Software

The following is a non-exhaustive list of software packages for optimization.

• The matlab-based software CVX allows for rapid prototyping of convex models.

• For a python-based version, see CVXPY.

• A convenient matlab-based modelling language for advanced modeling and solution of convex and nonconvex optimization problems is YALMIP.

• MOSEK is a highly efficient commercial software package that offers free student licences.