MILANO swMATH ID: 5166 Software Authors: Benson, Hande Y.; Sağlam, Ümit Description: Matlab-based mixed-integer linear and nonlinear solver(http://www.ismp2012.org/show-abs?abs=85) In this talk, we present details of MILANO (mixed-integer linear and nonlinear optimizer), a Matlab-based toolbox for solving mixed- integer optimization problems. Our focus will be on interior-point meth- ods for second-order cone programming problems and their extensions to mixed-integer second-order cone programming problems and non- linear programs with second-order cone constraints. Numerical results from portfolio optimization, supply chain management, and data mining will be presented. Homepage: http://www.pages.drexel.edu/~hvb22/milano/index.html Programming Languages: Matlab Dependencies: Matlab Keywords: optimization; The Constrained NLO Problem Related Software: EGO; Matlab Cited in: 2 Publications Cited by 4 Authors 1 Benson, Hande Y. 1 Defourny, Boris 1 Ryzhov, Ilya O. 1 Sağlam, Ümit Cited in 1 Serial 1 INFORMS Journal on Computing Cited in 3 Fields 1 Statistics (62-XX) 1 Operations research, mathematical programming (90-XX) 1 Game theory, economics, finance, and other social and behavioral sciences (91-XX) Citations by Year