I am new to MOSEK and was wondering if it is able to solve mixed integer non linear problems .
For example I need to solve this problem formulation in matlab and using MOSEK:
The problem here Any help or comment is really appreciated. Thank you
2026-03-26 04:51:58.1774500718
How to solve MINLP in matlab and MOSEK?
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You need to slightly alter your problem before MOSEK can solve it. You have strict inequalities like $1<x_D$, which make no sense in numerical optimization. Either change this to $1 \leq x_D$ or to $1.00\cdots 001 \leq x_D$ (although if you add more than 12 zeros, the two constraints are numerically equivalent).
To feed your problem to MOSEK, you want to use YALMIP, since MOSEK's interface for conic optimization has a steep learning curve.