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Any one had the chance to use pyomo with free/open-source solvers that handle quadratic optimization problems, which they could be convex or not, but preferably as general as possible.

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For guaranteed solutions, BONMIN can solve convex MINLPs, and COUENNE can solve general non-convex MINLPs. Both use the ASL (.nl) format, so they work out of the box with Pyomo. IPOPT can also find local optima for non-convex NLP (including quadratic) problems.

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  • $\begingroup$ did you get chance to try them all? what would you recommend to start with? $\endgroup$ – Betty May 19 at 13:03
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    $\begingroup$ Depends on what you want to do, Couenne is the most fool-proof one because it can handle all problem types. $\endgroup$ – Nikos Kazazakis May 19 at 15:52

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