Question about support for Non-Linear Programs

Thanks for your efforts with linopy, they are much appreciated :)
I know this project has linear in its name, but it does support some non-linearity in programs. I would really like to use linopy to replace the gams dependency of message_ix over the medium term, but I was recently made aware that parts of our code supply the NLP option to the gams solver (for which we mostly use cplex at the moment, I think):

    SOLVE MESSAGE_MACRO MAXIMIZING UTILITY USING NLP ;

So I'm now wondering: is this already supported in linopy using either cplex or highs as the solver? If not, do you have any plans to add support?

Start by reading the linked message_ix/model/MACRO/macro_solve.gms section and the referenced GAMS solver-model documentation to define the NLP requirement. Then inspect linopy's solver support for CPLEX and HiGHS. Done means establishing whether the required non-linear programs are supported and, if not, documenting a concrete support plan or scope.