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Hi @thowell, thanks for the comment. Looks like CALIPSO follows a similar style to Ipopt in that there is a problem type with all the functions. https://github.com/JuliaNonconvex/NonconvexIpopt.jl would be a good reference to define the ProblemMethods instance using Zygote and ForwardDiff which is what we use in Nonconvex. If you can give it a shot, I can help along the way or we can arrange a call to share information.
https://github.com/thowell/CALIPSO.jl
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