In JuMP, is there a solver that takes in a convex model and an LP solver and solves the model by a sequence of linear cuts?
Not that I’m aware of, wouldn’t be hard to code one up though.
That’s what I am thinking. 
In JuMP, is there a solver that takes in a convex model and an LP solver and solves the model by a sequence of linear cuts?
Not that I’m aware of, wouldn’t be hard to code one up though.
That’s what I am thinking.