% <ø> (ø)
pyomo/contrib/mindtpy/config_options.py	100.00% <ø> (ø)
pyomo/contrib/mindtpy/feasibility_pump.py	100.00% <ø> (ø)
pyomo/contrib/mindtpy/outer_approximation.py	90.62% <ø> (ø)
pyomo/contrib/mindtpy/nlp_solve.py	65.08% <50.00%> (-0.19%)	⬇️
pyomo/contrib/mindtpy/single_tree.py	50.93% <50.00%> (-0.01%)	⬇️
pyomo/contrib/mindtpy/algorithm_base_class.py	81.19% <100.00%> (+0.40%)	⬆️
pyomo/contrib/mindtpy/extended_cutting_plane.py	84.61% <100.00%> (ø)
...yomo/contrib/mindtpy/global_outer_approximation.py	37.03% <100.00%> (ø)
pyomo/contrib/mindtpy/mip_solve.py	54.81% <100.00%> (ø)
... and 1 more

... and 3 files with indirect coverage changes

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[bernalde]

Good PR. I left some comments with small changes in the comments and class names. Maybe we can add more tests exercising the fact that we have an extra solver now (and, for example trying some non-supported solver name just in case).

[emma58]

I agree with @bernalde that adding some tests would be good--in particular you don't have any tests of the special handling for cyipopt duals. But otherwise this looks good.