It would be very helpful if the following can be done in OpenMx:
1. Evaluate (for all cases at once) an mxAlgebra that involves definition variables. I think currently one can only evaluate such an mxAlgebra for a single case.
2. Define an user specified objective function that is the sum of a casewise function of the data and parameters. I think currently the casewise function can be defined with definition variables, but is there a way to sum them?
3. Supply the gradients of the target function and constraints, and the approximate Hessian. I can see mxOption can change the option of NPSOL to accept user defined gradients and Hessian, but there seems no way to supply them.