Originally posted by: Dmitrey

Hi all,

I have connected some Cplex solvers (LP, QP, MILP) to quite popular free Python-written framework OpenOpt (openopt.org, ~100...150 website visitors daily) and I guess I could be capable of connecting some more (e.g. (MI)QCQP), but your Python API documentation and examples seem to miss SDP and SOCP examples.

Do they exist? Can anyone publish some of them?

Regards,
Dmitrey.
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Originally posted by: SystemAdmin

Hello Dmitrey,

You can solve (MI)SOCP problems using the Python API by specifying the cone constraints through our quadratic constraint API.

CPLEX does not currently support semi-definite programming.

Philip Starhill
CPLEX Research Engineer
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Originally posted by: Dmitrey

Are there any (MI)SOCP examples in CPLEX source code?

I have connected to OpenOpt framework all Cplex problems except of (MI)SOCP, you could visit our cplex page at http://openopt.org/cplex.

I see some optimization frameworks are mentioned in your wiki page http://en.wikipedia.org/wiki/CPLEX ; will you mind me to add link to our OpenOpt wikipedia.org entry there? Our permissive license (BSD) yield no problems in stacking OpenOpt with commercial soft.

Regards,
Dmitrey.
#CPLEXOptimizers
#DecisionOptimization

Originally posted by: SystemAdmin

Hi Dmitrey. I updated the CPLEX Wikipedia page to include a link to your OpenOpt Wikipedia page.

The examples directories contain source code for a convex quadratically constrained example - in Python it is qcpex1.py. It should be possible to cast any SOCP as a QCP.
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