Documentation

[sshin23]

The documentation branch is added here. The TODO list is below (will keep updated):

• [ ] Home: explain key features. Things to highlight: being a native-julia solver, interface to various modeling tools in julia ecosystem, performance (as fast and scalable as Ipopt), flexibility (abstract KKT system), runs on GPU, and exploits multi-thread in CPU.
• [ ] Update linear solver documentation.
• [ ] Add docstrings for front-end APIs
• [ ] Use DocstringExtensions.jl to document options and outputs.
• [ ] Algorithm: tutorial of interior point method
• [ ] Algorithm: tutorial of filter line search
• [ ] Algorithm: tutorial of intertia correction (inertia-based and inertia-free)
• [ ] Algorithm: tutorial of restoration phase
• [ ] Example: optimal control (using JuMP.jl)
• [ ] Example: optimal power flow (using PowerModels.jl)
• [ ] Example: gas network optimization (using Plasmo.jl)
• [ ] Example: examples of ADNLPModel.jl
• [x] Example: hand-coded jac/hess example