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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
Sep
3
comment How to solve mixed integer nonlinear programs?
@thomas: thank you for the hints! I will try to rearrange the problem in order to avoid the product of two decision variables.