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

**URL:** https://discourse.julialang.org/t/does-anyone-know-how-to-solve-mi-sdp-problem-in-julia/9725
**Category:** Optimization (Mathematical)
**Created:** [March 15, 2018, 3:19am UTC](https://discourse.julialang.org/t/does-anyone-know-how-to-solve-mi-sdp-problem-in-julia/9725 "2018-03-15T03:19:46Z")
**Posts on this page:** 14
**Page:** 1

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### Author: ![Sharabh\_Shukla](https://avatars.discourse-cdn.com/v4/letter/s/4af34b/32.png) [@Sharabh\_Shukla](https://discourse.julialang.org/u/Sharabh_Shukla)
#### Post date: [March 15, 2018, 3:19am UTC](https://discourse.julialang.org/t/does-anyone-know-how-to-solve-mi-sdp-problem-in-julia/9725/1 "2018-03-15T03:19:46Z")

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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!!

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### Author: ![ccoffrin](https://sea2.discourse-cdn.com/julialang/user_avatar/discourse.julialang.org/ccoffrin/32/400_2.png) [@ccoffrin](https://discourse.julialang.org/u/ccoffrin)
#### Post date: [March 15, 2018, 3:28am UTC](https://discourse.julialang.org/t/does-anyone-know-how-to-solve-mi-sdp-problem-in-julia/9725/2 "2018-03-15T03:28:19Z")

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I can recomend the [Pajarito](https://github.com/JuliaOpt/Pajarito.jl) solver. It combines a MIP solver and an SDP solver to solve MISDP.

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### Author: ![Sharabh\_Shukla](https://avatars.discourse-cdn.com/v4/letter/s/4af34b/32.png) [@Sharabh\_Shukla](https://discourse.julialang.org/u/Sharabh_Shukla)
#### Post date: [March 15, 2018, 3:40am UTC](https://discourse.julialang.org/t/does-anyone-know-how-to-solve-mi-sdp-problem-in-julia/9725/3 "2018-03-15T03:40:53Z")

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

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### Author: ![ccoffrin](https://sea2.discourse-cdn.com/julialang/user_avatar/discourse.julialang.org/ccoffrin/32/400_2.png) [@ccoffrin](https://discourse.julialang.org/u/ccoffrin)
#### Post date: [March 15, 2018, 3:41am UTC](https://discourse.julialang.org/t/does-anyone-know-how-to-solve-mi-sdp-problem-in-julia/9725/4 "2018-03-15T03:41:56Z")

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

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### Author: ![jay-dave](https://sea2.discourse-cdn.com/julialang/user_avatar/discourse.julialang.org/jay-dave/32/20269_2.png) [@jay-dave](https://discourse.julialang.org/u/jay-dave)
#### Post date: [August 2, 2019, 8:40am UTC](https://discourse.julialang.org/t/does-anyone-know-how-to-solve-mi-sdp-problem-in-julia/9725/5 "2019-08-02T08:40:48Z")

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I am trying to solve MI-SDP in PowerModels with JuMP 19.2. After trying different packages, my observations are followings. correct me if I am wrong.

- Pajarito and SCIP are yet to support this JuMP version
- Juniper does not support constraints written in JuMP.secondordercone format
- Mosek can not solve MISDP  
Is there a workaround or other packages I can try? Any help is appreciated. Thank you!

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### Author: ![tkoolen](https://sea2.discourse-cdn.com/julialang/user_avatar/discourse.julialang.org/tkoolen/32/1603_2.png) [@tkoolen](https://discourse.julialang.org/u/tkoolen)
#### Post date: [August 2, 2019, 12:42pm UTC](https://discourse.julialang.org/t/does-anyone-know-how-to-solve-mi-sdp-problem-in-julia/9725/6 "2019-08-02T12:42:04Z")

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SCIP itself should work fine with JuMP 0.19.2; do you mean that SCIP-SDP has not been wrapped?

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### Author: ![jay-dave](https://sea2.discourse-cdn.com/julialang/user_avatar/discourse.julialang.org/jay-dave/32/20269_2.png) [@jay-dave](https://discourse.julialang.org/u/jay-dave)
#### Post date: [August 10, 2019, 9:45am UTC](https://discourse.julialang.org/t/does-anyone-know-how-to-solve-mi-sdp-problem-in-julia/9725/7 "2019-08-10T09:45:03Z")

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Yes, you are right. I made a mistake. SCIP supports the JuMP version but I am not sure if SCIP-SDP is available in Julia.

