Is there an open source alternative to Mosek?
Basically, I'm looking for large scale convex optimization solver packages.
Thanks!
EDIT:
Forgot to mention earlier, problem is non-linear; mostly quadratic, but occasionally may need non-quadratic constraints + non-quadratic objective
There are many packages, mostly with Matlab interfaces, like SDPT3, SeDuMi, and CVX. I believe the first two have their backends in C. The websites of these projects link to other packages. What language did you have in mind?
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