Question

Is there an open source alternative to Mosek?

Basically, I'm looking for large scale convex optimization solver packages.

Thanks!

EDIT:

Forgot to mention earlier, problem is non-linear; mostly quadratic, but occasionally may need non-quadratic constraints + non-quadratic objective

Was it helpful?

Solution

There are many packages, mostly with Matlab interfaces, like SDPT3, SeDuMi, and CVX. I believe the first two have their backends in C. The websites of these projects link to other packages. What language did you have in mind?

OTHER TIPS

Does GLPK suit you?

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