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Working version of #1410 Support nonlinearities in Gurobi #301

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Working version of #1410 Support nonlinearities in Gurobi

Working version of #1410 Support nonlinearities in Gurobi #301

Run time

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Job Run time
Complete integration (basics)
3m 50s
Complete integration (solvers)
12m 16s
Complete integration (modules)
6m 4s
22m 10s