It just came to my realization that MOSEK does not support mixed-integer convex programming (MICP) problems when there are semi-definite constraints. Wrapper functions are available in MATLAB (YALMIP) and Julia (Pajarito). I was wondering whether there is a Python-based solver for MISDP problems or whether there is an easy way to work around it?
Mixed integer semi-definite programming (MISDP) solvers in Python
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