Hello,
I am trying to solve an optimization problem that has integer variables and log functions. The problem is similar to the following:
cvx_begin
variable p(2) r
variable x(2) binary
maximize r
subject to
r <= sum(log (1 + p)) ;
p <= 2 * x ;
sum(x) <= 1;
cvx_end
Apart from the binary integer variables, the problem is concave. I wonder which solver (Gurobi, Mosek, GLPK) can solve this? I am asking since I will have to download these licenses separately to solve my mixed integer non-linear programs.
Thanks,
Nazmul