Python interface for MOSEK - the package for large scale convex and mixed-integer optimization including LP, QP, SOCP, conic problems, SQP, QCQP and MIP.
MOSEK is a package for large-scale convex and mixed-integer optimization, including LP, QP, SOCP, exponential and power cone problems, SDP, QCQP and MIP.
Documentation and examples can be found at the MOSEK website
MOSEK requires a license. Free of charge trial licenses as well as licenses for non-commercial academic use can be obtained from the MOSEK website.