Add InfiniteOpt extension

[DimitriAlston]

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[DimitriAlston]

@pulsipher, do you have any thoughts on this?

[pulsipher]

Thanks for taking the initiative on this. I will take a closer look later this week when I have some more time. An initial concern I have that using all_parameters and all_variables could easily lead to silent modeling errors. Is there a reason to not have the user more explicitly indicate what variables/parameters should be used?

A good example would be the API used by MathOptAI.

[DimitriAlston]

I think all_variables is fine, even if every variable is not an input to each function. I agree all_parameters should be changed to take the specific infinite parameter as a function input so that we aren't using the wrong one incorrectly, if/when there are multiple. We could also make the user inputs more explicit, but I'm not sure if it is necessary when they define the appropriate variables in advance.