Aphids. Milkweed aphids, perhaps. The best way to get rid of them is to smash them with your fingers or to wash them off. I use a small squirt bottle and hose them off of my rose stems two or three days in a row at the beginning of the season, and that takes care of them for the year. I would not use diatomaceous earth- it's really bad for your lungs. Really bad.

Yuck - I though aphids were pale green, I guess they come in different colors. Will soapy water work? I'll have to check my other plants and perhaps bring home some ladybugs.

Plain old water works. Just squirt them off with a squirt bottle on stream.

Most plants have some negative aspects. Mandevillas are aphid magnets. If you want to grow them, it's just something you'll have to put up with. Once the plant gets big and vigorous enough, lacewings and ladybugs should be able to keep them from exploding into plague-level populations. If your climate is marginal for growing mandevillas, it could prove to be a losing battle.