Which solver is better for mixed binary and continuous variables if I have 22 constraints and with cvx variables of the size 12*50?

1

Which solver is better for mixed binary and continuous variables if I have 22 constraints and with cvx variables of the matrix size 12*50? I used MOSEK and the solver spent hours running so I needed to terminate the optimization.

2

Your only other option is Gurobi - that may or may not be faster.

Some perspective: https://yalmip.github.io/slowmilp

1 Like
3

And if you think you have an interesting problem then it would be nice if you can do

cvx_solver_settings('write', 'dump.task.gz')

when you solve with Mosek and then send the file to support@mosek.com.

1 Like