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 Feb 4 awarded Popular Question Aug 8 comment Free solvers in C/C++ for convex integer programming Indeed, it seems that integer vars are supported for only certain type of convex programming, like conic quadratic programming, which I think it doesn't fit to my needs. Aug 7 awarded Curious Aug 6 comment Free solvers in C/C++ for convex integer programming Sorry, in the above comment: "feet" -> "fit" :) Aug 6 comment Free solvers in C/C++ for convex integer programming Maybe, MOSEK? It can handle some kind of separable convex problem which seems to feet with mine. Aug 6 comment Free solvers in C/C++ for convex integer programming Thanks. I'm looking for something more specific for my problem (convexity + mixed-integer), As @wonko suggested, there are good MINLP solvers, but, if possible, I'm looking for something more specialized (like CVX) Aug 6 comment Free solvers in C/C++ for convex integer programming I did not considered Bonmin/Couenne since they are general MINLP solvers. What I'm looking for is something like CVX (see link in my original post) which exploits the convexity of the problem. Indeed, if I'm not wrong, my problem should be convex as the second derivative of objective function is guaranteed to be always positive. Regarding C/C++, yes I'm bounded to it. The size of the problem should be $n \le 500$ and $m \le 800$. Aug 6 comment Free solvers in C/C++ for convex integer programming I cannot remove the cubic polynomial from the objective and unfortunately I'm not aware of techniques to transform such type of problem into linear one. Do they exist? If they do, can you give me some hint or reference? Aug 6 awarded Commentator Aug 6 comment Free solvers in C/C++ for convex integer programming Are you sure that the problem is linear? I'm not a mathematician (I'm a computer scientists) so I'm not an expert, but I thought that since the objective function contains a cubic polynomial for variables $w_i$ (which are real variables bounded in the $[0,1]$ real interval) the problem is to be considered as a convex mixed-integer nonlinear problem. Am I wrong? Aug 6 asked Free solvers in C/C++ for convex integer programming May 30 awarded Supporter May 30 comment Is the following optimization problem convex? Thank you very much for the answer! Regarding your latest sentence (about linear assignment problems) I'll try to investigate. Perhaps, do you have any hint or known any source (books, URLs, ...) to look for it? May 30 accepted Is the following optimization problem convex? May 29 awarded Editor May 29 revised Is the following optimization problem convex? deleted 5 characters in body May 29 asked Is the following optimization problem convex? Aug 1 comment Convert a linear difference equation into a controllable state-space model Hi, I have some questions? * Does this system is a realization of the original input-output model (i.e., they realize the same transfer function)? * Is this system in controllable form? Thanks Feb 19 awarded Tumbleweed Feb 12 asked Convert a linear difference equation into a controllable state-space model