[OS] Nonlinear OSiL interface for Matlab

[Tony Kelman]

I’ve been looking at OSiL recently for MIP’s, MINLP’s, and possibly NLP’s, but was a bit disappointed that the current Matlab interface doesn’t look like it’s capable of handling any nonlinearities other than a quadratic cost.

So, I had an idea for a Yalmip-style interface based on operator overloading to build up OSnL expression trees in Matlab, and threw together a quick prototype: https://gist.github.com/tavert/6898980

It only handles scalar variables and treats everything as nonlinear at the moment, but both of those could be improved (combining plus’es into sums, distributing multiplication by constants into coef’s, some vectorization in the operator overloads, etc). Is this something anyone else would find useful and/or interesting?

-Tony
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