Can CVX call FICO Xpress for MILP?


(Dai Wang) #1

Does CVX have interface with FICO Xpress? Thanks


(Mark L. Stone) #2

No. I don’t there will ever be such an iinterfwace for CVX.

Gurobi and Mosek can be called from CVX, and can solve MILP, MIQP, and MISOCP. Mosek can also solve (linear) SDP.