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Open source alternative to Mosek? [closed]

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

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anon Avatar asked Jul 13 '10 20:07

anon


1 Answers

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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Victor Liu Avatar answered Oct 19 '22 05:10

Victor Liu