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Alexey Stukalov
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docs: fix opt engine docs
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docs/make.jl

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using Documenter, StructuralEquationModels
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using Documenter, StructuralEquationModels, NLopt, ProximalAlgorithms, ProximalOperators
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SEM = StructuralEquationModels
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SEMNLOptExt = Base.get_extension(StructuralEquationModels, :SEMNLOptExt)
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SEMProximalOptExt = Base.get_extension(StructuralEquationModels, :SEMProximalOptExt)
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makedocs(
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sitename = "StructuralEquationModels.jl",
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modules = [
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SEM, SEMNLOptExt, SEMProximalOptExt,
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],
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pages = [
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"index.md",
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"Tutorials" => [

docs/src/tutorials/backends/nlopt.md

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When [`NLopt.jl`](https://github.com/jump-dev/NLopt.jl) is loaded in the running Julia session,
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it could be used by the [`SemOptimizer`](@ref) by specifying `engine = :NLopt`
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(see [NLopt-specific options](@ref `SemOptimizer(Val(:NLopt))`)).
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(see [NLopt-specific options](@ref SEMNLOptExt.SemOptimizerNLopt)).
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Among other things, `NLopt` enables constrained optimization of the SEM models, which is
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explained in the [Constrained optimization](@ref) section.
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docs/src/tutorials/backends/optim.md

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# Using Optim.jl
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[Optim.jl](https://github.com/JuliaNLSolvers/Optim.jl) is the default optimization engine of *SEM.jl*,
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see [`SemOptimizer(Val(:Optim))`](@ref) for a full list of its parameters.
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[*Optim.jl*](https://github.com/JuliaNLSolvers/Optim.jl) is the default optimization engine of *SEM.jl*,
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see [`SEM.SemOptimizerOptim`](@ref) for a full list of its parameters.
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It defaults to the LBFGS optimization, but we can load the `Optim` and `LineSearches` packages
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and specify BFGS (!not L-BFGS) with a back-tracking linesearch and Hager-Zhang initial step length guess:
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docs/src/tutorials/concept.md

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## optimizer
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```@eval OptDocs
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using StructuralEquationModels, NLopt
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StructuralEquationModels.optimizer_engine_doc(:NLopt)
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```
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```@setup OptDocs
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using StructuralEquationModels, NLopt
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SemOptimizerNLopt = Base.get_extension(StructuralEquationModels, :SEMNLOptExt).SemOptimizerNLopt
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```
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```@docs
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SemOptimizer
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SEM.SemOptimizerOptim
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SEMNLOptExt.SemOptimizerNLopt
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SEMProximalOptExt.SemOptimizerProximal
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```

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