Hi;

I am new user to CVX and I am trying to implement branch and bound method to maximize sum of x. I have a Binary variable y, (lets assume there are K number of elements): which is defined as sum(y) = N. K and N are the pre-defined fixed number (K>N). My objective is to select N out of K which maximize the sum of (x) for all x in N. There are few more constraints as well.

Initially I have relaxed the binary variable x, s.t 0<=x<=1 and obtained results with SOCP approach. Now I want to move branch and bound method and compare the results.

I want to know when define the branch and bound method in cvx, using mosek of gurobi solver, do I have to follow same procedure like sedumi (I mean finding lower bound and upper bound, and then compare) or are there any implemented code to use.

Thank you.