Does CVX have interface with FICO Xpress? Thanks
wangqiancun (Dai Wang) #1
Mark_L_Stone (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.