Does anyone know how to solve MI-SDP problem in Julia?


I am working on an MI-SDP model and I have no idea how to solve it using Julia. I tried solving the model in convex using MOSEK as a solver, it turns out it failed, throwing some nasty error.

Any ideas on solving Mixed Integer SDP in julia is appreciated and thanks!!


I can recomend the Pajarito solver. It combines a MIP solver and an SDP solver to solve MISDP.


Thanks, really thanks. So I access pajarito through convex or JuMP?


I use JuMP, but I believe it connects to convex as well.