OptiMo is a Julia module providing a modeling tool for mathematical optimization.
An AbstractOptiModel represents problems in the form
optimize f(x) + g(x)
x ∈ Rⁿ
subject to c(x) ∈ S
where f(x): Rⁿ --> R is a smooth objective function, g(x): Rⁿ --> R ∪ ∞ is a proximable objective function, c(x): Rⁿ --> Rᵐ are the constraint functions, and S ⊆ Rᵐ is a closed set.