Quadratic in MOI

[odow]

As reported in Discourse: https://discourse.julialang.org/t/quadratic-programming-problem-cpl/21068/3

The CPLEX wrapper hasn't implemented the quadratic components yet. Pull requests accepted :)

It shouldn't be too hard because you can copy the Gurobi implementation (it's more or less just matching up the different C names).

You would need to edit the CPLEX/src/MOI_wrapper.jl and add the functions beginning with LQOI. and containing quadratic in the Gurobi wrapper:
https://github.com/JuliaOpt/Gurobi.jl/blob/f1418b5c470fb91b417e3424241a3440078c9212/src/MOI_wrapper.jl#L311-L367

You also have to add these lines to the list of supported objectives
https://github.com/JuliaOpt/Gurobi.jl/blob/f1418b5c470fb91b417e3424241a3440078c9212/src/MOI_wrapper.jl#L9
and constrints
https://github.com/JuliaOpt/Gurobi.jl/blob/f1418b5c470fb91b417e3424241a3440078c9212/src/MOI_wrapper.jl#L17-L19

[trigaut]

Can we close this one @odow ?

[odow]

Closed by #231