add MATLAB open source solvers

ericphanson / ConvexTests.jl

Uses the Convex.jl Problem Depot to test various optimization solvers

MIT License

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Open ericphanson opened 4 years ago

ericphanson commented 4 years ago

as discussed https://gitter.im/JuliaOpt/JuMP-dev?at=5f79bcdb2bd4875309338a46, these would need to be manually run (like MOSEK currently has been). [We should also maybe remove MOSEK and only test open source solvers.]

blegat commented 4 years ago

Not sure about dropping MOSEK, +1 for adding MATLAB solvers