Adding Method of Moving Asymptotes

[gnorman7]

Hi there!

I'm interested in adding the Method of Moving Asymptotes (MMA) as proposed by Svanberg (https://fab.cba.mit.edu/classes/865.18/design/optimization/mma.pdf). It's a general first-order inequality constrained optimization method (SCP), often used in design optimization, with a special treatment (the moving asymptotes) to handle box constraints (which are required).

I'm wondering if the Cooper project would benefit from having some other optimization methods implemented, particularly classical (first-order) methods that are more likely to satisfy constraints. MMA is definitely pretty niche. I'm open to implementing some other method that is more popular or more requested.

Please let me know your thoughts, as I'm interested in contributing to this project!