Dear All,

Is there a way one can formulate and solve optimization problems with bilinear matrix inequalities in Julia/JuMP? For example,

where x\in\mathbf{R}^{n} is the decision variable, is such an optimization problem. The problem is nonlinear and nonconvex. For my research, I am trying to solve such a problem.

I found that there is a Matlab solver called BMISOLVER, but I was wondering if something similar exists for Julia as well?

Any tips or suggestions will be much appreciated!