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### Author: ![linde-fr](https://sea2.discourse-cdn.com/julialang/user_avatar/discourse.julialang.org/linde-fr/32/20455_2.png) [@linde-fr](https://discourse.julialang.org/u/linde-fr)
#### Post date: [April 6, 2020, 1:52pm UTC](https://discourse.julialang.org/t/does-anyone-know-how-to-solve-mi-sdp-problem-in-julia/9725/8 "2020-04-06T13:52:52Z")

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Do you know if there are any developments in this area?  
It seems to me that Pajarito can still not be used.

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### Author: ![odow](https://sea2.discourse-cdn.com/julialang/user_avatar/discourse.julialang.org/odow/32/28685_2.png) [@odow](https://discourse.julialang.org/u/odow)
#### Post date: [April 6, 2020, 3:53pm UTC](https://discourse.julialang.org/t/does-anyone-know-how-to-solve-mi-sdp-problem-in-julia/9725/9 "2020-04-06T15:53:38Z")

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No. Help updating Pajarito also appreciated.

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### Author: ![linde-fr](https://sea2.discourse-cdn.com/julialang/user_avatar/discourse.julialang.org/linde-fr/32/20455_2.png) [@linde-fr](https://discourse.julialang.org/u/linde-fr)
#### Post date: [April 7, 2020, 8:32am UTC](https://discourse.julialang.org/t/does-anyone-know-how-to-solve-mi-sdp-problem-in-julia/9725/10 "2020-04-07T08:32:02Z")

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Sorry for bothering you two different places. I would like to help. Have no experience developing other people’s code though. How can I help? Are there any guidelines for contributing, or explanation about the structure of your package?

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### Author: ![Sfid](https://sea2.discourse-cdn.com/julialang/user_avatar/discourse.julialang.org/sfid/32/47812_2.png) [@Sfid](https://discourse.julialang.org/u/Sfid)
#### Post date: [March 17, 2023, 9:57am UTC](https://discourse.julialang.org/t/does-anyone-know-how-to-solve-mi-sdp-problem-in-julia/9725/11 "2023-03-17T09:57:55Z")

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Hello everyone,  
Is there any update regarding this topic?  
Appreciate any information.

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### Author: ![odow](https://sea2.discourse-cdn.com/julialang/user_avatar/discourse.julialang.org/odow/32/28685_2.png) [@odow](https://discourse.julialang.org/u/odow)
#### Post date: [March 17, 2023, 10:19am UTC](https://discourse.julialang.org/t/does-anyone-know-how-to-solve-mi-sdp-problem-in-julia/9725/12 "2023-03-17T10:19:50Z")

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Pajarito has been updated and supports the latest version of JuMP

> **[GitHub - jump-dev/Pajarito.jl: A solver for mixed-integer convex optimization](https://github.com/jump-dev/Pajarito.jl)**
>
> A solver for mixed-integer convex optimization. Contribute to jump-dev/Pajarito.jl development by creating an account on GitHub.

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<div class="post-metadata">

### Author: ![Sfid](https://sea2.discourse-cdn.com/julialang/user_avatar/discourse.julialang.org/sfid/32/47812_2.png) [@Sfid](https://discourse.julialang.org/u/Sfid)
#### Post date: [March 17, 2023, 10:39am UTC](https://discourse.julialang.org/t/does-anyone-know-how-to-solve-mi-sdp-problem-in-julia/9725/13 "2023-03-17T10:39:30Z")

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Thank you, @odow, for your response. Is there any preference for a conic solver and a MIP solver for Pajarito? I am using Mosek and SCIP now, but I am unsure if it is the best choice.

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<div class="post-metadata">

### Author: ![odow](https://sea2.discourse-cdn.com/julialang/user_avatar/discourse.julialang.org/odow/32/28685_2.png) [@odow](https://discourse.julialang.org/u/odow)
#### Post date: [March 17, 2023, 9:59pm UTC](https://discourse.julialang.org/t/does-anyone-know-how-to-solve-mi-sdp-problem-in-julia/9725/14 "2023-03-17T21:59:04Z")

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Mosek and SCIP are good choices. You could also try a commercial MIP solver like Gurobi or CPLEX.
