I am trying to solve a mixed integer quadratic programming problem of the following form:
$$ \min_{\mathbf{x},\mathbf{y}}\ \mathbf{x}^{\top} \mathbf{A} \mathbf{x}+\mathbf{c}^{\top}\mathbf{x}+\mathbf{d}^{\top}\mathbf{y} \quad (\text{where } \mathbf{A} \succ 0)$$
$$\text{st,} \qquad \mathbf{B}\mathbf{x}+\mathbf{D}\mathbf{y} \leq \mathbf{p}, \ \mathbf{x} \geq 0,\ \mathbf{y} \in \{0,1\}^{m}.$$
I am planning to solve the problem in Julia using CPLEX. I come across that JuMP does not support CPLEX for solving MINLP:
http://jump.readthedocs.io/en/latest/installation.html.
Anyone has any idea whether the model (described here) can be solved in Julia using CPLEX or not. If not, then any other recommended platform.