sci.op-research

Hi

MOSEK at www.mosek.com support conic quadratic problems with integer
variables.
Many convex nonlinear problem can formulated as a conic quadratic
problem, so it might useful.

I know a CVXOPT to MOSEK link is in the works.

Erling




On Nov 15, 10:20 pm, hbe...@gmail.com wrote:
> Hi,
> I'm looking for software (open source preferable) with python
> interface preferable (otherwise may be c or c++) to solve an
> optimization problem with non linear objective function and
> constraints and mixed real and binary variables.
> I've seen GLPK but it seems don't support non linearity, and CVXOPT
> but it seems don't support integer variables.
>
> Thanks in advance,
> H