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I have a program with quadratic objective and constraints, and wanna utilize sddp.jl package in julia for solution.

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Yes, if you use a solver that supports quadratic objectives and constraints, and the problem is convex.

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  • $\begingroup$ Is IPOPT able to solve convex QCQP problems? $\endgroup$ Commented Oct 6, 2023 at 19:55

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