FlexibleNonlinearProgram provides a simple way to set up a nonlinear program in the format accepted by MathProgBase, which allows the program to be solved using a variety of solvers. FlexibleNonlinearProgram.jl uses ForwardDiff for gradient computation. It's not nearly as fancy as JuMP, but does support vector-valued constraints, a big limitation in JuMP's current nonlinear programming interface.
Check out the tests to see some basic examples.