Notes

A Summary of Optimization Solvers

  • Linear programming (LP)

    • GLPK, CPLEX, Gurobi, IPOPT, MATLAB Toolbox, Mosek

  • Quadraric programming (QP)

    • CPLEX, Gurobi, IPOPT, MATLAB Toolbox, Mosek

  • Mixed Integer Linear programming (MILP)

    • GLPK, CPLEX, Gurobi, MATLAB Toolbox, Mosek

  • Mixed Integer Quadratic programming (MIQP)

    • CPLEX, Gurobi, Mosek

  • Second-order cone programming (SOCP)

    • SDPT3, SeDuMi, CPLEX, Gurobi, Mosek

  • Mixed Integer Second-order cone programming (MISOCP)

    • CPLEX, Gurobi, Mosek

  • Semidefinite programming (SDP)

    • Mosek, SDPT3, SeDuMi