Can Bonmin solve a problem with semidefinite matrix variables

coin-or / Bonmin

Basic Open-source Nonlinear Mixed INteger programming

https://coin-or.github.io/Bonmin

Eclipse Public License 1.0

118 stars 22 forks source link

Can Bonmin solve a problem with semidefinite matrix variables #9

Closed research20 closed 3 years ago

research20 commented 4 years ago

Hello,

I am using Bonmin to solve a mixed integer nonlinear problem. But the optimization variables involve a semidefinite matrix variable. Can it be solved with Bonmin, or could you give me some advice about how to make it solvable. Thanks a lot.

Best regards, Min

svigerske commented 3 years ago

No, there is no support for this in Bonmin.

There are a number of SDP solvers out there (CSDP, DSDP, MOSEK, and many more), and also some MISDP solvers, e.g., SCIP-SDP, that may be useful.