Class method.


Create the optimization problem. Typically, this method is called internally from setup().

Users should only call this method if they intend to modify the objective with nlp_obj, the constraints with nlp_cons, nlp_cons_lb and nlp_cons_ub.

To finish the setup process, users MUST call create_nlp() afterwards.


Do NOT call setup() if you intend to go the manual route with prepare_nlp() and create_nlp().


Only AFTER calling prepare_nlp() the previously mentionned attributes nlp_obj, nlp_cons, nlp_cons_lb, nlp_cons_ub become available.

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